Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C4: Econometric and Statistical Methods: Special Topics
/ / / C45: Neural Networks and Related Topics

2008

• Fioramanti, Marco, 2008, "Predicting sovereign debt crises using artificial neural networks: A comparative approach," Journal of Financial Stability, Elsevier, volume 4, issue 2, pages 149-164, June.
• Alper Ozun & Atilla Cifter, 2008, "Modeling long‐term memory effect in stock prices," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 25, issue 1, pages 38-48, March, DOI: 10.1108/10867370810857559.
• Jozef Baruník, 2008, "How Do Neural Networks Enhance the Predictability of Central European Stock Returns?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 07-08, pages 358-376, Oktober.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235448, Jan.
• Emmanuel Jurczenko & Bertrand Maillet & Paul Merlin, 2008, "Efficient Frontier for Robust Higher-order Moment Portfolio Selection," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00336475, Oct.
• Emin AVCI & Murat ÇİNKO, 2008, "Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 266, pages 114-137.
• F.Münevver YILANCI & Birol YILDIZ, 2008, "Control risk assessment in auditing: Artificial neural network approach," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 273, pages 119-132.
• Khurshid Kiani & Terry Kastens, 2008, "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 4, pages 383-406, November, DOI: 10.1007/s10614-008-9144-4.
• Kristóf, Tamás, 2008, "A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről
  [Some methodological questions of bankruptcy prediction and probability of default estimation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 441-461.
• Dániel Holló & Mónika Papp, 2008, "Assessing household credit risk: evidence from a household survey," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/70.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions: on the routes of chaos," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08008, Jan.
• Emmanuel F. Jurczenko & Bertrand Maillet & Paul M. Merlin, 2008, "Efficient frontier for robust higher-order moment portfolio selection," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08062, Oct.
• Dunia López-Pintado, 2008, "The Spread of Free-Riding Behavior in a Social Network," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 34, issue 4, pages 464-479.
• Giovanis, Eleftherios, 2008, "A panel data analysis for the greenhouse effects in fifteen countries of European Union," MPRA Paper, University Library of Munich, Germany, number 10321, Aug.
• Giovanis, Eleftherios, 2008, "An algorithm using GARCH process , Monte-Carlo simulation and wavelets analysis for stock prediction," MPRA Paper, University Library of Munich, Germany, number 10674, Sep.
• Klein, Achim & Urbig, Diemo, 2008, "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper, University Library of Munich, Germany, number 116175, Jun, revised 30 Apr 2011.
• Klein, A. & Urbig, D. & Kirn, S., 2008, "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper, University Library of Munich, Germany, number 14433, Jun.
• Ciuiu, Daniel, 2008, "Pattern classification using polynomial and linear regression," MPRA Paper, University Library of Munich, Germany, number 15355, Jan.
• Ciuiu, Daniel, 2008, "Pattern classification using principal components regression," MPRA Paper, University Library of Munich, Germany, number 15360, Jan.
• Giovanis, Eleftherios, 2008, "Neuro-Fuzzy approach for the predictions of economic crisis," MPRA Paper, University Library of Munich, Germany, number 24656, Aug.
• Giovanis, Eleftherios, 2008, "Additional Smoothing Transition Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 24657, Aug.
• Giovanis, Eleftherios, 2008, "Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis," MPRA Paper, University Library of Munich, Germany, number 24658, Aug.
• Giovanis, eleftheios, 2008, "A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods," MPRA Paper, University Library of Munich, Germany, number 24659, Aug.
• Giovanis, Eleftherios, 2008, "Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization," MPRA Paper, University Library of Munich, Germany, number 24660, Aug.
• du Jardin, Philippe, 2008, "Bankruptcy prediction and neural networks: The contribution of variable selection methods," MPRA Paper, University Library of Munich, Germany, number 44384, Sep.
• Mengov, George & Egbert, Henrik & Pulov, Stefan & Georgiev, Kalin, 2008, "Emotional Balances in Experimental Consumer Choice," MPRA Paper, University Library of Munich, Germany, number 56689, Sep.
• Tsionas, Efthymios G. & Michaelides, Panayotis G. & Vouldis, Angelos, 2008, "Neural Networks for Approximating the Cost and Production Functions," MPRA Paper, University Library of Munich, Germany, number 74448.
• Russ A. Moro, 2008, "Analysis of the Predictors of Default for Portuguese Firms," Working Papers, Banco de Portugal, Economics and Research Department, number w200822.
• Ciuiu, Daniel, 2008, "Pattern Classification Using Secondary Components Perceptron and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 51-66, June.
• Fernandez, Paula & Teixeira, Joao & Ferreira, Joao & Azevedo, Susana G., 2008, "Modelling Tourism Demand: A Comparative Study Between Artificial Neural Networks And The Box-Jenkins Methodology," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 30-50, Septembe2.
• Ingo Mierswa & Katharina Morik, 2008, "About the non-convex optimization problem induced by non-positive semidefinite kernel learning," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 2, issue 3, pages 241-258, December, DOI: 10.1007/s11634-008-0033-4.
• Lennart Hoogerheide & Herman K. van Dijk, 2008, "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-036/4, Apr, revised 18 Apr 2008.
• Caleiro, António, 2008, "How Can Voters Classify an Incumbent under Output Persistence," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-16.
• Zhang, Junni L. & Härdle, Wolfgang Karl, 2008, "The bayesian additive classification tree applied to credit risk modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-003.
• Härdle, Wolfgang Karl & Lee, Yuh-Jye & Schäfer, Dorothea & Yeh, Yi-Ren, 2008, "The default risk of firms examined with smooth support vector machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-005.
• Klinke, Sigbert & Wagner, Cornelia, 2008, "Visualizing exploratory factor analysis models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-012.
• Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "Support vector regression based GARCH model with application to forecasting volatility of financial returns," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-014.
• Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-051.

2007

• Dunia Lopez Pintado, 2007, "The Spread of Free-Riding Behavior in a Social Network," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 718.07, Nov.
• Claudia Biancotti & Leandro D'Aurizio & Raffaele Tartaglia-Polcini, 2007, "A neural network architecture for data editing in the Bank of Italy�s business surveys," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 612, Feb.
• Goetz von Peter, 2007, "International banking centres: a network perspective," BIS Quarterly Review, Bank for International Settlements, December.
• Andrew P. Blake & George Kapetanios, 2007, "Testing for Neglected Nonlinearity in Cointegrating Relationships," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 6, pages 807-826, November, DOI: 10.1111/j.1467-9892.2007.00532.x.
• HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007, "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007015, Mar.
• Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2007, "The Default Risk of Firms Examined with Smooth Support Vector Machines," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 757.
• Blake, Andrew P. & Kapetanios, George, 2007, "Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 472-488, April.
• Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 154-180, July.
• Preminger, Arie & Franck, Raphael, 2007, "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 71-84.
• Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007, "Simulation based bayesian econometric inference: principles and some recent computational advances," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-03, Jan.
• van Eck, N.J.P. & Waltman, L., 2007, "Bibliometric Mapping of the Computational Intelligence Field," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-027-LIS, Apr.
• Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007, "Mixtures of t-distributions for Finance and Forecasting," Economics Series, Institute for Advanced Studies, number 216, Oct.
• Khurshid M. Kiani, 2007, "Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 3, pages 237-253, December.
• Elena Olmedo & Ricardo Gimeno & Lorenzo Escot & Ruth Mateos, 2007, "Convergencia y Estabilidad de los Tipos de Cambio Europeos: Una Aplicación de Exponentes de Lyapunov," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 44, issue 129, pages 91-108.
• Hailin Liao & Bin Wang & Tom Weyman-Jones, 2007, "Neural Network Based Models for Efficiency Frontier Analysis: An Application to East Asian Economies' Growth Decomposition," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_24, Nov, revised Nov 2007.
• Silvia SALINI & Ron S. KENETT, 2007, "Bayesian networks of customer satisfaction survey data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-033, Oct.
• Silvia SALINI & Ron S. KENETT, 2007, "Bayesian networks of customer satisfaction survey data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-33, Oct.
• Martínez Estudillo, Francisco José & Hervás Martínez, César & Torres Jiménez, Mariano & Martínez Estudillo, Andrés Carlos, 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 de," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 3, issue 1, pages 40-62, June.
• K. K., Suresh & K., Pradeepa Veerakumari, 2007, "Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)," MPRA Paper, University Library of Munich, Germany, number 10105, revised 2007.
• Ozun, Alper & Cifter, Atilla, 2007, "Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets," MPRA Paper, University Library of Munich, Germany, number 2481, Feb.
• Cifter, Atilla & Ozun, Alper, 2007, "The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 2482, Mar.
• Cifter, Atilla & Ozun, Alper, 2007, "Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2485, Mar.
• Gelhausen, Marc Christopher, 2007, "A Generalized Neural Logit Model for Airport and Access Mode Choice in Germany," MPRA Paper, University Library of Munich, Germany, number 4313, revised 2007.
• Nastac, Iulian & Dobrescu, Emilian & Pelinescu, Elena, 2007, "Neuro-Adaptive Model for Financial Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 3, pages 19-41, September.
• Hailin Liao & Bin Wang & Tom Weyman-Jones, 2007, "Neural Network Based Models for Efficiency Frontier Analysis: An Application to East Asian Economies' Growth Decomposition," Global Economic Review, Taylor & Francis Journals, volume 36, issue 4, pages 361-384, DOI: 10.1080/12265080701694561.
• Crescenzio Gallo, 2007, "Reti Neurali Artificiali: Teoria ed Applicazioni Finanziarie," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 28-2007, Dec.
• Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2007, "Asset price dynamics with small world interactions under hetereogeneous beliefs," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 149, Mar.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007, "Estimating probabilities of default with support vector machines," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,18.
• Franke, Jürgen & Stockis, Jean-Pierre & Tadjuidje, Joseph, 2007, "Quantile sieve estimates for time series," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-005.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007, "Estimating probabilities of default with support vector machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-035.
• Franken, Ronald, 2007, "Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zur Insolvenzprognose anhand relativer Bilanzkennzahlen," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-044.

2006

• Andrea BONFIGLIO, 2006, "Comparing Environmental Impact of Alternative CAP Scenarios Estimated Through an Artificial Neural Network," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 269, Oct.
• José Luis Torres, 2006, "Modelos Para La Inflación Básica de Bienes Transables y No Transables en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 365, Feb, DOI: 10.32468/be.365.
• Thomas H. Noe & Michael J. Rebello & Jun Wang, 2006, "The Evolution of Security Designs," Journal of Finance, American Finance Association, volume 61, issue 5, pages 2103-2135, October, DOI: 10.1111/j.1540-6261.2006.01052.x.
• Jos� Luis Torres, 2006, "Modelos para la Inflaci�n B�sica de Bienes Transables y No Transables en Colombia," Borradores de Economia, Banco de la Republica, number 3246, Jan.
• María del Mar Criado & José Luis Arroyo Barriguete & José Ignacio López Sánchez, 2006, "Organizaciones virtuales y redes neuronales. Algunas similitudes," Estudios Gerenciales, Universidad Icesi.
• Greta Falavigna, 2006, "Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200610, Dec.
• Ata Assaf, 2006, "Nonlinear Trend Stationarity in Real Exchange Rates: Evidence from Nonlinear ADF tests," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 283-294, November.
• Shaun K. Roache, 2006, "Domestic Investment and the Cost of Capital in the Caribbean," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 3.
• Peltonen, Tuomas A., 2006, "Are emerging market currency crises predictable? A test," Working Paper Series, European Central Bank, number 571, Jan.
• Fioretti, Guido, 2006, "Recognising investment opportunities at the onset of recoveries," Research in Economics, Elsevier, volume 60, issue 2, pages 69-84, June.
• Hüseyin İNCE, 2006, "Yapay sinir ağlarının portföy yönetiminde kullanılması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 241, pages 114-127.
• Marco Fioramanti, 2006, "Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 72, Oct.
• Dorota Witkowska, 2006, "Discrete Choice Model Application to the Credit Risk Evaluation," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 1, pages 33-42, February, DOI: 10.1007/s11294-006-6124-0.
• Gelhausen, Marc Christopher & Wilken, Dieter, 2006, "Airport and Access Mode Choice : A Generalized Nested Logit Model Approach," MPRA Paper, University Library of Munich, Germany, number 4311, revised 2006.
• Fischer, Manfred M., 2006, "Neural Networks. A General Framework for Non-Linear Function Approximation," MPRA Paper, University Library of Munich, Germany, number 77776.
• Marie Lebreton & Katia Melnik, 2006, "Voluntary Participation as a Determinant of Social Capital in France Allowing for Parameter Heterogeneity," European Journal of Economic and Social Systems, Lavoisier, volume 19, issue 2, pages 229-255.
• Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena, 2006, "An Adaptive Retraining Method for the Exchange Rate Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 1, pages 5-23, March.
• Alessandro Ludovici, 2006, "The Application of Neural Networks to the Pricing of Credit Derivatives," Rivista di Politica Economica, SIPI Spa, volume 96, issue 6, pages 187-221, November-.
• Bruce Mizrach, 2006, "Nonlinear Time Series Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 200604, Feb.
• Goutam Dutta & Pankaj Jha & Arnab Kumar Laha & Neeraj Mohan, 2006, "Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 3, pages 283-295, December, DOI: 10.1177/097265270600500305.
• Chakradhara Panda & V. Narasimhan, 2006, "Predicting Stock Returns," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 7, issue 2, pages 205-218, September, DOI: 10.1177/139156140600700203.
• Carole Siani & Christian de Peretti, 2006, "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006, Society for Computational Economics, number 301, Jul.
• Andreas Mitschele & Stephan Chalup & Frank Schlottmann & Detlef Seese, 2006, "Applications of Kernel Methods in Financial Risk Management," Computing in Economics and Finance 2006, Society for Computational Economics, number 317, Jul.
• Serge Hayward, 2006, "Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining," Computing in Economics and Finance 2006, Society for Computational Economics, number 417, Jul.
• Michele La Rocca & Cira Perna, 2006, "A multiple testing procedure for neural network model selection," Computing in Economics and Finance 2006, Society for Computational Economics, number 497, Jul.
• L.F. Hoogerheide & H.K. van Dijk, 2006, "Modelling option prices using neural networks," Computing in Economics and Finance 2006, Society for Computational Economics, number 78, Jul.
• Yannis Ioannides, 2006, "Topologies of social interactions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 28, issue 3, pages 559-584, August, DOI: 10.1007/s00199-005-0646-1.
• Cars Hommes & Sebastiano Manzan, 2006, "Testing for Nonlinear Structure and Chaos in Economic Time. A Comment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-030/1, Mar.
• Douglas Rivas & José Luciano Maldonado & Rafael Borges & Gerardo Colmenares, 2006, "Application of genetics algorithms for estimating the parameters of a Cox regression model," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 31, issue 22, pages 57-74, january-d.
• Francesco Bertoluzzo & Marco Corazza, 2006, "Financial trading systems: Is recurrent reinforcement the via?," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 141, Oct.
• M. Mete Doğanay & Nildağ Başak Ceylan & Ramazan Aktaş, 2006, "Predicting Financial Failure Of The Turkish Banks," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-19, DOI: 10.1142/S2010495206500059.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2006, "Graphical data representation in bankruptcy analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-015.
• Chen, Shiyi & Härdle, Wolfgang Karl & Moro, Rouslan A., 2006, "Estimation of default probabilities with Support Vector Machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-077.

2005

• Marusia Ivanova, 2005, "Sales Forecasting Using Artificial Neural Networks," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 60-81.
• Heather M. Anderson & Farshid Vahid, 2005, "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 957-982, December, DOI: 10.1111/j.1468-0084.2005.00147.x.
• Marek Hlavacek & Michael Konak & Josef Cada, 2005, "The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/11, Dec.
• PREMINGER, Arie & FRANCK, Raphael, 2005, "Forecasting exchange rates: a robust regression approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005025, 00.
• HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005029, 00.
• Johnson, Christian A. & Padilla, Miguel A., 2005, "Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales," El Trimestre Económico, Fondo de Cultura Económica, volume 72, issue 288, pages 765-821, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v72i.
• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-12, Mar.
• António Caleiro, 2005, "How to Classify a Government? Can a Neural Network do it?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 9_2005.
• Cuellar, M. P. & Delgado, M. & Pegalajar, M. C., 2005, "Multiobjective Evolutionary Optimization For Elman Recurrent Neural Networks, Applied To Time Series Prediction," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 17-33, May.
• Teräsvirta, Timo, 2005, "Forecasting economic variables with nonlinear models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 598, May, revised 29 Dec 2005.
• Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol, 2005, "Firm Tunrover and the Rate of Macroeconomic Growth - Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction," Ratio Working Papers, The Ratio Institute, number 66, Jan.
• Atanas Christev, 2005, "The Hyperinflation Model of Money Demand (or Cagan Revisited): Some New Empirical Evidence from the 1990s," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0507.
• Christian A. Johnson & Rodrigo Vergara, 2005, "The implementation of monetary policy in an emerging economy: the case of Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 20, issue 1, pages 45-62, June.
• Christian A. Johnson, 2005, "Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 20, issue 1, pages 95-121, June.
• Christian A Johnson & Rodrigo Vergara, 2005, "The Implementation of Monetary Policy in an Emerging Economy: The Case of Chile," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 291.
• Khurshid Kiani, 2005, "Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models," Computational Economics, Springer;Society for Computational Economics, volume 26, issue 1, pages 65-89, August, DOI: 10.1007/s10614-005-7366-2.
• Dorota Witkowska & Edyta Marcinkiewicz, 2005, "Construction and Evaluation of Trading Systems: Warsaw Index Futures," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 1, pages 83-92, February, DOI: 10.1007/s11294-004-7496-7.
• Dorota Witkowska & Mariola Chrzanowska, 2005, "Prediction of Loan Redemption: Logit Models and Artificial Neural Networks," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 343-343, August, DOI: 10.1007/s11294-005-6662-x.
• Virág, Miklós & Kristóf, Tamás, 2005, "Az első hazai csődmodell újraszámítása neurális hálók segítségével
  [Recalculation of the first Hungarian bankruptcy-prediction model using neural networks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 144-162.
• Juliana Yim & Heather Mitchell, 2005, "A comparison of corporate distress prediction models in Brazil: hybrid neural networks, logit models and discriminant analysis," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 15, issue 1, pages 73-93, January-A.
• Cakir, Murat, 2005, "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
  [Machine Learning Techniques in Determining the Dynamics of Corporate Financial Distress: An Empirical Treatment and a," MPRA Paper, University Library of Munich, Germany, number 55975, Dec.
• Wilken, Dieter & Berster, Peter & Gelhausen, Marc Christopher, 2005, "Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003," MPRA Paper, University Library of Munich, Germany, number 5631.
• Serge Hayward, 2005, "Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition," Computing in Economics and Finance 2005, Society for Computational Economics, number 285, Nov.
• Chiu-Che Tseng & Yu-Chieh Lin, 2005, "Financial Computational Intelligence," Computing in Economics and Finance 2005, Society for Computational Economics, number 42, Nov.
• Chih Ming Tan, 2005, "No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0512.
• Louise C. Keely & Chih Ming Tan, 2005, "Understanding Divergent Views on Redistribution Policy in the United States," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0515.
• Luca Grilli & Angelo Sfrecola, 2005, "A Neural Networks approach to Minority Game," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 13-2005, Jun, DOI: 10.1007/s00521-007-0163-1.
• Luca Grilli & Angelo Sfrecola, 2005, "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 14-2005, Jun.
• Shapour Mohammadi & Hossein Abbasi- Nejad, 2005, "A Matlab Code for Univariate Time Series Forecasting," Computer Programs, University Library of Munich, Germany, number 0505001, revised .
• Caleiro, António, 2005, "How to Classify a Government? Can a Neural Network do it?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 142736.

2004

• Martha A. Misas A. & Enrique López E. & Carlos A. Arango A. & Juan Nicolás Hernández A., 2004, "No-linealidades en la demanda de efectivo en Colombia: las redes neuronales como herramienta de pronóstico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 10-57, June, DOI: 10.32468/Espe.4501.
• Martha López P., 2004, "Efficient Policy Rule for Inflation Targeting in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 80-115, June, DOI: 10.32468/Espe.4503.
• Rómulo Chumacero E., 2004, "Forecasting Chilean Industrial Production and Sales With Automated Procedures," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, volume 7, issue 3, pages 47-56, December.
• Rómulo Chumacero, 2004, "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Working Papers Central Bank of Chile, Central Bank of Chile, number 260, May.
• Martha López P., 2004, "Efficient Policy Rule for Inflation Targeting in Colombia," Money Affairs, CEMLA, volume 0, issue 1, pages 1-24, January-J.
• Martha López P., 2004, "Efficient policy rule for inflation targeting in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 22, issue 45, pages 80-115, DOI: 10.32468/Espe.4503.
• Martha A. Misas A. & Enrique L�pez E. & Carlos A. Arango A. & uan Nicol�s Hern�ndez A., 2004, "No-linealidades en la demanda de efectivo en Colombia: las redes neuronales como herramienta de pronóstico," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 22, issue 45, pages 10-57, DOI: 10.32468/Espe.4501.
• Nadia D'Annunzio & Greta Falavigna, 2004, "Analysis and forecasting models for default risk. A survey of applied methodologies," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200417, Dec.
• Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004, "Rating Companies with Support Vector Machines," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 416.
• Romulo A. Chumacero, 2004, "Forecasting Chilean Industrial Production with Automated Procedures," Econometric Society 2004 Latin American Meetings, Econometric Society, number 177, Aug.
• Jonathan B. Hill, 2004, "Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 42, Aug.
• Yannis M. Ioannides, 2004, "Topologies Of Social Interactions," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 287, Aug.
• Vroomen, Bjorn & Hans Franses, Philip & van Nierop, Erjen, 2004, "Modeling consideration sets and brand choice using artificial neural networks," European Journal of Operational Research, Elsevier, volume 154, issue 1, pages 206-217, April.
• Goyal, Sanjeev & Joshi, Sumit, 2004, "Erratum to "Networks of collaboration in oligopoly": [Games Econ. Behav. 43 (1) (2003) 57-85]," Games and Economic Behavior, Elsevier, volume 46, issue 1, pages 219-219, January.
• Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol, 2004, "Simulating the New Economy," Structural Change and Economic Dynamics, Elsevier, volume 15, issue 3, pages 289-314, September.
• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2004, "Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-19, May.
• Segovia-Vargas, María Jesús & Salcedo-Sanz, Sancho & Bousoño-Calzón, Carlos, 2004, "Prediction Of Insolvency In Non-Life Insurance Companies Using Support Vector Machines, Genetic Algorithms And Simulated Annealing," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 79-94, May.
• Eliasson, Gunnar & Johansson, Dan & Taymaz, Erol, 2004, "Simulating the New Economy," Ratio Working Papers, The Ratio Institute, number 52, Jun.
• Noe, Thomas H. & Rebello, Michael J. & Wang, Jun, 2004, "The Evolution of Security Designs," SIFR Research Report Series, Institute for Financial Research, number 26, Sep.
• Andrew P. Blake & George Kapetanios, 2004, "Testing for Neglected Nonlinearity in Cointegrating Relationships," Working Papers, Queen Mary University of London, School of Economics and Finance, number 508, Feb.
• Patrice Gaubert, 2004, "Neural networks. Editorial," European Journal of Economic and Social Systems, Lavoisier, volume 17, issue 1-2, pages 7-9.
• Gonzalo Joya & Francisco Garcìa-Lagos & Miguel A. Atencia & Francisco Sandoval, 2004, "Artificial Neural Networks for Energy Management System Applicability and Limitations of the Main Paradigms," European Journal of Economic and Social Systems, Lavoisier, volume 17, issue 1-2, pages 11-28.
• Romuald Boné & Michel Crucianu, 2004, "Multi-Step-Ahead Prediction with Neural Networks," European Journal of Economic and Social Systems, Lavoisier, volume 17, issue 1-2, pages 85-98.
• Francisco Sandoval & Francisco Garcìa-Lagos & Gonzalo Joya, 2004, "Design of Artificial Neural Networks using Evolutionary Computation," European Journal of Economic and Social Systems, Lavoisier, volume 17, issue 1-2, pages 99-123.
• Eric de Bodt & Joseph Rynkiewicz & Marie Cottrell, 2004, "Some Known Facts about Financial Data," European Journal of Economic and Social Systems, Lavoisier, volume 17, issue 1-2, pages 167-182.
• Amaury Landasse & Pierre Cardon & Vincent Wertz & Eric de Bodt & Michel Verleysen, 2004, "Self-Organizing Feature Maps for the Classification of Investment Funds," European Journal of Economic and Social Systems, Lavoisier, volume 17, issue 1-2, pages 183-195.
• Muriel Perez, 2004, "SME's Performance and Neural Classification," European Journal of Economic and Social Systems, Lavoisier, volume 17, issue 1-2, pages 197-210.
• Romulo A. Chumacero, 2004, "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Computing in Economics and Finance 2004, Society for Computational Economics, number 112, Aug.
• Chueh-Yung Tsao & Shu-Heng Chen, 2004, "Discovering Financial Patterns in the Foreign Exchange Markets," Computing in Economics and Finance 2004, Society for Computational Economics, number 203, Aug.
• Serge Hayward, 2004, "Heterogeneous Agents Past and Forward Time Horizons in Setting Up a Computational Model," Computing in Economics and Finance 2004, Society for Computational Economics, number 241, Aug.
• Alicia Gazely & Jane Binner & Graham Kendall, 2004, "Co-evolution vs. Neural Networks; An Evaluation of UK Risky Money," Computing in Economics and Finance 2004, Society for Computational Economics, number 258, Aug.
• Stefan Fink & Janette F. Walde, 2004, "Money makes the world go round ... about the necessity of nonlinear techniques in interest rate forecasting," Computing in Economics and Finance 2004, Society for Computational Economics, number 344, Aug.
• Lennart F. Hoogerheide & Johan F. Kaashoek, 2004, "Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling," Computing in Economics and Finance 2004, Society for Computational Economics, number 74, Aug.
• Francisco J. Delgado, 2004, "Efficiency in Public Sector: A Neural Network Approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 81, Aug.
• John R. Roy & Jean-Claude Thill, 2004, "Spatial interaction modelling," Advances in Spatial Science, Springer, in: Raymond J. G. M. Florax & David A. Plane, "Fifty Years of Regional Science", DOI: 10.1007/978-3-662-07223-3_15.
• Jonathan B. Hill, 2004, "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics, University Library of Munich, Germany, number 0402004, Feb, revised 05 Aug 2005.

2003

• Gordon H. Dash & Nina Kajiji, 2003, "New Evidence on the Predictability of South Africa FX Volatility in Heterogeneous Bilateral Markets," The African Finance Journal, Africagrowth Institute, volume 5, issue 1, pages 1-15.
• Shahiem Ganief & Nicholas Biekpe, 2003, "Measuring Market Risk Using Extreme Value Theory: An Empirical Study Using South African Rand/Dollar One-Year Futures Contract," The African Finance Journal, Africagrowth Institute, volume 5, issue 1, pages 68-86.
• Martha L�pez P., 2003, "Efficient Policy Rule For Inflation Targeting In Colombia," Borradores de Economia, Banco de la Republica, number 2437, Apr.
• Goyal, Sanjeev & Joshi, Sumit, 2003, "Networks of collaboration in oligopoly," Games and Economic Behavior, Elsevier, volume 43, issue 1, pages 57-85, April.
• van den Berg, J.H. & van den Bergh, W.-M. & Kaymak, U., 2003, "Financial Markets Analysis by Probabilistic Fuzzy Modelling," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-036-LIS, Apr.
• Lambert, J. & Schneider, M. & Kandel, A., 2003, "An Overview Of Techniques For Genetic Evolution Of Fuzzy Systems," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 3-12, May.
• Heather M. Anderson & Farshid Vahid, 2003, "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/03, Nov.
• Photis, Yorgos N. & Grekoussis, George, 2003, "Assesing demand in stochastic locational planning problems: An Artificial Intelligence approach for emergency service systems," MPRA Paper, University Library of Munich, Germany, number 20678.
• Photis, Yorgos N. & Manetos, Panos & Grekoussis, George, 2003, "Modeling urban evolution by identifying spatiotemporal patterns and applying methods of artificial intelligence.Case study: Athens, Greece," MPRA Paper, University Library of Munich, Germany, number 20756, revised 2003.