RePEc Click here to visit UConn Economics IDEAS

This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

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:
  1. 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.