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Conference Proceedings (1992), Actes du Congrès INFORSID 1992, Financial Management Association (FMA)

PTILOT : un système expert de prévision du taux d'intérêt à long terme

This paper describes the main functionalities of an expert system devoted to long term interest rate forecasting. The rules are not based upon an econometric model but on the reasoning as made by professionals. The interest of such a tool and the relevance of expert system techniques are discussed. The development of a prototype was achieved to validate the approach. The conclusions of the confrontation between our rules and the historical data are given. Beyond a decidability threshold, the proposed rules constitute a good predictive model.

AKOKA, J. and COMYN-WATTIAU, I. (1992). PTILOT : un système expert de prévision du taux d'intérêt à long terme. In: Actes du Congrès INFORSID 1992. Financial Management Association (FMA).