DJENNAS, Mustapha; BENBOUZIANE, Mohamed; DJENNAS, Meriem - In: Journal of Applied Research in Finance Bi-Annually III (2011) 2, pp. 170-184
This paper presents a hybrid model for predicting the occurrence of currency crises by using the artificial intelligence tools. The model combines the learning ability of the artificial neural network (ANN) with the inference mechanism of the empirical mode decomposition (EMD) technique. Thus,...