Fuzzy Regression and the Term Structure of Interest Rates Revisited

@inproceedings{Shapiro2004FuzzyRA,
  title={Fuzzy Regression and the Term Structure of Interest Rates Revisited},
  author={Arnold F. Shapiro},
  year={2004}
}
Recent articles of Sánchez and Gómez (2003a, 2003b, 2004) addressed the subject of fuzzy regression (FR) and the term structure of interest rates (TSIR). Following Tanaka et. al. (1982), their regression models included a fuzzy output, fuzzy coefficients and an non-fuzzy input vector. The fuzzy components were assumed to be triangular fuzzy numbers (TFNs). The basic idea was to minimize the fuzziness of the model by minimizing the total support of the fuzzy coefficients, subject to including… CONTINUE READING

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