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The objective of the present study is to explore the issue of the forecasting of economic crisis using the neural network. The subject is of great importance in the economy, more so as that most countries affected by crisis, declared at the end of 2010, the economic growth but the crisis...
Persistent link: https://www.econbiz.de/10010625586
-denominated and non-Euro (foreign) assets. We analyze the impact of the model specification to improve the risk-return trade-off when … currency risk is hedged. Hedging strategies of currency risk, using exchange rate futures and driven by several multivariate …
Persistent link: https://www.econbiz.de/10011041518
increases of the variance risk-premium, and possess a statistically significant forecasting power for future volatility and …
Persistent link: https://www.econbiz.de/10011114447
Zaman serisi analizi ile borsa endeksinin gelecek degerlerini ongorme, finans alaninda oldukca ilgi goren bir konudur. Borsa endeks ongorusu icin kullanilan farkli zaman serisi yontemleri bulunmaktadir. Bu yontemlerden biri, son yillarda bircok arastirmada kullanildigi gorulen Yapay Sinir Aglari...
Persistent link: https://www.econbiz.de/10010859318
criteria. Thus, risk assessment and internal rating systems criteria would be made operational by the individual European Union … firms, makes up the input to the risk analysis. This information can be aggregated to portray the sectoral trends, and …
Persistent link: https://www.econbiz.de/10011111559
the method used to capture nonlinearity is artificial neural network, specifically Feedforward Neural Network (FNN …
Persistent link: https://www.econbiz.de/10010968839
This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate linear models perform about as well for almost every...
Persistent link: https://www.econbiz.de/10005328915
This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate linear models perform about as well for almost every...
Persistent link: https://www.econbiz.de/10005345252
the method used to capture nonlinearity is artificial neural network, specifically Feedforward Neural Network (FNN …
Persistent link: https://www.econbiz.de/10009652377
The literature on exchange rate forecasting is vast. Many researchers have tested whether implications of theoretical economic models or the use of advanced econometric techniques can help explain future movements in exchange rates. The results of the empirical studies for major world currencies...
Persistent link: https://www.econbiz.de/10009395413