Estimating a term structure of interest rates for fuzzy financial pricing by using fuzzy regression methods

J de Andres Sanchez, AT Gómez - Fuzzy Sets and Systems, 2003 - Elsevier
Several papers in the financial literature propose using fuzzy numbers to model interest rate
uncertainty. However, in our opinion, the first problem to be solved is how to estimate these …

Estimating a fuzzy term structure of interest rates using fuzzy regression techniques

J de Andrés Sánchez, AT Gómez - European Journal of Operational …, 2004 - Elsevier
Several papers in the financial literature propose using fuzzy numbers (FNs) to model
interest rate uncertainty. However, in our opinion, the first problem to be solved is how to …

A Flexible Neuro‐Fuzzy Approach for Improvement of Seasonal Housing Price Estimation in Uncertain and Non‐Linear Environments

A Azadeh, M Sheikhalishahi… - South African Journal of …, 2014 - Wiley Online Library
Abstract Changes in housing price affect both individuals and government since they have
substantial influence on the socio‐economic conditions. Valuations of housing are …

Estimation of housing prices by fuzzy regression and artificial neural network

R Ghodsi, A Boostani, F Faghihi - 2010 Fourth Asia …, 2010 - ieeexplore.ieee.org
Changes in housing prices concern both individuals and government since they have
substantial influence on the socio-economic conditions. Valuations of housing are …

[PDF][PDF] Immunization strategy in a fuzzy environment

AT Gómez, JMB Martínez, AF Bariviera - Fuzzy Economic Review, 2007 - academia.edu
Within the framework of ALM, we understand that immunization is the main method to assure
a certain yield in a future date departing from an initial portfolio. As in the crisp case, in a …

Tema Subtema

TLAVI DE CONFIANZA - guiadocent.urv.cat
Guia docent 2009_10 DADES IDENTIFICATIVES 2009_10 Assignatura INSTRUMENTS PER A
LA DECISIÓ EN INCERTESA Codi 165092213 Ensenyament Direcció Estratègica de l'Empresa …

A new index for bond management in an uncertain environment

JM Brotons, A Terceño, MG Barberà-Mariné - Fuzzy Sets and Systems, 2015 - Elsevier
Within the framework of Assets Liability Management, we understand that immunization is
the main method to assure a certain yield in a future date departing from an initial portfolio …