Early-Warning of Financial Crises Based on Fuzzy Logic

被引：1
|
作者：
Sztojanov, E. [1 ]
Stamatescu, G. [2 ]
Sztojanov, I. [3 ]
机构：
[1] Bucharest Univ Econ Studies, Bucharest, Romania
[2] Univ Politehn Bucuresti, Fac Automat Control & Comp Sci, Bucharest, Romania
[3] Univ Politehn Bucuresti, Fac Elect Telecommun & Informat Technol, Bucharest, Romania
来源：
SOFT COMPUTING APPLICATIONS, (SOFA 2014), VOL 2 | 2016年 / 357卷
关键词：
Economic forecasting; Fuzzy logic; Modeling; Adaptive weighting; Crisis mitigation;
D O I：
10.1007/978-3-319-18416-6_90
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The paper discusses the application of fuzzy logic and fuzzy inference systems (FIS) as an effective tool for alerting decision makers of impending economic crises. Following a promising literature-based approach, we build an experimental system model for validation on credit growth and housing market historical data. The system is subsequently applied using the two key economic indicators for Romania between 2005 and 2013. Results are presented and necessary conclusions are drawn as well as challenges in carefully designing the fuzzy system in order to adapt it to emerging market conditions. Also an adaptive weighting method is implemented in order to fine tune the overall behavior of the proposed system.
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页码：1109 / 1118
页数：10
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