Tekijä: | Tan, K. Tokinaga, S. |
Otsikko: | Optimization of fuzzy inference rules by using the genetic algorithm and its application to the bond rating |
Lehti: | Journal of the Operations Research Society of Japan
1999 : SEP, VOL. 42:3, p. 302-315 |
Asiasana: | Companies Stock markets Bonds Models |
Kieli: | eng |
Tiivistelmä: | The paper deals with the optimization of membership function in the rules of fuzzy inference system by using the Genetic Algorithm, and also its application to the classification of corporate bond of Japanese firms. The result shows about 5 % improvement of the bond rating compared to the conventional fuzzy inference system. |
SCIMA