Detalhes da Produção

Tipo	Artigo Publicado
Grupo	Produção Bibliográfica
Descrição	STREIT, R. E. ; BORENSTEIN, D.. Design and Development of a Fuzzy Agent-Based Model to Measure Interest Rate Expectations. Expert Systems with Applications, v. 39, p. 7391-7402, 2012.
Autor	Rosalvo Ermes Streit
Ano	2012

Informações Complementares

Ano do artigo	2012
Descricão e Informacões Adicionais	Abstract: The financial system, which has been investigated by various researchers, is a rather complicated environment. Most research has only been concerned with quantitative factors (technical indexes), though qualitative factors (e.g., political situation, social conditions, international events, government policies, among others) play a critical role in the financial system environment, determining the regulatory policies within an economy. This paper presents a fuzzy knowledge-based model to measure the qualitative aspects related to one of the most important financial instruments used to regulate an economy, the base interest rate. The development and assessment of the proposed model was based on the Brazilian economy. Evaluation of the results obtained indicates that our approach gives good results when compared with real data and statistical-based forecasting tools. The main advantage of our approach is its capability to forecast long term interest rate expectations when combined with a powerful econometric model.
Divulgacão Científica	NAO
DOI	10.1016/j.eswa.2012.01.067
Homepage do Trabalho	[http://www.sciencedirect.com/science/article/pii/S0957417412000802]
Idioma	Inglês
ISSN	09574174
Meio de Divulgação	VARIOS
Natureza	COMPLETO
Página Final	7402
Página Inicial	7391
Relevância	SIM
Título do Artigo	Design and Development of a Fuzzy Agent-Based Model to Measure Interest Rate Expectations
Título do Períodico ou Revista	Expert Systems with Applications
Volume	39