The level of default in financial institutions is a key piece of information in the activity of these organizations and reveals their level of risk. This in turn explains the growing attention given to variables of this kind, during the crisis of these last years. This paper presents a method to...

This paper aims at testing the influence of Subprime Crisis on Chinese stock market returns. By means of newly proposed time series spatial analysis methodology, we investigate the dominance behavior of daily returns on both Shanghai Stock Exchange Composite Index and Shenzhen Stock Exchange...

This study determines the causal relationship between the expenditure and revenue of government in the case of Romania by using the autoregressive distributive lag approach to cointegration, variance decomposition and rolling regression method. The results indicate that bidirectional long run...

This paper presents a study of Artificial Neural Network (ANN) and Bayesian Network (BN) for use in stock index prediction. The data from Nigerian Stock Exchange (NSE) market are applied as a case study. Based on the rescaled range analysis, the neural network was used to capture the...

Econometric models, in the estimation of real estate prices, are a useful and realistic approach for buyers and for local and fiscal authorities. From the classical hedonic models to more data driven procedures, based on Artificial Neural Networks (ANN), many papers have appeared in economic...

Fraudulent financial reporting is a matter of great social and economic concern. Managers may distort financial statements so as to present their companies more favorably to investors or creditors. On the other hand, auditors are the ones who are expected to identify fraudulent financial...

This article aims to identify the most relevant variables that allow through a neural network model (RNA), with supervised learning, in a kind of error correction and feedforward perceptron multilayer architecture to achieve the best predictors of low risk, in the process of microcredit....