Physical Sciences and Mathematics Commons^™

An Adaptive Hierarchical Fuzzy Logic System For Modelling And Prediction Of Financial Systems, Mark Kingham

Theses: Doctorates and Masters

In this thesis, an intelligent fuzzy logic system using genetic algorithms for the prediction and modelling of interest rates is developed. The proposed system uses a Hierarchical Fuzzy Logic system in which a genetic algorithm is used as a training method for learning the fuzzy rules knowledge bases. A fuzzy logic system is developed to model and predict three month quarterly interest rate fluctuations. The system is further trained to model and predict interest rates for six month and one year periods. The proposed system is developed with first two, three, then four and finally five hierarchical knowledge bases to …