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Working Papers (1991), ESSEC Business School

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 based on the reasoning of professionals. The interest of such a tool and relevance of expert system techniques are discussed. The development of a prototype was carried out to validate the approach. The conclusions of the confrontation between our rules and historical data are given. Beyond a decidability threshold, the proposed rules constitute a good predictive model.

AKOKA, J. and COMYN-WATTIAU, I. (1991). PTILOT : un système expert de prévision du taux d'intérêt à long terme. ESSEC Business School.