Abstract:
An Artificial Intelligence model is successful in scientific fields such as medicine and
engineering field. In this paper Artificial Neural Fuzzy Inference System (ANFIS) is
developed for unit trust prediction. ANFIS are learning a relationship between inputs and
outputs and it is dependent on the data to achieve a highly nonlinear mapping and it is
superior to common linear methods in reproducing nonlinear time series. ANFIS have
been used to predict the performance of three types of fund in Prudential Management
fund based on the net asset value. ANFIS is used to forecast the future prices so investor
can know how well each unit trust does perform and it is useful to help investor in
making decision to invest in unit trust.