Early Warning System for Currency Crises using Long Short-Term Memory and Gated Recurrent Unit Neural Networks
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- Sylvain Barthélémy & Virginie Gautier & Fabien Rondeau, 2024. "Early warning system for currency crises using long short‐term memory and gated recurrent unit neural networks," Post-Print hal-04470367, HAL.
References listed on IDEAS
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- Mr. Andrew Berg & Mr. Eduardo Borensztein & Ms. Catherine A Pattillo, 2004. "Assessing Early Warning Systems: How Have they Worked in Practice?," IMF Working Papers 2004/052, International Monetary Fund.
- Swati R. Ghosh & Atish R. Ghosh, 2003.
"Structural Vulnerabilities and Currency Crises,"
IMF Staff Papers, Palgrave Macmillan, vol. 50(3), pages 1-7.
- Swart R. Ghosh & Mr. Atish R. Ghosh, 2002. "Structural Vulnerabilities and Currency Crises," IMF Working Papers 2002/009, International Monetary Fund.
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More about this item
Keywords
currency crises; early warning system; neural network; long short-term memory; gated recurrent unit;All these keywords.
JEL classification:
- F14 - International Economics - - Trade - - - Empirical Studies of Trade
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-05-22 (Big Data)
- NEP-CMP-2023-05-22 (Computational Economics)
- NEP-FDG-2023-05-22 (Financial Development and Growth)
- NEP-HIS-2023-05-22 (Business, Economic and Financial History)
- NEP-MON-2023-05-22 (Monetary Economics)
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