Xu, Lei; Kinkyō, Takuji; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-11
We propose a novel approach that combines random forests and the wavelet transform to model the prediction of currency … crises. Our classification model of random forests, built using both standard predictors and wavelet predictors, and obtained …