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Extreme learning machine to analyze the level of default in Spanish deposit institutions

Montero-Romero, Teresa; López-Martín, María del Carmen; … - In: Revista de métodos cuantitativos para la economía y … 13 (2012), pp. 3-23

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...

Persistent link: https://www.econbiz.de/10010017359

Using ants to detect fraudulent financial statements

Katsis, Christos D.; Goletsis, Yorgos; Boufounou, … - In: Journal of applied finance & banking 2 (2012) 6, pp. 73-81

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...

Persistent link: https://www.econbiz.de/10010118423

Forecasting movement of the Nigerian Stock Exchange All Share index using artificial neural and Bayesian networks

Bola, Adetunji Abigail; Adesola, Aderounmu Ganiyu; … - In: Journal of finance and investment analysis 2 (2013) 1, pp. 41-59

This paper presents a study of Artificial Neural Network (ANN) and Bayesian Network (BN) for use in stock index …, the neural network was used to capture the relationship in terms of weights between the technical indicators derived from … BN in terms of predictive power of the networks. The result also showed that Bayesian Network has better performance than …

Persistent link: https://www.econbiz.de/10010148286

Artificial neural networks for predicting real estate prices

Núñez Tabales, Julia M.; Caridad y Ocerin, José María; … - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 29-44

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...

Persistent link: https://www.econbiz.de/10010160664

Modelo de selección de riesgo, aplicado al otorgamiento de microcrédito en un intermediario financiero de crédito colombiano, apoyado en redes neuronales artificiales

Miller, Ariza; Wilson, Barón; Nélson, Obregón; … - In: Atlantic review of economics 1 (2012)

This article aims to identify the most relevant variables that allow through a neural network model (RNA), with … as "Hazardous" with a 38.8% and an overall 58.5% correct. In the case of borrowers 45,953 presented to the network as …

Persistent link: https://www.econbiz.de/10010049039

International journal of networking and virtual organisations : IJNVO

Olney, Bucks. : Inderscience Enterprises - 1.2002; 2.2003/04 -

Persistent link: https://www.econbiz.de/10008379986

Network centrality and stock market volatility : the impact of communication topologies on prices

Hein, Oliver; Schwind, Michael; Spiwoks, Markus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 199-232

the different network topologies, mimetic contagion arises through the adaptive behavior of the heterogeneous agents … communication networks. Simulation results suggest a correlation between the network centralization measures and the volatility of … the resulting stock prices. -- microsimulation ; financial markets ; network topologies ; mimetic contagion ; herd …

Persistent link: https://www.econbiz.de/10010079539

Getting ahead, falling behind and standing still : income mobility in Chile

Castro, Rodrigo - In: Estudios de economía 38 (2011) 1, pp. 243-258

This paper analyses household income mobility in Chile between 1996 and 2001. Compared to industrialized and most developing countries, mobility has been quite high. The purpose of this paper is to apply a binomial probit model and split analysis into assessment of individuals and households on...

Persistent link: https://www.econbiz.de/10009959118

Human capital transmission and the earnings of second-generation immigrants in Sweden

Hammarstedt, Mats; Palme, Mårten - In: IZA journal of migration : IZAJOM 1 (2012), pp. 1-23

We compare the earnings and the intergenerational earnings mobility of immigrants with natives in Sweden. We find an overall convergence in average earnings between immigrants and natives across generations. This convergence hides a divergence in average earnings between groups of immigrants...

Persistent link: https://www.econbiz.de/10010082256

Ethnic persistence, assimilation and risk proclivity

Bonin, Holger; Constant, Amelie; Tatsiramons, Konstantinos - In: IZA journal of migration : IZAJOM 1 (2012), pp. 1-23

This paper investigates whether immigrants adapt to the attitudes of the majority population in the host country by focusing on the effect of ethnic persistence and assimilation on individual risk proclivity. Employing information from a unique representative German survey, we find that...

Persistent link: https://www.econbiz.de/10010082257