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
2012
- Adrián Fernández-Pérez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2012, "Genetic algorithm for arbitrage with more than three currencies," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 12-04, Jul.
- Tamás Kristóf & Miklós Virág, 2012, "Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 2, pages 205-228, June.
- Adel KARAA & Aida KRICHENE, 2012, "Credit–Risk Assessment Using Support Vectors Machine and Multilayer Neural Network Models: A Comparative Study Case of a Tunisian Bank," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 11, issue 4, pages 587-620, December.
- Richard Kasa, 2012, "Measuring Innovation Potential at SME Level with a Neurofuzzy Hybrid Model," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
- Laurent Ferrara, 2012, "Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris," Bulletin de la Banque de France, Banque de France, issue 187, pages 63-69.
- STEFAN Raluca-Mariana & SERBAN Mariuta, 2012, "Neural Network Principles To Classify Economic Data," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 63, issue 4-5, pages 223-233.
- Giacomini, Raffaella & Haefke, Christian & White, Halbert & Gottschling, Andreas, 2002, "Hypernormal Densities," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt9wr373nt, Sep.
- Emperatriz Londono Aldana - María Eugenia Navas Ríos, 2012, "Estrategias De Las Mypymes De Comercio: Un Análisis Basado En La Aplicación De Las Redes Neuronales Artificiales," Revista de Economía y Administración, Universidad Autónoma de Occidente.
- Jorge Barrientos Marín & Edwin Rodas & Esteban Velilla & Mauricio Lopera, 2012, "Modelo para el pronóstico del precio de la energía eléctrica en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
- Cristian Picón, 2012, "¿Son más corruptos los países menos abiertos a los mercados internacionales? Aplicación de un modelo predictivo de clasificación basado en Redes Neuro," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1.
- JACKSON, Matthew O. & LOPEZ-PINTADO, Dunia, 2012, "Diffusion and contagion in networks with heterogeneous agents and homophily," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012012, Apr.
- David Matesanz Gomez & Guillermo J. Ortega & Benno Torgler, 2012, "Synchronization and Diversity in Business Cycles: A Network Approach Applied to the European Union," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2012-01, Jan.
- Carrasco, Raquel & García-Pérez, J. Ignacio, 2012, "Economic Conditions and Employment Dynamics of Immigrants versus Natives: Who Pays the Costs of the "Great Recession"?," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we1232, Nov.
- Mioara CHIRITA, 2012, "Usefulness of Artificial Neural Networks for Predicting Financial and Economic Crisis," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 61-66.
- Eleftherios Giovanis, 2012, "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," Economic Analysis and Policy, Elsevier, volume 42, issue 1, pages 79-96, March.
- Bax, Eric & Kuratti, Anand & Mcafee, Preston & Romero, Julian, 2012, "Comparing predicted prices in auctions for online advertising," International Journal of Industrial Organization, Elsevier, volume 30, issue 1, pages 80-88, DOI: 10.1016/j.ijindorg.2011.06.001.
- Abdou, Hussein A. & Pointon, John & El-Masry, Ahmed & Olugbode, Moji & Lister, Roger J., 2012, "A variable impact neural network analysis of dividend policies and share prices of transportation and related companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 796-813, DOI: 10.1016/j.intfin.2012.04.008.
- Nuray GUNERI TOSUNOGLU & Yasemin KESKIN BENLI, 2012, "Morgan Stanley Capital International Turkiye Endeksinin Yapay Sinir Aglari ile Ongorusu," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 12, issue 4, pages 541-547.
- Belgin AKÇAY, 2012, "Türkiye’de Cari Açığın Sürdürülebilirliği: Borç Krizindeki Yunanistan İle Bir Karşılaştırma," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 23, issue 84, pages 1-38, DOI: 10.5455/ey.34104.
- Belgin AKÇAY, 2012, "Borç Krizindeki GIIPS," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 23, issue 85, pages 23-56, DOI: 10.5455/ey.34101.
- Sorrosal Forradellas, M. T. & Barberà-Mariné, M. G. & Fernández Bariviera, Aurelio & Garbajosa-Cabello, M. J., 2012, "Advantages Of Using Self-Organizing Maps To Analyse Student Evaluations Of Teaching," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 53-71, May.
- Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velázquez, 2012, "Distances And Networks: The Case Of Mexico," Accounting & Taxation, The Institute for Business and Finance Research, volume 4, issue 2, pages 39-48.
- Julia M. Nunez Tabales & Jose Mª Caridad y Ocerin & Nuria Ceular Villamandos & Francisco Jose Rey Carmona, 2012, "Implicit Prices Associated To The Main Causal Attributes In Real Estate Valuation, Obtencion De Precios Implicitos Para Atributos Determinantes En La Valoracion De Una Vivienda," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 5, issue 3, pages 41-54.
- William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 2012, "A Single-Blind Controlled Competition Among Tests For Nonlinearity And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201219, Sep, revised Sep 2012.
- Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012, "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 3, pages 245-264, October, DOI: 10.1007/s10614-011-9288-5.
- Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012, "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, volume 23, issue 2, pages 337-357, April, DOI: 10.1007/s11079-010-9194-9.
- David Bessler & Zijun Wang, 2012, "D-separation, forecasting, and economic science: a conjecture," Theory and Decision, Springer, volume 73, issue 2, pages 295-314, August, DOI: 10.1007/s11238-012-9305-8.
- Jorge Barrientos & Edwin Rodas & Esteban Velilla & Mauricio Lopera & Fernando Villada, 2012, "A model for forecasting electricity prices in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 77, pages 91-127.
- Chaohua Dong & Jiti Gao, 2012, "Solving Replication Problems in Complete Market by Orthogonal Series Expansion," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/12, Mar.
- Alessandro Giovannelli, 2012, "Nonlinear Forecasting Using a Large Number of Predictors," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 143-150.
- Montero-Romero, Teresa & López-Martín, María del Carmen & Becerra-Alonso, David & Martínez-Estudillo, Francisco José, 2012, "Extreme Learning Machine to Analyze the Level of Default in Spanish Deposit Institutions || Análisis de la morosidad de las entidades financieras españolas mediante Extreme Learning Machine," 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 13, issue 1, pages 3-23, June.
- Kaizoji, Taisei, 2012, "A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction," MPRA Paper, University Library of Munich, Germany, number 38730, May.
- Bildirici, Melike & Ersin, Özgür, 2012, "Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models," MPRA Paper, University Library of Munich, Germany, number 40330, Jan, revised May 2012.
- Djennas, Meriem & Benbouziane, Mohamed & Djennas, Mustapha, 2012, "Agent-Based Modeling in Supply Chain Management:A Genetic Algorithm and Fuzzy Logic Approach," MPRA Paper, University Library of Munich, Germany, number 41782, Sep.
- Matkovskyy, Roman, 2012, "Forecasting the Index of Financial Safety (IFS) of South Africa using neural networks," MPRA Paper, University Library of Munich, Germany, number 42153, Aug.
- Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal, 2012, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," MPRA Paper, University Library of Munich, Germany, number 42563, Nov.
- du Jardin, Philippe, 2012, "The influence of variable selection methods on the accuracy of bankruptcy prediction models," MPRA Paper, University Library of Munich, Germany, number 44383, Jan.
- Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper, University Library of Munich, Germany, number 45977, Sep.
- Abounoori, Abbas Ali & Mohammadali, Hanieh & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "Comparative study of static and dynamic neural network models for nonlinear time series forecasting," MPRA Paper, University Library of Munich, Germany, number 46466, Oct.
- Giovanis, Eleftherios, 2012, "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," MPRA Paper, University Library of Munich, Germany, number 71218, Mar.
- Filiz Ozkan, 2012, "A Comparison of the Monetary Model and Artificial Neural Networks in Exchange Rate Forecasting," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 1-27.
- Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2012, "Reconsideration of Dimensions and Curve Fitting Practice in View of Georgescu-Roegen’s Epistemology in Economics," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 17-35, December.
- Vadim DUMITRASCU, 2012, "Positive Feedbacks, Diffusion Phenomenon and Competition between Standards on the Knowledge Markets," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 4, pages 73-79, November.
- Alessandro Giovannelli, 2012, "Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies," CEIS Research Paper, Tor Vergata University, CEIS, number 255, Nov, revised 08 Nov 2012.
- Ortíz Arango, Francsco & Cabrera Llanos, Agustín I. & Cruz Aranda, Fernando, 2012, "Modelado del comportamiento del tipo de cambio peso-dólar mediante redes neuronales diferenciales / Peso-Dollar Exchange Rate Behavior Modelling by means of Differential Neural Networks," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 2, issue 1, pages 49-64, enero-jun.
- Thomas Fellmann & Myrna Leeuwen & Petra Salamon & Ali Koc & Gulden Boluk, 2012, "EU Enlargement to Turkey: Potential Effects on Turkey’s Agricultural Income and Markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 2, issue 2, pages 1-16, December, DOI: 10.14208/BF03353834.
- Efstathios KIRKOS, 2012, "Predicting Auditor Switches By Applying Data Mining," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 3(21)/ Fa, pages 246-261.
- Nijkamp Peter, 2012, "Behaviour of Humans and Behaviour of Models in Dynamic Space," Quaestiones Geographicae, Sciendo, volume 31, issue 2, pages 7-19, June, DOI: 10.2478/v10117-012-0013-9.
- Andrew Sheng & Kian Teng Kwek & Cho Wai Cho, 2012, "Patterns Of Exchange Rates And Current Accounts: The East Asian Waltz," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 02, pages 1-34, DOI: 10.1142/S0217590812500099.
- Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2012, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/06.
- Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2012, "Support vector machines with evolutionary feature selection for default prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-030.
2011
- Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-27, Aug.
- Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-28, Aug.
- Michele Bagella & Francesco Busato, 2011, "Defining Green Finance and Green intermediaries," BANCARIA, Bancaria Editrice, volume 10, pages 14-24, October.
- Charle Augusto Londoño, 2011, "Regresión del cuantil aplicada al modelo de redes neuronales artificiales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 62-109, July, DOI: 10.32468/Espe.6403.
- L. Ferrara., 2011, "Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 24, pages 135-144, Winter.
- Panayotis G. Michaelides & Angelos T. Vouldis & Efthymios G. Tsionas, 2011, "Returns to scale, productivity and efficiency in US banking (1989-2000): the neural distance function revisited," Working Papers, Bank of Greece, number 126, Mar.
- Kock Anders Bredahl, 2011, "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 3, pages 1-32, October, DOI: 10.2202/1941-1928.1084.
- Charle Augusto Llondono, 2011, "Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAVIAR para el mercado de valores colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 62-109, DOI: 10.32468/Espe.6403.
- Charle Augusto Londono Henao & Yaneth María Cuan Jaramillo, 2011, "Modelos de precios de los activos: un ejercicio comparativo basado en redes neuronales aplicado al mercado de valores colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
- David Matesanz Gomez & Guillermo J. Ortega & Benno Torgler, 2011, "Measuring globalization: A hierarchical network approach," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2011-11, Apr.
- David Matesanz Gomez & Guillermo J. Ortega & Benno Torgler & German Dabat, 2011, "Co-movements in commodity prices: A note based on network analysis," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2011-21, Oct.
- Greta Falavigna, 2011, "An artificial neural network approach for assigning rating judgements to Italian Small Firms," 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 201104, Jun.
- Hamid Abrishami & Vida Varahrami, 2011, "Different methods for gas price forecasting," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 34, issue 96, pages 137-144, Diciembre.
- Linda Margarita Medina Herrera & Ernesto Pacheco Velázquez, 2011, "Comparando distancias en los mercados financieros mundiales," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 6, issue 2, pages 88-98.
- Mustapha Djennas & Mohamed Benbouziane & Meriem Djennas, 2011, "An Approach of Combining Empirical Mode Decomposition and Neural Network Learning for Currency Crisis Forecasting," Working Papers, Economic Research Forum, number 627, Jan, revised 09 Jan 2011.
- Timotej Jagric & Vita Jagric & Davorin Kracun, 2011, "Does Non-linearity Matter in Retail Credit Risk Modeling?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 4, pages 384-402, August.
- Maciel, Leandro S., 2011, "Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 59-73, November.
- Aracely Madrid & Adrian Chaparro & Raime Bustos & Antonio Rios, 2011, "Designing A Strategic Planning Tool Applying Artificial Neural Network Theory, Diseno De Una Herramienta De Planificacion Estrategica Aplicando Teoria De Redes Neuronales Artificiales," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 4, issue 4, pages 31-44.
- Thomas Grubinger & Achim Zeileis & Karl-Peter Pfeiffer, 2011, "evtree: Evolutionary Learning of Globally Optimal Classification and Regression Trees in R," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-20, Sep.
- Gómez-Ramos, Elsy L. & Venegas-Martínez, Francisco & Allier-Campuzano, Héctor, 2011, "Análisis comparativo entre modelos GARCH y redes neuronales en el pronóstico de los índices bursatiles IPC y Dow Jones," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 32, pages 3-22, cuarto tr.
- Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Norbert Schanne, 2011, "Neural networks for regional employment forecasts: are the parameters relevant?," Journal of Geographical Systems, Springer, volume 13, issue 1, pages 67-85, March, DOI: 10.1007/s10109-010-0133-5.
- Charle Londoño & Yaneth Cuan, 2011, "Asset Pricing Models: A Comparative Exercise Using Neural Networks to the Colombian Stock Market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 59-87.
- Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011, "Forecasting the Polish zloty with non-linear models," NBP Working Papers, Narodowy Bank Polski, number 81.
- Matthew O. Jackson & Dunia López Pintado, 2011, "Diffusion and contagion in networks with heterogeneous agents and homophily," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 11.14, Dec.
- Erick Lahura & Marco Vega, 2011, "Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-320.
- Nguefack-Tsague, Georges & Zucchini, Walter, 2011, "Modeling hierarchical relationships in epidemiological studies: a Bayesian networks approach," MPRA Paper, University Library of Munich, Germany, number 28232, Jan.
- Filippou, Miltiades & Zervopoulos, Panagiotis, 2011, "Developing a short-term comparative optimization forecasting model for operational units’ strategic planning," MPRA Paper, University Library of Munich, Germany, number 30766, Apr.
- Pugalendhi, Subburethina Bharathi & Nakkeeran, Senthil kumar, 2011, "Mind mapping management," MPRA Paper, University Library of Munich, Germany, number 33366, Aug, revised 12 Aug 2011.
- Malliaris, A.G. & Malliaris, Mary, 2011, "Are foreign currency markets interdependent? evidence from data mining technologies," MPRA Paper, University Library of Munich, Germany, number 35261, Nov.
- Su, EnDer & Fen, Yu-Gin, 2011, "Applying the structural equation model rule-based fuzzy system with genetic algorithm for trading in currency market," MPRA Paper, University Library of Munich, Germany, number 35474, Dec.
- Filippou, Miltiades & Zervopoulos, Panagiotis, 2011, "Developing a hybrid comparative optimization model for short-term forecasting: an ‘idle time interval’ roadmap for operational units’ strategic planning," MPRA Paper, University Library of Munich, Germany, number 41573, Aug.
- Jiří Trešl, 2011, "Srovnání vybraných metod predikce změn trendu indexu PX
[Selected Methods of the Prediction of PX Index Trend Reversal]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 2, pages 184-204, DOI: 10.18267/j.polek.780. - Lahura, Erick & Vega, Marco, 2011, "Wavelet-based Core Inflation Measures: Evidence from Peru," Working Papers, Banco Central de Reserva del Perú, number 2011-019, Dec.
- Nikola Gradojevic & Dragan Kukolj & Ramazan Gencay, 2011, "Clustering and Classification in Option Pricing," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 3, issue 2, pages 109-128, October.
- Guillaume Marceau, 2011, "Extended Information And Decision Networks," Journal of Internet Banking and Commerce, Nahum Goldmann, volume 16, issue 2, pages 01-10.
- Gimmy Nardó Sanjinés, 2011, "Análisis y pronóstico de la demanda de potencia eléctrica en Bolivia: una aplicación de redes neuronales," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 15, pages 45-77.
- Gimmy Nardó Sanjines, 2011, "Amenazas ambientales y vulnerabilidad en un contexto de variabilidad climática en Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 16, pages 81-130.
- Shih, Kuang Hsun & Cheng, Ching Chan & Wang, Yi Hsien, 2011, "Financial Information Fraud Risk Warning for Manufacturing Industry - Using Logistic Regression and Neural Network," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 54-71, March.
- Saman, Corina, 2011, "Scenarios of the Romanian GDP Evolution With Neural Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 129-140, December.
- Tonatiuh Peña & Serafín Martínez & Bolanle Abudu, 2011, "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Herbert Dawid & Willi Semmler, "Computational Methods in Economic Dynamics", DOI: 10.1007/978-3-642-16943-4_6.
- Andreas S. Andreou & George A. Zombanakis, 2011, "Financial Versus Human Resources In The Greek--Turkish Arms Race 10 Years On: A Forecasting Investigation Using Artificial Neural Networks," Defence and Peace Economics, Taylor & Francis Journals, volume 22, issue 4, pages 459-469, November, DOI: 10.1080/10242694.2010.539858.
- A. Nazif Çatik & Mehmet Karaçuka, 2011, "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," Journal of Business Economics and Management, Taylor & Francis Journals, volume 13, issue 2, pages 275-293, April, DOI: 10.3846/16111699.2011.620135.
- Peter Nijkamp, 2011, "Behaviour of Humans and Behaviour of Models in Dynamic Space," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-105/3, Jul.
- Alberto José Hurtado Briceño & Jaime Tinto Arandes & Sadcidi Zerpa, 2011, "Measuring the quality of life in Merida by means of fuzzy logic," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 36, issue 32, pages 67-94, july-dece.
- Sylvain Amisse & Paul Muller & Caroline Hussler & Patrick Rondé, 2011, "Do birds of a feather flock together? Proximities and inter-clusters network," ERSA conference papers, European Regional Science Association, number ersa11p1896, Sep.
- Witte, Björn-Christopher, 2011, "Removing systematic patterns in returns in a financial market model by artificially intelligent traders," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 82.
- Catik, A. Nazif & Karaçuka, Mehmet, 2011, "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 20.
- Moro, Russ & Härdle, Wolfgang Karl & Aliakbari, Saeideh & Hoffmann, Linda, 2011, "Forecasting corporate distress in the Asian and Pacific region," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-023.
2010
- Anders Bredahl Kock & Timo Teräsvirta, 2010, "Forecasting with nonlinear time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-01, Jan.
- Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010, "Diagnosis and Prediction of Market Rebounds in Financial Markets," Papers, arXiv.org, number 1003.5926, Mar, revised Mar 2011.
- Stanimir Kabaivanov, 2010, "Preventive Detection of Economic Problems by means of Neuron Networks," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 103-115.
- Huseyin Ince & Bora Aktan, 2010, "A Comparative Analysis of Individual and Ensemble Credit Scoring Techniques in Evaluating Credit Card Loan Applications," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 4, issue 1, pages 74-90.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley, 2010, "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/75, Dec.
- Joao A. Bastos, 2010, "Predicting bank loan recovery rates with neural networks," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1003, Jul.
- Charle Londono & Mauricio Lopera & Sergio Restrepo, 2010, "Teoría de precios de arbitraje. Evidencia empírica para Colombia a través de redes neuronales," Revista de Economía del Rosario, Universidad del Rosario.
- Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Vel�squez Ceballos, 2010, "Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV," Revista Semestre Económico, Universidad de Medellín.
- Albarrán Lozano, Irene & Alonso, Pablo J. & Marín Díazaraque, Juan Miguel, 2010, "Non-linear models of disability and age applied to census data," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws102410.
- Vasile MAZILESCU, 2010, "Incorporating the Basic Elements of a First-degree Fuzzy Logic and Certain Elments of Temporal Logic for Dynamic Management Applications," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 43-52.
- Zhang, Junni L. & Härdle, Wolfgang K., 2010, "The Bayesian Additive Classification Tree applied to credit risk modelling," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 5, pages 1197-1205, May.
- Demyanyk, Yuliya & Hasan, Iftekhar, 2010, "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, volume 38, issue 5, pages 315-324, October.
- Birol Yildiz & Ari Yezegel, 2010, "Fundamental Analysis With Artificial Neural Network," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 149-158.
- Jörg Uffen & Prof. Dr. Michael H. Breitner, 2009, "Stärkung des IT-Sicherheitsbewusstseins unter Berücksichtigung psychologischer und pädagogischer Merkmale," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 36, Oct.
- Aysu İNSEL & M. Nedim SUALP & Mesut KARAKAŞ, 2010, "A comparative analysis of the ARMA and Neural Network Models: A case of Turkish economy," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 290, pages 35-64.
- Chih Ming Tan, 2010, "No one true path: uncovering the interplay between geography, institutions, and fractionalization in economic development," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 7, pages 1100-1127, November/.
- Dev, Pritha, 2010, "Identity and Fragmentation in Networks," MPRA Paper, University Library of Munich, Germany, number 21632, Mar.
- Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi, 2010, "Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?," MPRA Paper, University Library of Munich, Germany, number 26326, Apr.
- Saltoglu, Burak & Yenilmez, Taylan, 2010, "Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash," MPRA Paper, University Library of Munich, Germany, number 26684, Nov.
- Antipov, Evgeny & Pokryshevskaya, Elena, 2010, "Mass appraisal of residential apartments: An application of Random forest for valuation and a CART-based approach for model diagnostics," MPRA Paper, University Library of Munich, Germany, number 27645, Jul.
- Antipov, Evgeny & Pokryshevskaya, Elena, 2010, "Applying a CART-based approach for the diagnostics of mass appraisal models," MPRA Paper, University Library of Munich, Germany, number 27646, Dec.
- Zombanakis, George A. & Andreou, Andreas A., 2010, "Financial versus human Resources in the Greek - Turkish Arms Race 10 Years on: A forecasting Investigation using Artificial Neural Networks," MPRA Paper, University Library of Munich, Germany, number 38408, Feb, revised 08 Nov 2010.
- Andreou, Andreas S. & Zombanakis, George A., 2010, "Financial vs human resources in the Greek-Turkish arms race 10 years on," MPRA Paper, University Library of Munich, Germany, number 38505, Nov.
- du Jardin, Philippe, 2010, "Predicting bankruptcy using neural networks and other classification methods: the influence of variable selection techniques on model accuracy," MPRA Paper, University Library of Munich, Germany, number 44375.
- du Jardin, Philippe & Séverin, Eric, 2010, "Dynamic analysis of the business failure process: A study of bankruptcy trajectories," MPRA Paper, University Library of Munich, Germany, number 44379, Jul.
- Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010, "Forecasting the Polish Zloty with Non-Linear Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 2, pages 151-167, March.
- Barrera, Carlos R., 2010, "Redes neuronales para predecir el tipo de cambio diario," Working Papers, Banco Central de Reserva del Perú, number 2010-001, Jan.
- Maria Plotnikova & Chokri Dridi, 2010, "A Cellular Automata Simulation of the 1990s Russian Housing Privatization Decision," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2010-05, Aug.
- Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2010, "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2010, Jun.
- Wonho Song, 2010, "Building an Early Warning System for Crude Oil Price Using Neural Network," East Asian Economic Review, Korea Institute for International Economic Policy, volume 14, issue 2, pages 79-109, DOI: 10.11644/KIEP.JEAI.2010.14.2.219.
- Manish Kumar, 2010, "Modelling Exchange Rate Returns Using Non-linear Models," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 1, pages 101-125, January, DOI: 10.1177/097380100900400105.
- Mathias Staudigl, 2010, "On a General class of stochastic co-evolutionary dynamics," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1001, Feb.
- Härdle, Wolfgang Karl & Moro, Rouslan A. & Hoffmann, Linda, 2010, "Learning machines supporting bankruptcy prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-032.
2009
- Anders Bredahl Kock, 2009, "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-18, May.
- Domagoj Sajter, 2009, "The Survey Of Certain Methods And Business Difficulties Or Bankruptcy Prediction Researches," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 18, issue 2, pages 429-452, december.
- Peña Tonatiuh & Martínez Serafín & Abudu Bolanle, 2009, "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Working Papers, Banco de México, number 2009-18, Dec.
- George A. Zombanakis & Constantinos Stylianou & Andreas S. Andreou, 2009, "The Greek Current Account Deficit:Is it Sustainable after all?," Working Papers, Bank of Greece, number 98, Jun.
- Bruno Ferreira Frascaroli & Luciano da Costa Silva & Osvaldo Cândido da Silva Filho, 2009, "Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 1, pages 73-106.
- Jaime Villamil, 2009, "Aproximación no lineal al modelo de overshooting usando redes neuronales multicapa para el tipo de cambio dólar-peso," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
- Jos� Mauricio Salazar S�enz, 2009, "Evaluaci�n de pron�stico de una red neuronal sobre el PIB en Colombia," Borradores de Economia, Banco de la Republica, number 5934, Oct.
- Juan David Velásquez & Carlos Jaime Franco & Hernán Alonso García, 2009, "Un Modelo No Lineal Para La Predicción De La Demanda Mensual De Electricidad En Colombia," Estudios Gerenciales, Universidad Icesi.
- Vasile MAZILESCU & Cornelia NOVAC-UDUDEC & Daniela SARPE & Mihaela NECULITA, 2009, "New Research Perspectives in the Emerging Field of Computational Intelligence to Economic Modeling," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 127-138.
- Kiani, K.M., 2009, "Neural Networks to Detect Nonlinearities in Time Series: Analysis of Business Cycle in France and the United Kingdom," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
- Coca Carasila, Andrés Milton & Villagómez Méndez, Juan, 2009, "La demanda de telefonía fija y móvil: Una aplicación de redes neuronales artificiales," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
- Bart Baesens, 2009, "Data Mining. New Trends, Applications and Challenges," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 1, pages 46-61.
- Michaela Vlasáková Baruníková, 2009, "Option Pricing: The empirical tests of the Black-Scholes pricing formula and the feed-forward networks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/16, Apr, revised Apr 2009.
- Yuliya Demyanyk & Iftekhar Hasan, 2009, "Financial crises and bank failures: a review of prediction methods," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0904, DOI: 10.26509/frbc-wp-200904.
- Alexandre Souza & Gabriel Porcile, 2009, "Aplicação da lógica fuzzy em processos de decisão econômica," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0084.
- Kayhan Koleyni, 2009, "Using Artificial Neural Networks For Income Convergence," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 141-152.
- Khurshid M. Kiani, 2009, "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 1, pages 37-54, April.
- Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009, "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 9, issue 1, pages 17-29, May.
- Marc Ryser & Stefan Denzler, 2009, "Selecting credit rating models: a cross-validation-based comparison of discriminatory power," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 187-203, June, DOI: 10.1007/s11408-009-0101-6.
- Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Norbert Schanne, 2009, "Neural Networks for Cross-Sectional Employment Forecasts: A Comparison of Model Specifications for Germany," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0903, Feb.
- Mishra, SK, 2009, "The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization," MPRA Paper, University Library of Munich, Germany, number 12723, Jan.
- Spiliopoulos, Leonidas, 2009, "Neural networks as a learning paradigm for general normal form games," MPRA Paper, University Library of Munich, Germany, number 16765, Aug.
- Deetz, Marcus & Poddig, Thorsten & Varmaz, Armin, 2009, "Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik
[Classifying Hedge Funds using k-means Clustering of Self-Organizing Maps: a," MPRA Paper, University Library of Munich, Germany, number 16939, Aug. - Leonidas, Spiliopoulos, 2009, "Learning backward induction: a neural network agent approach," MPRA Paper, University Library of Munich, Germany, number 17267, Sep.
- Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle, 2009, "Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora," MPRA Paper, University Library of Munich, Germany, number 19560, Dec.
- Giovanis, Eleftherios, 2009, "Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB," MPRA Paper, University Library of Munich, Germany, number 22326.
- Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine, 2009, "Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables," MPRA Paper, University Library of Munich, Germany, number 26484.
- Mateou, Nicos H. & Zombanakis, George A., 2009, "Fuzzy cognitive maps face the question of the Greek current account deficit sustainability," MPRA Paper, University Library of Munich, Germany, number 38574, Sep.
- du Jardin, Philippe, 2009, "Bankruptcy prediction models: How to choose the most relevant variables?," MPRA Paper, University Library of Munich, Germany, number 44380, Jan.
- Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Norbert Schanne, 2009, "Neural Networks for Regional Employment Forecasts: Are the Parameters Relevant?," Working Paper series, Rimini Centre for Economic Analysis, number 07_09, Jan, revised Feb 2010.
- Nikola Gradojevic & Ramazan Gencay & Dragan Kukolj, 2009, "Option Pricing with Modular Neural Networks," Working Paper series, Rimini Centre for Economic Analysis, number 32_09, Jan.
- Natalya Egorova & Albert Bakhtizin & Yang Xuan, 2009, "Application of Statistical Methods and Neural Networks to Analysis of Factors of Small Business Development (the Case of China)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 15, issue 3, pages 3-15.
- Nastac, Iulian & Bacivarov, Angelica & Costea, Adrian, 2009, "A Neuro-Classification Model for Socio-Technical Systems," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 100-109, September.
- Morariu, Nicolae & Iancu, Eugenia & Vlad, Sorin, 2009, "A Neural Network Model for Time-Series Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 213-223, December.
- Cristian BÃLAN, 2009, "The Use Of Neural Networks In The Operational Risk Data Modeling," Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION, number 47, Aug.
- Silvia Salini & Ron Kenett, 2009, "Bayesian networks of customer satisfaction survey data," Journal of Applied Statistics, Taylor & Francis Journals, volume 36, issue 11, pages 1177-1189, DOI: 10.1080/02664760802587982.
- Luca Grilli & Angelo Sfrecola, 2009, "A Neural Networks approach to Minority Game," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number lg_nca_2009, Oct, DOI: 10.1007/s00521-007-0163-1.
- Alberto J. Hurtado & Jaime Tinto Arandes, 2009, "A new technique to measure poverty using the theory of fuzzy logic," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 34, issue 28, pages 213-237, july-dece.
- Patuelli, R. & Reggiani, A. & Nijkamp, P. & Schanne, N., 2009, "Neural networks for cross-sectional employment forecasts: a comparison of model specifications for germany," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0014.
- Demyanyk, Yuliya & Hasan, Iftekhar, 2009, "Financial crises and bank failures: a review of prediction methods," Bank of Finland Research Discussion Papers, Bank of Finland, number 35/2009.
2008
- Christian M. Dahl & Yu Qin, 2008, "The limiting behavior of the estimated parameters in a misspecified random field regression model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-45, Sep.
- Eduardo Mendes & Les Oxley & Marco Reale, 2008, "Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/05, Jan.
- Juan Camilo Santana, 2008, "La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
- George Atsalakis & Dimitrios Nezis & George Matalliotakis & Camelia Ioana Ucenic & Christos Skiadas, 2008, "Forecasting Mortality Rate Using a Neural Network with Fuzzy Inference System," Working Papers, University of Crete, Department of Economics, number 0806, Nov.
- George Atsalakis & Camelia Ioana Ucenic & Christos Skiadas, 2008, "Forecasting Unemployment Rate Using a Neural Network with Fuzzy Inference System," Working Papers, University of Crete, Department of Economics, number 0823, Sep.
- Laura Auria & Rouslan A. Moro, 2008, "Support Vector Machines (SVM) as a Technique for Solvency Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 811.
- Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008, "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 175-192, May.
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