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An Analytic Network Process model for financial-crisis forecasting

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Cited by:

  1. Jianbo Gao & Jing Hu & Xiang Mao & Mi Zhou & Brian Gurbaxani & Johnny Lin, 2011. "Entropies of Negative Incomes, Pareto-Distributed Loss, and Financial Crises," PLOS ONE, Public Library of Science, vol. 6(10), pages 1-6, October.
  2. Banai, Reza, 2010. "Evaluation of land use-transportation systems with the Analytic Network Process," The Journal of Transport and Land Use, Center for Transportation Studies, University of Minnesota, vol. 3(1), pages 85-112.
  3. Molina-Muñoz, Jesús & Mora-Valencia, Andrés & Perote, Javier, 2020. "Market-crash forecasting based on the dynamics of the alpha-stable distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
  4. Govindan, Kannan & Shankar, Madan & Kannan, Devika, 2018. "Supplier selection based on corporate social responsibility practices," International Journal of Production Economics, Elsevier, vol. 200(C), pages 353-379.
  5. Wen-Shiung Lee, 2013. "Merger and acquisition evaluation and decision making model," The Service Industries Journal, Taylor & Francis Journals, vol. 33(15-16), pages 1473-1494, December.
  6. Wenting Zhang & Shigeyuki Hamori, 2020. "Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?," Energies, MDPI, vol. 13(9), pages 1-22, May.
  7. Aragonés-Beltrán, P. & Chaparro-González, F. & Pastor-Ferrando, J.P. & Rodríguez-Pozo, F., 2010. "An ANP-based approach for the selection of photovoltaic solar power plant investment projects," Renewable and Sustainable Energy Reviews, Elsevier, vol. 14(1), pages 249-264, January.
  8. Raphael Douady & Antoine Kornprobst, 2018. "An Empirical Approach To Financial Crisis Indicators Based On Random Matrices," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-22, May.
  9. W. Wey & W. Wei, 2016. "Urban Street Environment Design for Quality of Urban Life," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 126(1), pages 161-186, March.
  10. Maria Elvira Mancino & Simona Sanfelici, 2020. "Identifying financial instability conditions using high frequency data," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 221-242, January.
  11. Aleksander Janeš & Armand Faganel, 2020. "Complementary Methods for Effective Decision Making," MIC 2020: The 20th Management International Conference,, University of Primorska Press.
  12. Yulian Zhang & Shigeyuki Hamori, 2020. "Forecasting Crude Oil Market Crashes Using Machine Learning Technologies," Energies, MDPI, vol. 13(10), pages 1-14, May.
  13. Mustapha Djennas & Mohamed Benbouziane & Meriem Djennas, 2011. "An Approach of Combining Empirical Mode Decomposition and Neural Network Learning for Currency Crisis Forecasting," Working Papers 627, Economic Research Forum, revised 09 Jan 2011.
  14. Carmona-Torres, Carmen & Parra-López, Carlos & Hinojosa-Rodríguez, Ascensión & Sayadi, Samir, 2014. "Farm-level multifunctionality associated with farming techniques in olive growing: An integrated modeling approach," Agricultural Systems, Elsevier, vol. 127(C), pages 97-114.
  15. Jolanta Poplawska & Ashraf Labib & Deborah M. Reed, 2017. "From vicious to virtuous circles: problem structuring for quantified decision making in operationalization of corporate social responsibility," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(3), pages 291-307, March.
  16. Demyanyk, Yuliya & Hasan, Iftekhar, 2010. "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, vol. 38(5), pages 315-324, October.
  17. Wen-Hsien Tsai & Pei-Ling Lee & Yu-Shan Shen & Elliott Hwang, 2014. "A combined evaluation model for encouraging entrepreneurship policies," Annals of Operations Research, Springer, vol. 221(1), pages 449-468, October.
  18. Ghajar, Ismael & Najafi, Akbar, 2012. "Evaluation of harvesting methods for Sustainable Forest Management (SFM) using the Analytical Network Process (ANP)," Forest Policy and Economics, Elsevier, vol. 21(C), pages 81-91.
  19. Maurizio Bovi & Roy Cerqueti, 2016. "Forecasting macroeconomic fundamentals in economic crises," Annals of Operations Research, Springer, vol. 247(2), pages 451-469, December.
  20. Erik Schulze-González & Juan-Pascual Pastor-Ferrando & Pablo Aragonés-Beltrán, 2021. "Testing a Recent DEMATEL-Based Proposal to Simplify the Use of ANP," Mathematics, MDPI, vol. 9(14), pages 1-23, July.
  21. Xing Gao & Cheng Shi & Keyu Zhai, 2018. "An Evaluation of Environmental Governance in Urban China Based on a Hesitant Fuzzy Linguistic Analytic Network Process," IJERPH, MDPI, vol. 15(11), pages 1-20, November.
  22. Cortés-Aldana, Félix Antonio & García-Melón, Mónica & Fernández-de-Lucio, Ignacio & Aragonés-Beltrán, Pablo & Poveda-Bautista, Rocío, 2009. "University objectives and socioeconomic results: A multicriteria measuring of alignment," European Journal of Operational Research, Elsevier, vol. 199(3), pages 811-822, December.
  23. Kirytopoulos, Konstantinos & Voulgaridou, Dimitra & Platis, Agapios & Leopoulos, Vrassidas, 2011. "An effective Markov based approach for calculating the Limit Matrix in the analytic network process," European Journal of Operational Research, Elsevier, vol. 214(1), pages 85-90, October.
  24. Jung-Jung Chang & Chia-Li Lin, 2023. "Determining the Sustainable Development Strategies and Adoption Paths for Public Bike-Sharing Service Systems (PBSSSs) under Various Users’ Considerations," Mathematics, MDPI, vol. 11(5), pages 1-30, February.
  25. Smith-Perera, Aida & García-Melón, Mónica & Poveda-Bautista, Rocío & Pastor-Ferrando, Juan-Pascual, 2010. "A Project Strategic Index proposal for portfolio selection in electrical company based on the Analytic Network Process," Renewable and Sustainable Energy Reviews, Elsevier, vol. 14(6), pages 1569-1579, August.
  26. Marcin Kozak & Olesia Iefremova, 2014. "Implementation Of The Delphi Technique In Finance," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 10(4), pages 36-45, May.
  27. Zhu, Bin & Xu, Zeshui & Zhang, Ren & Hong, Mei, 2015. "Generalized analytic network process," European Journal of Operational Research, Elsevier, vol. 244(1), pages 277-288.
  28. Kwanyoung Im & Kihwan Nam & Hyunbo Cho, 2020. "Towards successful business model management with analytic network process-based feasibility evaluation and portfolio management," Electronic Markets, Springer;IIM University of St. Gallen, vol. 30(3), pages 509-523, September.
  29. Parra-López, Carlos & Groot, Jeroen C.J. & Carmona-Torres, Carmen & Rossing, Walter A.H., 2008. "Integrating public demands into model-based design for multifunctional agriculture: An application to intensive Dutch dairy landscapes," Ecological Economics, Elsevier, vol. 67(4), pages 538-551, November.
  30. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
  31. Yu-Yu Ma & Jwu-Jenq Chen & Chia-Liang Lin, 2022. "Research on the Priority of Service Quality Index for Online English Teaching during the COVID-19 Pandemic: Dual Perspective," Mathematics, MDPI, vol. 10(19), pages 1-24, October.
  32. Wenyin Yang & Lin Liu & Xiaobao Yu, 2017. "Evaluating the Comprehensive Benefit of Group-Affiliated New Energy Power Generation Enterprises for Sustainability: Based on a Combined Technique of STBI and TOPSIS," Sustainability, MDPI, vol. 10(1), pages 1-22, December.
  33. Fangli Fan & Jianbo Gao & Shuhong Liang, 2015. "Crisis-Like Behavior in China's Stock Market and Its Interpretation," PLOS ONE, Public Library of Science, vol. 10(2), pages 1-12, February.
  34. Reina-Usuga, Liliana & Parra-López, Carlos & de Haro-Giménez, Tomás, 2022. "Urban food policies and their influence on the development of Territorial Short Food Supply Chains: The case of cities in Colombia and Spain," Land Use Policy, Elsevier, vol. 112(C).
  35. Jaafari, Abolfazl & Najafi, Akbar & Melón, Mónica García, 2015. "Decision-making for the selection of a best wood extraction method: An analytic network process approach," Forest Policy and Economics, Elsevier, vol. 50(C), pages 200-209.
  36. Kheybari, Siamak & Rezaie, Fariba Mahdi & Farazmand, Hadis, 2020. "Analytic network process: An overview of applications," Applied Mathematics and Computation, Elsevier, vol. 367(C).
  37. Shin-Liang Chan & Wann-Ming Wey & Pin-Huai Chang, 2014. "Establishing Disaster Resilience Indicators for Tan-sui River Basin in Taiwan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 115(1), pages 387-418, January.
  38. Reina-Usuga, Liliana & Parra-López, Carlos & de Haro-Giménez, Tomás & Carmona-Torres, Carmen, 2023. "Sustainability assessment of Territorial Short Food Supply Chains versus Large‐Scale Food Distribution: The case of Colombia and Spain," Land Use Policy, Elsevier, vol. 126(C).
  39. Chia-Li Lin & Chung-Ling Kuo, 2022. "Establishing Competency Development Evaluation Systems and Talent Cultivation Strategies for the Service Industry Using the Hybrid MCDM Approach," Sustainability, MDPI, vol. 14(19), pages 1-33, September.
  40. Alin Opreana & Simona Vinerean & Diana Marieta Mihaiu & Liliana Barbu & Radu-Alexandru Șerban, 2023. "Fuzzy Analytic Network Process with Principal Component Analysis to Establish a Bank Performance Model under the Assumption of Country Risk," Mathematics, MDPI, vol. 11(14), pages 1-38, July.
  41. Demyanyk, Yuliya & Hasan, Iftekhar, 2010. "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, vol. 38(5), pages 315-324, October.
  42. J P Pastor-Ferrando & P Aragonés-Beltrán & A Hospitaler-Pérez & M García-Melón, 2010. "An ANP- and AHP-based approach for weighting criteria in public works bidding," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(6), pages 905-916, June.
  43. Lei-Yi Peng & Jia Lu & Jian-Ji Luo & Yu-Xuan Wang, 2022. "A Combination of FDM, DEMATEL, and DANP for Disclosing the Interrelationship of Influencing Factors in Rural Homestay Business: Empirical Evidence from China," Sustainability, MDPI, vol. 14(16), pages 1-21, August.
  44. Su, Dongwei & He, Xingxing, 2010. "A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China," MPRA Paper 19962, University Library of Munich, Germany.
  45. repec:zbw:bofrdp:2009_035 is not listed on IDEAS
  46. Gao, Jianbo & Hu, Jing, 2014. "Financial crisis, Omori's law, and negative entropy flow," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 79-86.
  47. Derya Celik Turkoglu & Mujde Erol Genevois, 2017. "An Analytical Approach for Evaluation of ATM Deployment Problem Criteria," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 16(05), pages 1247-1278, September.
  48. Wen Shiung Lee & Ya Ting Yang, 2013. "Valuation and choice of convertible bonds based on MCDM," Applied Financial Economics, Taylor & Francis Journals, vol. 23(10), pages 861-868, May.
  49. Schulze-González, Erik & Pastor-Ferrando, Juan-Pascual & Aragonés-Beltrán, Pablo, 2023. "Clustering and reference value for assessing influence in analytic network process without pairwise comparison matrices: Study of 17 real cases," Operations Research Perspectives, Elsevier, vol. 10(C).
  50. Hsu, David W.L. & Shen, Yung-Chi & Yuan, Benjamin J.C. & Chou, Chiyan James, 2015. "Toward successful commercialization of university technology: Performance drivers of university technology transfer in Taiwan," Technological Forecasting and Social Change, Elsevier, vol. 92(C), pages 25-39.
  51. Aragones-Beltran, P. & Aznar, J. & Ferris-Onate, J. & Garcia-Melon, M., 2008. "Valuation of urban industrial land: An analytic network process approach," European Journal of Operational Research, Elsevier, vol. 185(1), pages 322-339, February.
  52. Demyanyk, Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures: a review of prediction methods," Bank of Finland Research Discussion Papers 35/2009, Bank of Finland.
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