The study of nonline relationship among the branrupt and financial rates-a Neuro Fuzzy apporach

碩士 === 靜宜大學 === 企業管理研究所 === 91 === This thesis is trying to construct a financial crisis warning system by using neuro fuzzy which is a hybrid technique combining the functionality of fuzzy logic and the learning ability of neural network. The empirical results show that the proposed neuro fuzzy mod...

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Bibliographic Details
Main Authors: Chiung-Yeh Chiu, 邱瓊葉
Other Authors: Chin-Shien Lin
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/66993267044708468816
Description
Summary:碩士 === 靜宜大學 === 企業管理研究所 === 91 === This thesis is trying to construct a financial crisis warning system by using neuro fuzzy which is a hybrid technique combining the functionality of fuzzy logic and the learning ability of neural network. The empirical results show that the proposed neuro fuzzy model can have the least classification error cost among these three competitive methods, neuro fuzzy, neural network, and logistic regression, in addition to the highest hit rate. Besides, the proposed neuro fuzzy model can also have earlier and increasingly stronger signals than the others when the crisis approaches. The three-dimension graph among the variables and the knowledge base rules obtained from the neuro fuzzy also provide another perspective to tackle the financial crisis problem.