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

DOI10.1016/S0165-0114(02)00373-1zbMath1151.91555OpenAlexW2065974133MaRDI QIDQ1413857

Antonio Tercenño Gómez, Jorge de Andrés-Sánchez

Publication date: 17 November 2003

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-0114(02)00373-1

zbMATH Keywords

EconomicsFinanceFuzzy regressionTemporal structure of interest rates

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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Cites Work

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• The fuzzy mathematics of finance
• Fuzzy Financial Pricing of Property-Liability Insurance
• Outliers detection and confidence interval modification in fuzzy regression.
• Fuzzy regression using asymmetric fuzzy coefficients and fuzzified neural networks

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