Fuzzy Double Linear Regression of the Financial Assets Yield

被引：1

作者：

Wang, Taiji ^{[1
]}

Liu, Weiyi ^{[1
]}

Li, Zhuyu ^{[1
]}

机构：

[1] Sichuan Univ, Math Coll, Chengdu 610064, Peoples R China

来源：

CUTTING-EDGE RESEARCH TOPICS ON MULTIPLE CRITERIA DECISION MAKING, PROCEEDINGS | 2009年 / 35卷

关键词：

D O I：

10.1007/978-3-642-02298-2_9

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

We constructed a fuzzy bilinear regression FDLR (p, q) model to deal with the interval financial data, and then deduce the fuzzy least square method to estimate the unknown parameter in the model. Mean square error (MSE) and Mean-absolute error (MAE) are employed to evaluate and compare the fitting results of the two models, FDLR (p, q) and FAR (p), and also the forecasting of two models. Empirical analysis showed the first one is more effective.

引用

页码：59 / 62

页数：4

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