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Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - In: Risks : open access journal 4 (2016) 1, pp. 1-14

This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models, including smooth transition regression models,...

Persistent link: https://www.econbiz.de/10011443686

The ways of introducing AI/ML-based prediction methods for the improvement of the system of government socio-economic administration in Ukraine

Ivashchenko, Tetiana; Ivashchenko, Andrii; Vasylets, Nelia - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 24 (2023) 2, pp. 522-532

The objective of the article is to develop and test in practice a mechanism for constructing AI/ML-based predictions, adapted for use in the system of government socio-economic administration in Ukraine. Research design is represented by several methods like qualitative analysis in order to...

Persistent link: https://www.econbiz.de/10014502776

Economic determinants of regional trade agreements revisited using machine learning

Blöthner, Simon; Larch, Mario - 2021

While traditional empirical models using determinants like size and trade costs are able to predict RTA formation reasonably well, we demonstrate that allowing for machine detected non-linear patterns helps to improve the predictive power of RTA formation substantially. We employ machine...

Persistent link: https://www.econbiz.de/10012602123

Whose inflation rates matter most? : a DSGE model and machine learning approach to monetary policy in the Euro area

Stempel, Daniel; Zahner, Johannes - 2023 - This version: May 31, 2023

In the euro area, monetary policy is conducted by a single central bank for 20 member countries. However, countries are heterogeneous in their economic development, including their inflation rates. This paper combines a New Keynesian model and a neural network to assess whether the European...

Persistent link: https://www.econbiz.de/10014299409

DSGE models and machine learning : an application to monetary policy in the euro area

Stempel, Daniel; Zahner, Johannes - 2022 - Draft: August 15, 2022

In the euro area, monetary policy is conducted by a single central bank for 19 member countries. However, countries are heterogeneous in their economic development, including their inflation rates. This paper combines a New Keynesian model and a neural network to assess whether the European...

Persistent link: https://www.econbiz.de/10013350856

Modeling urban evolution by identifying spatiotemporal patterns and applying methods of artificial intelligence.Case study: Athens, Greece.

Photis, Yorgos N.; Manetos, Panos; Grekoussis, George - Volkswirtschaftliche Fakultät, … - 2003

While during the past decades, urban areas experience constant slow population growth, the spatial patterns they form, by means of their limits and borders, are rapidly changing in a complex way. Furthermore, urban areas continue to expand to the expense of "rural” intensifying urban sprawl....

Persistent link: https://www.econbiz.de/10008619174

A comparative analysis of alternative univariate time series models in forecasting Turkish inflation

Catik, A. Nazif; Karaçuka, Mehmet - Düsseldorf Institute for Competition Economics (DICE), … - 2011

This paper analyses inflation forecasting power of artificial neural networks with alternative univariate time series … models for Turkey. The forecasting accuracy of the models is compared in terms of both static and dynamic forecasts for the …, provide better one-step ahead forecasting performance. However, unobserved components model turns out to be the best performer …

Persistent link: https://www.econbiz.de/10009132722

Comparing Neural Networks and ARMA Models in Artificial Stock Market

Krtek, Jiri; Vošvrda, Miloslav - In: Bulletin of the Czech Econometric Society 18 (2011)

asset aretraded in the market. There are only trend followers in thismodel, which use the mentioned models for forecasting …

Persistent link: https://www.econbiz.de/10009371041

Analysis and forecasting models for default risk. A survey of applied methodologies

D'Annunzio, Nadia; Falavigna, Greta - Istituto di Ricerca sulla Crescita Economica … - 2004

During the last three decades various models have been proposed by the literature to predict the risk of bankruptcy and of firm insolvency, which make use of structural and empirical tools, namely rating system, credit scoring, option pricing and three alternative methods (fuzzy logic, efficient...

Persistent link: https://www.econbiz.de/10009386304

Security Assessment and Optimization of Energy Supply

Jasinski, Tomasz; Scianowska, Agnieszka - Instytut Badañ Gospodarczych (IBG) - 2014

economy today. The study describes modern methods of forecasting emergency situations using Artificial Intelligence (AI) tools …

Persistent link: https://www.econbiz.de/10011166184