کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
964323 | 930507 | 2008 | 24 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively?
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موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
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![عکس صفحه اول مقاله: A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively? A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively?](/preview/png/964323.png)
چکیده انگلیسی
This paper presents a hybrid causal model for predicting the occurrence of currency crises by using the neuro fuzzy modeling approach. The model integrates the learning ability of the neural network with the inference mechanism of fuzzy logic. The empirical results show that the proposed neuro fuzzy model leads to a better prediction of crisis. Significantly, the model can also construct a reliable causal relationship among the variables through the obtained knowledge base. Compared to neural network and the traditionally used techniques such as logit, the proposed model can thus lead to a somewhat more prescriptive modeling approach based on determinate causal mechanisms towards finding ways to prevent currency crises.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of International Money and Finance - Volume 27, Issue 7, November 2008, Pages 1098–1121
Journal: Journal of International Money and Finance - Volume 27, Issue 7, November 2008, Pages 1098–1121
نویسندگان
Chin-Shien Lin, Haider A. Khan, Ruei-Yuan Chang, Ying-Chieh Wang,