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Short-term technical predictive ability in the Taipei stock market
Yu, Yi-Jang - In: Research in world economy 6 (2015) 2, pp. 50-61
Persistent link: https://www.econbiz.de/10011414230
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Random forest versus logit models : which offers better early warning of fiscal stress?
Jarmulska, Barbara - In: Journal of forecasting 41 (2022) 3, pp. 455-490
Persistent link: https://www.econbiz.de/10013166154
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Anticipation of currency crisis in Iran economy with the use of an early warning system
Farzin, Fatemeh; Googerdchian, Ahmad; Saffari, Babak - In: Iranian economic review : journal of University of Tehran 25 (2021) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10012591602
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Predicting financial crises with machine learning methods
Liu, Lanbiao; Chen, Chen; Wang, Bo - In: Journal of forecasting 41 (2022) 5, pp. 871-910
Persistent link: https://www.econbiz.de/10013287882
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How effective is Macroeconomic Imbalance Procedure (MIP) in predicting negative macroeconomic phenomen?
Biegun, Krzysztof; Karwowski, Jacek; Luty, Piotr - In: European research studies 24 (2021) 3, pp. 822-837
Persistent link: https://www.econbiz.de/10012666356
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Predicting sovereign debt crises : an Early Warning System approach
Dawood, Mary; Horsewood, Nicholas; Strobel, Frank - In: Journal of financial stability 28 (2017), pp. 16-28
Persistent link: https://www.econbiz.de/10011825502
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Forecasting turbulence in the Asian and European stock market using regime-switching models
Engel, Janina; Wahl, Markus; Zagst, Rudi - In: Quantitative finance and economics 2 (2018) 2, pp. 388-406
Persistent link: https://www.econbiz.de/10012156674
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Random forest versus logit models : which offers better early warning of fiscal stress?
Jarmulska, Barbara - 2020
This study seeks to answer whether it is possible to design an early warning system framework that can signal the risk of fiscal stress in the near future, and what shape such a system should take. To do so, multiple models based on econometric logit and the random forest models are designed and...
Persistent link: https://www.econbiz.de/10012216574
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Liberalization, regulatory delays and vulnerability to systemic banking crisis
Hamdaoui, Mekki - In: International economic journal 31 (2017) 4, pp. 490-534
Persistent link: https://www.econbiz.de/10011800626
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Early warning system for currency crises using long short-term memory and gated recurrent unit neural networks
Barthélémy, Sylvain; Rondeau, Fabien; Gautier, Virginie - 2023
Persistent link: https://www.econbiz.de/10014334456