Essec\Faculty\Model\Contribution {#2190
  #_index: "academ_contributions"
  #_id: "4366"
  #_source: array:26 [
    "id" => "4366"
    "slug" => "an-expert-system-for-long-term-interest-rate-forecasting"
    "yearMonth" => "1997-10"
    "year" => "1997"
    "title" => "An Expert System for Long Term Interest Rate Forecasting"
    "description" => "AKOKA, J. et COMYN-WATTIAU, I. (1997). An Expert System for Long Term Interest Rate Forecasting. Dans: <i>EXPERSYS-97 Artificial Intelligence Applications</i>. IITT, pp. 117-124."
    "authors" => array:2 [
      0 => array:2 [
        "name" => "AKOKA Jacky"
        "bid" => "B00714200"
      ]
      1 => array:3 [
        "name" => "COMYN-WATTIAU Isabelle"
        "bid" => "B00000530"
        "slug" => "wattiau-isabelle"
      ]
    ]
    "ouvrage" => "EXPERSYS-97 Artificial Intelligence Applications"
    "keywords" => []
    "updatedAt" => "2021-04-19 17:57:25"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "117-124"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Actes d'une conférence"
      "en" => "Conference Proceedings"
    ]
    "support_type" => array:2 [
      "fr" => "Editeur"
      "en" => "Publisher"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "L'article décrit un système expert de prévision du taux d'intérêt à long terme. La base de règle n'est pas dérivée d'un modèle économétrique mais du raisonnement des experts financiers. La base de connaissance est modélisée selon une approche orientée objet. Des facteurs de certitude, calculés sur les données historiques, permettent de gérer les contradictions possibles entre les règles. Au-delà d'un seuil de décidabilité, les règles proposées constituent un bon modèle prédictif."
      "en" => "This paper describes an expert system devoted to long term interest rate forecasting. The rule base is not derived from any econometric model but from the reasoning as made by financial managers. The knowledge base is modelled using an object oriented approach. Based on historical data, certainty factors are used to allow the coexistence of rules which could seem to be contradictory. Beyond a decidability threshold, the proposed rules constitute a good forecasting model."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
      "en" => "Information Systems, Decision Sciences and Statistics"
    ]
    "indexedAt" => "2024-04-16T09:21:59.000Z"
    "docTitle" => "An Expert System for Long Term Interest Rate Forecasting"
    "docSurtitle" => "Conference Proceedings"
    "authorNames" => "AKOKA Jacky, <a href="/cv/wattiau-isabelle">COMYN-WATTIAU Isabelle</a>"
    "docDescription" => "<span class="document-property-authors">AKOKA Jacky, COMYN-WATTIAU Isabelle</span><br><span class="document-property-authors_fields">Information Systems, Decision Sciences and Statistics</span> | <span class="document-property-year">1997</span>"
    "keywordList" => ""
    "docPreview" => "<b>An Expert System for Long Term Interest Rate Forecasting</b><br><span>1997-10 | Conference Proceedings </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">An Expert System for Long Term Interest Rate Forecasting</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.134178
  +"parent": null
}