Type-2 fuzzy clustering and a type-2 fuzzy inference neural network for the prediction of short-term interest rates
- The following paper discusses the use of a hybrid model for the prediction of short-term US interest rates. The model consists of a differential evolution-based fuzzy type-2 clustering with a fuzzy type-2 inference neural network, after input preprocessing with multiple regression analysis. The model was applied to forecast the US 3- Month T-bill rates. Promising model performance was obtained as measured using root mean square error.
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| Author: | David Enke, Nijat Mehdiyev |
|---|---|
| URN: | urn:nbn:de:bvb:384-opus4-1226846 |
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/122684 |
| ISSN: | 1877-0509OPAC |
| Parent Title (English): | Procedia Computer Science |
| Publisher: | Elsevier BV |
| Place of publication: | Amsterdam |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 2013 |
| Publishing Institution: | Universität Augsburg |
| Release Date: | 2025/07/08 |
| Volume: | 20 |
| First Page: | 115 |
| Last Page: | 120 |
| DOI: | https://doi.org/10.1016/j.procs.2013.09.248 |
| Institutes: | Fakultät für Angewandte Informatik |
| Fakultät für Angewandte Informatik / Institut für Informatik | |
| Dewey Decimal Classification: | 0 Informatik, Informationswissenschaft, allgemeine Werke / 00 Informatik, Wissen, Systeme / 004 Datenverarbeitung; Informatik |
| Licence (German): |  CC-BY-NC-ND 3.0: Creative Commons - Namensnennung - Nicht kommerziell - Keine Bearbeitung (mit Print on Demand) |
