Skip to main content
Springer Nature Link
Log in

Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks

  • Conference paper
Knowledge-Based Intelligent Information and Engineering Systems (KES 2005)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 3682))

  • 1063 Accesses

Abstract

In this paper an intelligent Hierarchical Neural Network system for prediction and modelling of interest rates in Australia is developed. A Hierarchical Neural Network system is developed to model and predict three months (quarterly) interest rate fluctuations. The system is further trained to model and predict interest rates for six months and one-year periods. The proposed system is developed with first four and then five hierarchical Neural Network to model and predict interest rates. Conclusions on the accuracy of prediction using hierarchical neural networks are also reported.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. Azzof, E.M.: Neural Networks Time Series Forecasting of Financial Markets. John Wiley & Sons, New York (1994)

    Google Scholar 

  2. Bauer, R.J.: Genetic Algorithms and Investment Strategies. John Wiley & Sons, NewYork (1994)

    Google Scholar 

  3. Cox, E.: Adaptive fuzzy systems. IEEE Spectrum, 27–31 (February 1993)

    Google Scholar 

  4. Goldberg, D.: Genetic Algorithms in Search, Optimisation and Machine Learning. Addison Wesley, Reading (1989)

    Google Scholar 

  5. Grossberg, S.: Nonlinear Neural Networks: Principles, mechanisms, and achitectures. Neural Networks 1, 17–68 (1988)

    Article  Google Scholar 

  6. Zadeh, L.: Fuzzy Sets. Inf. Control 8, 338–353 (1965)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. School of Information Sciences & Engineering, University of Canberra, Canberra, Australia, 2616

    Masoud Mohammadian & Mark Kingham

Authors
  1. Masoud Mohammadian
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Mark Kingham
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. School of Business, La Trobe University, 3086, Melbourne, Victoria, Australia

    Rajiv Khosla

  2. Centre for SMART systems Engineering Research Centre, University of Brighton, BN2 4GJ, Moulsecoomb, Brighton, UK

    Robert J. Howlett

  3. School of Electrical and Information Engineering, Knowledge Based Intelligent Engineering Systems Centre, University of South Australia, 5095, Mawson Lakes, SA, Australia

    Lakhmi C. Jain

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Mohammadian, M., Kingham, M. (2005). Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks. In: Khosla, R., Howlett, R.J., Jain, L.C. (eds) Knowledge-Based Intelligent Information and Engineering Systems. KES 2005. Lecture Notes in Computer Science(), vol 3682. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11552451_106

Download citation

  • DOI: https://doi.org/10.1007/11552451_106

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-28895-4

  • Online ISBN: 978-3-540-31986-3

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics