Value-at-risk estimation by using probabilistic fuzzy systems.
Du XuUzay KaymakPublished in: FUZZ-IEEE (2008)
Keyphrases
- fuzzy systems
- fuzzy rules
- evolutionary computation
- computational intelligence
- nonlinear systems
- fuzzy model
- neural network
- soft computing
- neuro fuzzy systems
- neural fuzzy
- evolutionary computing
- rule base
- risk management
- fuzzy control
- artificial neural networks
- fuzzy inference system
- takagi sugeno
- decision making
- risk analysis
- fuzzy modeling
- fuzzy inference
- fuzzy logic
- fuzzy rule based systems
- real world
- machine learning
- knowledge base
- preprocessing
- fuzzy clustering
- classification rules
- search space
- evolutionary algorithm
- knowledge discovery