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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL
/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C45: Neural Networks and Related Topics
This topic is covered by the following reading lists: Technology Assessment
Most recent items first, undated at the end.
2008 How Can Voters Classify an Incumbent under Output Persistence by Caleiro, António [Downloadable!]
2008 Effect of noise filtering on predictions : on the routes of chaos by Dominique Guegan [Downloadable!]
2008 Assessing household credit risk: evidence from a household survey by Dániel Holló & Mónika Papp [Downloadable!]
2008 Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns by Shiyi Chen & Kiho Jeong & Wolfgang Härdle [Downloadable!]
2008 Visualizing exploratory factor analysis models by Sigbert Klinke & Cornelia Wagner [Downloadable!]
2008 The Default Risk of Firms Examined with Smooth Support Vector Machines by Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh [Downloadable!]
2008 The Bayesian Additive Classification Tree Applied to Credit Risk Modelling by Junni L. Zhang & Wolfgang Härdle [Downloadable!]
2008 Possibly Ill-behaved Posteriors in Econometric Models by Lennart Hoogerheide & Herman K. van Dijk [Downloadable!]
2008 Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market by Eduardo Mendes & Les Oxley & Marco Reale [Downloadable!]
2007 Estimating probabilities of default with support vector machines by Härdle, Wolfgang & Moro, Rouslan A. & Schäfer, Dorothea [Downloadable!]
2007 Asset price dynamics with small world interactions under hetereogeneous beliefs by Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov [Downloadable!]
2007 Reti Neurali Artificiali: Teoria ed Applicazioni Finanziarie by Crescenzio Gallo [Downloadable!]
2007 A Generalized Neural Logit Model for Airport and Access Mode Choice in Germany by Gelhausen, Marc Christopher [Downloadable!]
2007 Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey by Cifter, Atilla & Ozun, Alper [Downloadable!]
2007 The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets by Cifter, Atilla & Ozun, Alper [Downloadable!]
2007 Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets by Ozun, Alper & Cifter, Atilla [Downloadable!]
2007 Neural Network Based Models for Efficiency Frontier Analysis: An Application to East Asian Economies' Growth Decomposition by Hailin Liao & Bin Wang & Tom Weyman-Jones [Downloadable!]
2007 Mixtures of t-distributions for Finance and Forecasting by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert [Downloadable!]
2007 Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zur Insolvenzprognose anhand relativer Bilanzkennzahlen by Ronald Franken [Downloadable!]
2007 Estimating Probabilities of Default With Support Vector Machines by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer [Downloadable!]
2007 Quantile Sieve Estimates For Time Series by Jürgen Franke & Jean-Pierre Stockis & Joseph Tadjuidje [Downloadable!]
2007 The Default Risk of Firms Examined with Smooth Support Vector Machines by Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh [Downloadable!]
2007 A neural network architecture for data editing in the Bank of ItalyÂ’s business surveys by Claudia Biancotti & Leandro D'Aurizio & Raffaele Tartaglia-Polcini [Downloadable!]
2007 The Spread of Free-Riding Behavior in a Social Network by Dunia Lopez Pintado [Downloadable!]
2007 Neuro-Adaptive Model for Financial Forecasting by Nastac, Iulian & Dobrescu, Emilian & Pelinescu, Elena [Downloadable!]
2007 Modelo no lineal basado en redes neuronales de unidades producto para clasificación. Una aplicación a la determinación del riesgo en tarjetas de crédito = Non-linear model for classification based on product-unit neural networks. An application to determine credit card risk by Martínez Estudillo, Francisco José & Hervás Martínez, César & Torres Jiménez, Mariano & Martínez Estudillo, Andrés Carlos [Downloadable!]
2007 Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35 by OLMEDO,E. & VELASCO, F. & VALDERAS, J.M. [Downloadable!]
2007 Convergencia y Estabilidad de los Tipos de Cambio Europeos: Una Aplicación de Exponentes de Lyapunov by Elena Olmedo & Ricardo Gimeno & Lorenzo Escot & Ruth Mateos [Downloadable!]
2007 International banking centres: a network perspective by Goetz von Peter [Downloadable!]
2006 Financial trading systems: is recurrent reinforcement the via? by Francesco Bertoluzzo & Marco Corazza [Downloadable!]
2006 Modelling option prices using neural networks by L.F. Hoogerheide & H.K. van Dijk
2006 A multiple testing procedure for neural network model selection by Michele La Rocca & Cira Perna
2006 Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining by Serge Hayward
2006 Applications of Kernel Methods in Financial Risk Management by Andreas Mitschele & Stephan Chalup & Frank Schlottmann & Detlef Seese
2006 Bootstrapping Neural tests for conditional heteroskedasticity by Carole Siani & Christian de Peretti [Downloadable!]
2006 Nonlinear Time Series Analysis by Bruce Mizrach [Downloadable!]
2006 Airport and Access Mode Choice : A Generalized Nested Logit Model Approach by Gelhausen, Marc Christopher & Wilken, Dieter [Downloadable!]
2006 Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach by Marco Fioramanti [Downloadable!]
2006 Estimation of Default Probabilities with Support Vector Machines by Shiyi Chen & Wolfgang Härdle & Rouslan Moro [Downloadable!]
2006 Exploratory Graphics of a Financial Dataset by Antony Unwin & Martin Theus & Wolfgang Härdle [Downloadable!]
2006 Graphical Data Representation in Bankruptcy Analysis by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer [Downloadable!]
2006 Super-Consistent Tests of Lp-Functional Form by Jonathan Hill [Downloadable!]
2006 Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form by Jonathan Hill [Downloadable!]
2006 Testing for Nonlinear Structure and Chaos in Economic Time. A Comment by Cars Hommes & Sebastiano Manzan [Downloadable!]
2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks by Falavigna Greta [Downloadable!]
2006 Comparing Environmental Impact of Alternative CAP Scenarios Estimated Through an Artificial Neural Network by Andrea BONFIGLIO [Downloadable!]
2006 An Adaptive Retraining Method for the Exchange Rate Forecasting by Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena [Downloadable!]
2006 Domestic Investment and the Cost of Capital in the Caribbean by Shaun K. Roache [Downloadable!]
2005 Neural Networks to Predict Financial Time Series in a Minority Game Context by Luca Grilli & Angelo Sfrecola [Downloadable!]
2005 A Neural Networks approach to Minority Game by Luca Grilli & Angelo Sfrecola [Downloadable!]
2005 Understanding Divergent Views on Redistribution Policy in the United States by Louise C. Keely & Chih Ming Tan [Downloadable!]
2005 No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development by Chih Ming Tan [Downloadable!]
2005 Financial Computational Intelligence by Chiu-Che Tseng & Yu-Chieh Lin [Downloadable!]
2005 Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition by Serge Hayward
2005 Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003 by Wilken, Dieter & Berster, Peter & Gelhausen, Marc Christopher [Downloadable!]
2005 The Implementation of Monetary Policy in an Emerging Economy: The Case of Chile by Christian A Johnson & Rodrigo Vergara [Downloadable!]
2005 The Hyperinflation Model of Money Demand (or Cagan Revisited): Some New Empirical Evidence from the 1990s by Atanas Christev [Downloadable!]
2005 Firm Tunrover and the Rate of Macroeconomic Growth - Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction by Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol [Downloadable!]
2005 Forecasting economic variables with nonlinear models by Teräsvirta, Timo [Downloadable!]
2005 How to Classify a Government? Can a Neural Network do it? by António Caleiro [Downloadable!]
2005 The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation by Marek Hlavacek & Michael Konak & Josef Cada [Downloadable!]
2005 A comparison of corporate distress prediction models in Brazil: hybrid neural networks, logit models and discriminant analysis by Juliana Yim & Heather Mitchell [Downloadable!]
2005 Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales by Christian A. Johnson [Downloadable!]
2005 The implementation of monetary policy in an emerging economy: the case of Chile by Christian A. Johnson & Rodrigo Vergara [Downloadable!]
2004 Consistent Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!]
2004 Efficiency in Public Sector: A Neural Network Approach by Francisco J. Delgado [Downloadable!]
2004 Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling by Lennart F. Hoogerheide & Johan F. Kaashoek [Downloadable!]
2004 Money makes the world go round ... about the necessity of nonlinear techniques in interest rate forecasting by Stefan Fink & Janette F. Walde [Downloadable!]
2004 Co-evolution vs. Neural Networks; An Evaluation of UK Risky Money by Alicia Gazely & Jane Binner & Graham Kendall [Downloadable!]
2004 Heterogeneous Agents Past and Forward Time Horizons in Setting Up a Computational Model by Serge Hayward [Downloadable!]
2004 Discovering Financial Patterns in the Foreign Exchange Markets by Chueh-Yung Tsao & Shu-Heng Chen
2004 Forecasting Chilean Industrial Production and Sales with Automated Procedures by ROMULO A. CHUMACERO [Downloadable!]
2004 Testing for Neglected Nonlinearity in Cointegrating Relationships by Andrew P. Blake & George Kapetanios [Downloadable!]
2004 The Evolution of Security Designs by Noe, Thomas H. & Rebello, Michael J. & Wang, Jun [Downloadable!]
2004 Simulating the New Economy by Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol [Downloadable!]
2004 Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!]
2004 Topologies Of Social Interactions by Yannis M. Ioannides [Downloadable!]
2004 Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!]
2004 Forecasting Chilean Industrial Production with Automated Procedures by ROMULO A. CHUMACERO [Downloadable!]
2004 Rating Companies with Support Vector Machines by Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer [Downloadable!]
2003 Financial Modeling based on the Trajectory Domain by Chueh-Yung Tsao & Shu-Heng Chen
2003 Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean by Andrew P. Blake & George Kapetanios [Downloadable!]
2003 Nonlinear Correlograms and Partial Autocorrelograms by Heather M. Anderson & Farshid Vahid [Downloadable!]
2002 Genetic algorithms : a tool for optimization in econometrics - basic concept and an example for empirical applications by Czarnitzki, Dirk & Doherr, Thorsten [Downloadable!]
2002 Recognizing Investment Opportunities at the Onset of Recoveries by Guido Fioretti [Downloadable!]
2002 Hypernormal Densities by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White [Downloadable!]
2002 The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors? by Sebastien Page & Anne-Sophie Vanroyen
2002 Adaptive Polar Sampling by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest
2002 The Empirics of Financial Development and Economic Growth: Using Unsupervised Learning to Detect Multiple Steady States by Chris Birchenhall & David S. Bree & Rahim Lakha [Downloadable!]
2002 Evaluating the performance of GARCH models using White´s Reality Check by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros [Downloadable!]
2002 Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations by George Kapetanios [Downloadable!]
2002 Choosing Lag Lengths in Nonlinear Dynamic Models by Heather M. Anderson [Downloadable!]
2002 Hypernormal Densities by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White [Downloadable!]
2001 Profit opportunities, crash prediction and risk minimization in artificial and real-world markets by Neil F. Johnson, David Lamper, Paul Jefferies, Michael Hart and Sam Howison
2001 Imitation and the diffusion of innovation in e-commerce by Mario Eboli
2001 John Holland's Legacy in Economics: Artificial Adaptive Economic Agents --From 1986 to the Present in Retrospect by Shu-Heng Chen
2001 Two Notes on Replication in Evolutionary Modelling by Riechmann, Thomas [Downloadable!]
2001 Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample by Delaigle, A. & Gijbels, I.
2001 An Artificial Neural Net Attraction Model (Annam) To Analyze Market Share Effects Of Marketing Instruments by Harald Hruschka [Downloadable!]
2001 Un análisis del mercado de la vivienda a través de redes neuronales artificiales by CARIDAD Y OCERÍN, J.M. & CEULAR VILLAMANDOS, N. [Downloadable!]
2000 Genetic Algorithm Optimisation for Finance and Investments by Pereira, Robert [Downloadable!]
2000 Systemes impulsionnels et hybrides impulsionnels avec memoire by Aubin, J.-P. & Haddad, G.
2000 Subscription Mechanisms for Network Formation by Mutuswami, S. & Winter, E.
2000 Stable Dynamics in Transportation Systems by Nesterov, Y. & Palma, A.
2000 Importance des variables dans les methodes CART by Ghattas, B.
2000 The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables by Nikola Gradojevic & Jing Yang [Downloadable!]
2000 Predicting Recession Using the Yield Curve: An Artificial Intelligence and Econometric Comparison by Mohamad Shaaf
2000 Predicting Recession Using the Yield Curve: An Artificial Intelligence and Econometric Comparison by Mohamad Shaaf
1999 The application of clustering analysis to international private indebtedness by André Monteiro D'Almeida Monteiro & Dionísio Dias Carneiro & Carlos Eduardo Pedreira [Downloadable!]
1999 Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules by Pereira, Robert [Downloadable!]
1999 Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off by PERRON, Benoît [Downloadable!]
1999 Use of an Hourglass Model in Neuronal Coding by Cottrell, M. & Turova, T.S.
1999 Use of an Hourglass Model in Neuronal Coding by Cottrell, M. & Turova, T.S.
1999 Mondialisation, Competition, Reseautage et Decision Collective by Oral, M. & Poulin, D. & Kettani, O.
1999 Vers un cadre theorique de l'entreprise reseau by Lakhal, S. & Martel, A. & Poulin, D.
1999 Evolution of Networks and the Diffusion of New Technology by Mitchell, G.T.
1999 Agregation d'arbres de classification by Ghattas, B.
1999 Previsions des pics d'ozone par arbres de regression, simples et agreges par bootstrap by Ghattas, B.
1999 Previsions par arbres de classification by Ghattas, B.
1999 Prevision des prix a terme du cacao et modeles ARMA non-lineaires by Bolgot, S. & Terraza, M.
1999 Forecasting GDP Growth Using Artificial Neural Networks by Tkacz, Greg & Hu, Sarah [Downloadable!]
1999 articles: A global search procedure for parameter estimation in neural spatial interaction modelling by Manfred M. Fischer & Katerina Hlavácková-Schindler & Martin Reismann [Downloadable!]
1998 Network Incentives in Managed Health Care by Ma, C.-t.A. & McGuirem T.G.
1998 Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique by Bolgot, S. & Meyfredi, J.-C.
1998 Interest Rate Forecasting with Neural Networks by Jan Täppinen [Downloadable!]
1998 Diagnostic Tools for Nonlinearity in Spatial Models by Thomas de Graaff & Raymond J.G.M. Florax & Peter Nijkamp & Aura Reggiani [Downloadable!]
1997 Convergence of Adaptive Learning and the Concept of Expectational Stability in Linear Rational Expectations Models with Multiple Equilibria by Heinemann, Maik [Downloadable!]
1997 Modellierung von Preiserwartungen durch neuronale Netze by Heinemann, Maik & Lange, Carsten [Downloadable!]
1997 Reseaux generalises multiclasses avec synchronisations cycliques by Fourneau, J.-M. & Pekergin, N. & Verchere, D.
1996 Measuring Inflation Using Spanning Trees by Hill, R.J.
1995 Forecasting Stock Market Averages to Enhance Profitable Trading Strategies by Haefke, Christian & Helmenstein, Christian [Downloadable!]
1995 Prediction Risk and the Forecasting of Stock Market Indexes by Haefke, Christian & Helmenstein, Christian [Downloadable!]
1995 Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models by Haefke, Christian & Helmenstein, Christian [Downloadable!]
1992 The Carnegie Conjecture: Some Empirical Evidence by Douglas Holtz-Eakin & David Joulfaian & Harvey Rosen [Downloadable!]
Existence and Global Attractivity of Stable Solutions in Neural Networks by Patrick Leoni & Pietro Senesi [Downloadable!]
Recognizing Investment Opportunities at the Onset of Recoveries by Guido Fioretti [Downloadable!]
Anomalous Returns in a Neural Network Equity-Ranking Predictor by J.B. Satinover & D. Sornette [Downloadable!]
Forecasting EREIT Returns by Camilo Serrano & Martin Hoesli [Downloadable!]
Modelos Para La Inflación Básica de Bienes Transables y No Transables en Colombia by José Luis Torres [Downloadable!]
Specifying Nonlinear Econometric Models by Flexible Regression Models and Relative Forecast Performance by Christian M. Dahl & Svend Hylleberg [Downloadable!]
This page was last updated on 2008-7-20.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .