Título Remittance flows estimation hybridizing a multilevel fuzzy system and a simulation model
Autores CAMPOY MUÑOZ, MARÍA DEL PILAR, SALAZAR ORDÓÑEZ, MELANIA, GARCÍA ALONSO, CARLOS
Publicación externa No
Medio Proc. - Int. Conf. Fuzzy Syst. Knowl. Discov., FSKD
Alcance Proceedings Paper
Naturaleza Científica
Web https://www.scopus.com/inward/record.uri?eid=2-s2.0-84872936756&doi=10.1109%2fFSKD.2012.6233803&partnerID=40&md5=de5d65cd4fe633fc93f890b2949dff9e
Fecha de publicacion 01/01/2012
Scopus Id 2-s2.0-84872936756
DOI 10.1109/FSKD.2012.6233803
Abstract This paper estimates the remittances recorded in Ecuador throughout the time span 2000-2010, when they were the second source of foreign currency of the Andean country. The relationships between covariates, which have effects on these financial flows, are modeled by fuzzy dependence relationships (DR) instead of algebra-based relationships due to the absence or bad quality of data available. A procedure to male fuzzy rules explicit and to evaluate them automatically was designed and tested in a multilevel fuzzy inference engine, which is integrated in a Monte-Carlo simulation model. Firstly, the primary covariates (inputs in a DR) are determined by the simulation model according to expert-based selection of its statistical distributions. Thus, the inference engine evaluated DR outputs once the input values were known, following a hierarchical structure. The results show that this methodology allows us to include expert knowledge in a simulation model. © 2012 IEEE.
Palabras clave Bad quality; Covariates; Ecuador; Expert knowledge; Financial flows; Foreign currency; Hierarchical structures; Input values; Monte Carlo Simulation; Remittances; Simulation model; Statistical distrib
Miembros de la Universidad Loyola

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