Fuzzy Regression and Economic Applications

Student: Mikhalevich Hanna

Educational Programme: Applied Economics (Master)

Final Grade: 10

Year of Graduation: 2017

This paper provides various applications of fuzzy regression for the economic problems. The first chapter presents various versions of the model CAPM and their applicability in the Russian market. The main concepts of fuzzy sets and algorithm of fuzzy regression, as well as the practical implementation of these models on the Russian market with the comparison of the obtained results also are considered. The second chapter discusses other approaches to the definition of fuzzy regression. The results are compared to the generated data. In the third chapter the methods of fuzzy regression are used to build term structure of interest rates in the Russian stock market. The fourth chapter based on both traditional and behavioral approaches using fuzzy system optimized by differential evolution.

Full text (added May 15, 2017)

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