An early warning system for detection of financial crisis using financial market volatility

Expert Systems

Volumn 23, Issue 2, 2006, Pages 83-98

  Oh, Kyong Joo ^a   Kim, Tae Yoon ^b   Kim, Chiho ^c,d  

^a Yonsei University   (South Korea)

^b Keimyung University   (South Korea)

^c Korea Deposit Insurance Corporation   (South Korea)

^d Research Department   (South Korea)

Author keywords

Artificial neural network; Daily financial condition indicator; Financial crisis; Genetic algorithm; Volatility

Indexed keywords

DAILY FINANCIAL CONDITION INDICATOR; FINANCIAL CRISIS; FINANCIAL MARKET VOLATILITY;

ALARM SYSTEMS; GENETIC ALGORITHMS; LEARNING SYSTEMS; MARKETING; NEURAL NETWORKS; PATTERN RECOGNITION;

FINANCE;

EID: 33646697767     PISSN: 02664720     EISSN: 14680394     Source Type: Journal    
DOI: 10.1111/j.1468-0394.2006.00326.x     Document Type: Article

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