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Volumn 12, Issue , 2012, Pages 259-264

A new hybrid approach for forecasting interest rates

Author keywords

Hybird Model; Interest Rate Forecasting; Neural Networks; Regression Analysis

Indexed keywords


EID: 84896951014     PISSN: 18770509     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/j.procs.2012.09.066     Document Type: Conference Paper
Times cited : (9)

References (9)
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  • 2
    • 0039075846 scopus 로고
    • Testing chaos and nonlinearities in T-bill rates
    • Larrain, M., "Testing Chaos and Nonlinearities in T-Bill Rates," Financial Analysts Journal, Vol. 47, No. 5 (1991): 51-62.
    • (1991) Financial Analysts Journal , vol.47 , Issue.5 , pp. 51-62
    • Larrain, M.1
  • 5
    • 39049162430 scopus 로고    scopus 로고
    • A new hybrid artificial neural networks and fuzzy regression model for time series forecasting
    • Khashei M., S.R. Hejazi, and M. Bijari "A new hybrid artificial neural networks and fuzzy regression model for time series forecasting," Fuzzy Sets and Systems, Vol. 159 (2008): 769-786.
    • (2008) Fuzzy Sets and Systems , vol.159 , pp. 769-786
    • Khashei, M.1    Hejazi, S.R.2    Bijari, M.3
  • 6
    • 0034249322 scopus 로고    scopus 로고
    • Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index
    • Kim, K.J., and I. Han, "Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index," Expert Systems with Applications, 19 (2000): 125-132.
    • (2000) Expert Systems with Applications , vol.19 , pp. 125-132
    • Kim, K.J.1    Han, I.2
  • 7
    • 84895920150 scopus 로고    scopus 로고
    • Parallel direct search methods for optimization services in grid computing
    • Universal Academy Press
    • Thilo, F., M. Grauer, and C. Müller, "Parallel Direct Search Methods for Optimization Services in Grid Computing," Frontiers Science Series, Universal Academy Press, Vol. 1, No. 49 (2007): 423-424.
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    • Thilo, F.1    Grauer, M.2    Müller, C.3
  • 8
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    • On scalability of distributed simulation and optimization of forming processes
    • Thilo, F., M. Grauer, R. Menzel, and C. Müller, "On Scalability of Distributed Simulation and Optimization of Forming Processes," AIP Conference Proceedings, Vol. 908, No. 2 (2007): 1585-1590.
    • (2007) AIP Conference Proceedings , vol.908 , Issue.2 , pp. 1585-1590
    • Thilo, F.1    Grauer, M.2    Menzel, R.3    Müller, C.4
  • 9
    • 67649911286 scopus 로고    scopus 로고
    • Evolutionary algorithm-based learning of fuzzy neural networks. Part 2: Recurrent fuzzy neural networks
    • Aliev, R.A., B.G. Guirimov, B. Fazlollahi, and R.R. Aliev, "Evolutionary algorithm-based learning of fuzzy neural networks. Part 2: Recurrent fuzzy neural networks," Fuzzy Sets and Systems, Vol. 160, Issue 17 (2009): 2553-2566.
    • (2009) Fuzzy Sets and Systems , vol.160 , Issue.17 , pp. 2553-2566
    • Aliev, R.A.1    Guirimov, B.G.2    Fazlollahi, B.3    Aliev, R.R.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.