haku: @indexterm European Central Bank / yhteensä: 19
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| Tekijä: | Rizzi, L. (et al.) |
| Otsikko: | Simulation of ECB decisions and forecast of short term Euro rate with an adaptive fuzzy expert system |
| Lehti: | European Journal of Operational Research
2003 : MAR 1, VOL. 145:2, p. 363-381 |
| Asiasana: | European Central Bank KNOWLEDGE-BASED SYSTEMS Fuzzy sets Monetary policy |
| Kieli: | eng |
| Tiivistelmä: | The elaboration of optimal monetary policy strategies, and the statistical estimation of monetary policy rules followed by European Central Bank (ECB) in the new currency area of the Euro, are difficult to follow with the standard statistical models. For this reason the authors have developed an adaptive fuzzy expert system in order to mimic the framework on which the monetary policy strategy of the ECB is based. The expert system knowledge base consists of a set of fuzzy and crisp rules located at two different hierarchical levels. |
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