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Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA
Giovanis, Eleftherios - 2016
In this study two approaches are applied for the prediction of the economic recession or expansion periods in USA. The … of the two approaches is evaluated during the out-of sample period 2007-2010. The estimation results show that the ANFIS …
Persistent link: https://www.econbiz.de/10014172190
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Study of Discrete Choice Models and Fuzzy Rule Based Systems in the Prediction of Economic Crisis Periods in USA
Giovanis, Eleftherios - 2017
only USA but the rest of the world. The wrong government policies and the regulations in bond market among others lead to … order to predict the economic recession or expansion periods in USA. The first one is the Logit model, the second is the … in-sample period 1913-2005 and we test the models in the out-of sample period 2006-2009. The estimation results indicate …
Persistent link: https://www.econbiz.de/10012972310
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A Study of Panel Logit Model and Adaptive Neuro-Fuzzy Inference System in the Prediction of Financial Distress Periods
Giovanis, Eleftherios - 2010
with random effects, while the in-sample and out-sample forecasting performance is higher in random effects estimation than …
Persistent link: https://www.econbiz.de/10013137778
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Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and loss given default
Orlando, Guiseppe; Pelosi, Roberta - In: International Journal of Financial Studies : open … 8 (2020) 4/68, pp. 1-22
Within bank activities, which is normally defined as the joint exercise of savings collection and credit supply, risk-taking is natural, as in many human activities. Among risks related to credit intermediation, credit risk assumes particular importance. It is most simply defined as the...
Persistent link: https://www.econbiz.de/10012321142
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Measuring inequality using censored data : a multiple imputation approach
Jenkins, Stephen; Burkhauser, Richard V.; Feng, Shuaizhang - 2009
using complete data methods. Estimation and inference uses Reiter's (Survey Methodology 2003) formulae. Using Current …
Persistent link: https://www.econbiz.de/10003810324
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Measuring inequality using censored data : a multiple imputation approach
Jenkins, Stephen; Burkhauser, Richard V.; Feng, Shuaizhang - 2009
using complete data methods. Estimation and inference uses Reiter's (Survey Methodology 2003) formulae. Using Current …
Persistent link: https://www.econbiz.de/10003818749
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Modelling charitable donations : a latent class panel inverse hyperbolic sine heteroskedastic tobit approach
Brown, Sarah; Greene, William H.; Harris, Mark N.; … - 2012
Persistent link: https://www.econbiz.de/10009562195
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Neuro-Fuzzy Approach for the Predictions of Economic Crisis
Giovanis, Eleftherios - 2010
In this paper we present the neuro-fuzzy technology for the prediction of economic crisis of USA economy. Our findings …
Persistent link: https://www.econbiz.de/10013138751
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The prediction of corporate bankruptcy and Czech economy's financial stability through logit analysis
Jakubík, Petr (contributor); Teplý, Petr (contributor) - 2008
constructed and its evolution over time is shown. This indicator aids the estimation of the risks of this sector going forward and …
Persistent link: https://www.econbiz.de/10003755238
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Forecasting business-cycle turning points with (relatively large) linear systems in real time : conference paper
Schreiber, Sven - 2013 - This preliminary version: March 2013
The detection of business-cycle turning points is usually performed with non-linear discrete-regime models such as binary dependent variable (e.g., probit or logit) or Markov-switching methods. The probit model has the drawback that the continuous underlying target variable is discretized, with...
Persistent link: https://www.econbiz.de/10010344635