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Volumn 4304 LNAI, Issue , 2006, Pages 607-616

Using neural networks to tune the fluctuation of daily financial condition indicator for financial crisis forecasting

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; ELECTRONIC TRADING; FINANCIAL MARKETS; TUNING;

EID: 78650684313     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11941439_65     Document Type: Conference Paper
Times cited : (5)

References (14)
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    • In: D.E. Rumelhart, J.L. McClelland, and PDP research group (Eds.)MA: MIT Press, Cambridge
    • Rumelhart, D.E., Hinton, G.E., Williams, R.J.: Learning internal representations by back propagation. In: D.E. Rumelhart, J.L. McClelland, and PDP research group (Eds.); Parallel Distributed Processing. MA: MIT Press, Cambridge (1986).
    • (1986) Parallel Distributed Processing
    • Rumelhart, D.E.1    Hinton, G.E.2    Williams, R.J.3
  • 6
    • 0037298247 scopus 로고    scopus 로고
    • Was financial market contagion the source of economic crisis in Asia? Evidence using a multivariate VAR model
    • Khalid, A.M., Kawai, M.: Was financial market contagion the source of economic crisis in Asia? Evidence using a multivariate VAR model. Journal of Asian Economics 14 (2003) 131-156.
    • (2003) Journal of Asian Economics , vol.14 , pp. 131-156
    • Khalid, A.M.1    Kawai, M.2
  • 7
    • 0039624712 scopus 로고    scopus 로고
    • The twin crises: The causes of banking and balance-ofpayments problems
    • Kaminsky, G.L., Reinhart, C.M.: The twin crises: The causes of banking and balance-ofpayments problems. American Economic Review 89 (1999) 473-500.
    • (1999) American Economic Review , vol.89 , pp. 473-500
    • Kaminsky, G.L.1    Reinhart, C.M.2
  • 8
    • 1442281054 scopus 로고    scopus 로고
    • Korea financial condition indicator using a neural network trained on the 1997 crisis
    • Kim, T.Y., Hwang, C., Lee, J.: Korea financial condition indicator using a neural network trained on the 1997 crisis. Journal of Data Science 2 (2004a) 371-381.
    • (2004) Journal of Data Science , vol.2 , pp. 371-381
    • Kim, T.Y.1    Hwang, C.2    Lee, J.3
  • 9
    • 1442286179 scopus 로고    scopus 로고
    • Usefulness of artificial neural networks for early warning system of economic crisis
    • Kim, T.Y., Oh, K.J., Sohn, I., Hwang, C.: Usefulness of artificial neural networks for early warning system of economic crisis. Expert Systems with Applications 26 (2004b) 585-592.
    • (2004) Expert Systems with Applications , vol.26 , pp. 585-592
    • Kim, T.Y.1    Oh, K.J.2    Sohn, I.3    Hwang, C.4
  • 10
    • 10244222718 scopus 로고    scopus 로고
    • Artificial neural networks for non-stationary time series
    • Kim, T.Y., Oh, K.J. Kim, C., Do, J.D.: Artificial Neural Networks for Non-Stationary Time Series. Neurocomputing 61 (2004c) 439-447.
    • (2004) Neurocomputing , vol.61 , pp. 439-447
    • Kim, T.Y.1    Oh, K.J.2    Kim, C.3    Do, J.D.4
  • 11
    • 33646703459 scopus 로고    scopus 로고
    • Using neural networks to support early warning system for financial crisis forecasting
    • Oh, K.J., Kim, T.Y., Lee, H.Y., Lee, H.: Using Neural Networks to support Early Warning System for Financial Crisis Forecasting. Lecture Notes in Artificial Intelligence 3809 (2005) 284-296.
    • (2005) Lecture Notes in Artificial Intelligence , vol.3809 , pp. 284-296
    • Oh, K.J.1    Kim, T.Y.2    Lee, H.Y.3    Lee, H.4
  • 12
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    • An early warning system for detection of financial crisis using financial market volatility
    • Oh, K.J., Kim, T.Y., Kim, C.: An Early Warning System for detection of Financial Crisis using Financial Market Volatility. Expert Systems 23 (2006) 83-98.
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    • Oh, K.J.1    Kim, T.Y.2    Kim, C.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.