Developing an early warning system to predict currency crises

No abstract is available for this paper.

• Publication year

  2014

• Venue

  European Journal of Operational Research

• Publication date

  2014-09-16

• Fields of study

  Computer Science, Economics

• Identifiers
  DOI 10.1016/J.EJOR.2014.02.047
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Cash demand forecasting in ATMs by clustering and neural networks

  2014cited by this paper
• Modeling special-day effects for forecasting intraday electricity demand

  2013cited by this paper
• A machine learning-based usability evaluation method for eLearning systems

  2013cited by this paper
• Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization

  2013cited by this paper
• Forecasting wind speed with recurrent neural networks

  2012cited by this paper
• Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time

  2012cited by this paper
• An analytic approach to better understanding and management of coronary surgeries

  2012cited by this paper
• An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data

  2012influential reference
• Heuristic bivariate Forecasting Model of Multi-Attribute Fuzzy Time Series Based on Fuzzy Clustering

  2012cited by this paper
• Classification and regression trees

  2012cited by this paper
• A comparative study of artificial neural networks, and decision trees for digital game content stocks price prediction

  2011cited by this paper
• Development of a structural equation modeling-based decision tree methodology for the analysis of lung transplantations

  2011cited by this paper
• A decision support system for usability evaluation of web-based information systems

  2011cited by this paper
• A machine learning-based approach to prognostic analysis of thoracic transplantations

  2010cited by this paper
• A multiscale neural network learning paradigm for financial crisis forecasting

  2010cited by this paper
• Financial Crises and Bank Failures: A Review of Prediction Methods

  2010cited by this paper
• Income prediction in the agrarian sector using product unit neural networks

  2010cited by this paper
• Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey

  2010cited by this paper
• Predicting the graft survival for heart-lung transplantation patients: An integrated data mining methodology

  2009cited by this paper
• Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach

  2008cited by this paper
• Comparing early warning systems for banking crises

  2008cited by this paper
• China's vulnerability to currency crisis: A KLR signals approach

  2008cited by this paper
• Production , Manufacturing and Logistics DEA as a tool for bankruptcy assessment : A comparative study with logistic regression technique

  2008cited by this paper
• Rough Sets and the role of the monetary policy in financial stability (macroeconomic problem) and the prediction of insolvency in insurance sector (microeconomic problem)

  2007cited by this paper
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review

  2007cited by this paper
• A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?

  2006cited by this paper
• Currency crises: Are they all the same?☆

  2006cited by this paper
• Indicators and Analysis of Vulnerability to Currency Crisis: Thailand

  2006cited by this paper
• Using Neural Networks to Support Early Warning System for Financial Crisis Forecasting

  2005cited by this paper
• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: The Turkish case

  2005cited by this paper
• Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models

  2004cited by this paper
• Induction of decision trees

  2004influential reference
• The Elements of Statistical Learning

  2003cited by this paper
• EADN regional project on indicators and analyses of vulnerabilities to economic crises

  2003cited by this paper
• Towards a new early warning system of financial crises

  2002cited by this paper
• Making best use of model evaluations to compute sensitivity indices

  2002cited by this paper
• Editorial: Understanding and Using the Power of Outliers in Statistical Modeling

  2001cited by this paper
• Monitoring Economic Vulnerability and Performance: Applications to the Philippines

  2001influential reference
• A note on linear combination of predictors

  2000cited by this paper
• Neural and adaptive systems

  2000cited by this paper
• Composite Forecasting: Combining Forecasts for Improved Accuracy

  2000influential reference
• Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System

  2000influential reference
• Neural network credit scoring models

  2000cited by this paper
• The contributions of domestic and external factors to Latin American devaluation crises: an early warning systems approach

  1999cited by this paper
• Predicting currency crises:: The indicators approach and an alternative

  1999cited by this paper
• Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis

  1999cited by this paper
• What Caused the Asian Currency and Financial Crisis

  1999cited by this paper
• A LEADING INDICATORS APPROACH TO THE PREDICTABILITY OF CURRENCY CRISES: THE CASE OF TURKEY

  1999cited by this paper
• Contagion and Trade: Why Are Currency Crises Regional?

  1998cited by this paper
• Leading Indicators of Currency Crises

  1997influential reference
• A comparison of neural networks and linear scoring models in the credit union environment

  1996cited by this paper
• The Twin Crises: The Causes of Banking and Balance-Of-Payments Problems

  1996cited by this paper
• Currency crashes in emerging markets: An empirical treatment

  1996cited by this paper
• Exchange market mayhem: the antecedents and aftermath of speculative attacks

  1995influential reference
• A neural network for classifying the financial health of a firm

  1995cited by this paper
• Forecaster diversity and the benefits of combining forecasts

  1995cited by this paper
• C4.5: Programs for Machine Learning

  1992influential reference
• Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks

  1990cited by this paper
• Sensitivity analysis in neural net solutions

  1989cited by this paper
• European Journal of Operational Research

  year unknowncited by this paper

• Convolutional neural networks to signal currency crises: From the Asian financial crisis to the Covid crisis

  2026cites this paper
• Economic Policy Uncertainty, Geopolitical Risk, and the U.S.–China Relations: A Risk Transmission Perspective

  2025cites this paper
• Fifty years at the interface between financial modeling and operations research

  2025cites this paper
• Neural Network Model for Early Detection of Currency Crisis in Singapore: Optimization Comparison

  2025cites this paper
• Investigating the Efficacy of Topologically Derived Time Series for Flare Forecasting. II. XGBoost Model

  2025cites this paper
• Can we better predict financial crisis? The role of Laplacian-energy-like measure

  2025cites this paper
• Predicting abnormal capital flow episodes with machine learning methods

  2025cites this paper
• Value-enhancing modeling of surrenders and lapses

  2024cites this paper
• Developing Intelligent and Immutable Vaccine Supply and Operation Platform Using Blockchain and Artificial Intelligence Technologies

  2024cites this paper
• Macroeconomic Currency Crisis Early Warning Indicators in Emerging Countries

  2024cites this paper
• Predicting Stock Price Crash Risk in China: A Modified Graph WaveNet Model

  2024cites this paper
• The Resilience Hype-train and How to Jump on it as a Macro-Economist

  2024cites this paper
• Implementation of Neural Network in Early Detection of Financial Crisis in Singapore

  2024cites this paper
• What postpones degree completion? Discovering key predictors of undergraduate degree completion through explainable artificial intelligence (XAI)

  2024cites this paper
• Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach

  2024cites this paper
• Determinants of Islamic bank stability in Asia

  2024cites this paper
• Ranking of Factors Affecting Currency Crises and Their Implications for the Iranian Economy.

  2024cites this paper
• Stock Market Crash Forecasting Using an Assembly of Deep Learning Classifiers

  2024cites this paper
• Analysis of Financial Contagion and Prediction of Dynamic Correlations During the COVID-19 Pandemic: A Combined DCC-GARCH and Deep Learning Approach

  2024cites this paper
• Investigating the Efficacy of Topologically Derived Time Series for Flare Forecasting. I. Data Set Preparation

  2024cites this paper
• A decision support framework for misstatement identification in financial reporting: A hybrid tree-augmented Bayesian belief approach

  2024cites this paper
• Examining the research taxonomy of artificial intelligence, deep learning & machine learning in the financial sphere—a bibliometric analysis

  2023cites this paper
• Early warning systems via machine learning: a study of currency crises

  2023cites this paper
• STanHop: Sparse Tandem Hopfield Model for Memory-Enhanced Time Series Prediction

  2023cites this paper
• Fundamental predictors of price bubbles in precious metals: a machine learning analysis

  2023cites this paper
• Analyzing the Impact of Foreign Capital Inflows on the Current Account Balance in Developing Economies: A Panel Data Approach

  2023cites this paper
• Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model

  2023cites this paper
• Why EWSs for financial crises failed during the Covid-19 pandemic: The example of Serbia

  2023cites this paper
• Türkiye’de Finansal Krizlerin Belirleyicilerinin Öngörülebilirliği: Logit Modeli

  2023cites this paper
• Forecasting China’s stock market risk under the background of the Stock Connect programs

  2023cites this paper
• Financial Linkage via Idiosyncratic Shocks: A Case in an Emerging Market

  2023cites this paper
• Does machine learning help private sectors to alarm crises? Evidence from China’s currency market

  2023cites this paper
• An Intelligent Hybrid Model Using Artificial Neural Networks and Particle Swarm Optimization Technique For Financial Crisis Prediction

  2022cites this paper
• Deep Learning based Currency Exchange Volatility Classifier for Best Trading Time Recommendation

  2022cites this paper
• Vulnerability of Islamic banking in ASEAN

  2022cites this paper
• An Early Warning System for Currency Crises in Emerging Countries

  2022cites this paper
• Multivariate stochastic volatility for herding detection: Evidence from the energy sector

  2022cites this paper
• Determinants of Islamic Banking Vulnerability in Indonesia from 2014 to 2020

  2022cites this paper
• Research on prediction of China’s financial systematic risk based on the hybrid model

  2022cites this paper
• MAPPING CURRENT STATE IN THE FIELD OF PREDICTION METHODS OF BUSINESS AND ECONOMIC CHARACTERISTICS ACROSS INDUSTRIES

  2022cites this paper
• Failure threats of insurance companies: A case study of financial environments of Jordan

  2021cites this paper
• Predicting Fundraising Performance in Medical Crowdfunding Campaigns Using Machine Learning

  2021cites this paper
• Credit default prediction from user-generated text in peer-to-peer lending using deep learning

  2021cites this paper
• Sovereign Debt and Currency Crises Prediction Models Using Machine Learning Techniques

  2021influential citation
• Development of a machine-learning-based decision support mechanism for predicting chemical tanker cleaning activity

  2021cites this paper
• Detecting inorganic financial campaigns on Twitter

  2021cites this paper
• Firm Performance Prediction for Macroeconomic Diffusion Index using Machine Learning

  2021cites this paper
• Modelling the bioeconomy: Emerging approaches to address policy needs

  2021cites this paper
• Forecasting the risk at infractions: an ensemble comparison of machine learning approach

  2021cites this paper
• Predicting stock market crisis via market indicators and mixed frequency investor sentiments

  2021cites this paper
• Developing a decision support system to detect material weaknesses in internal control

  2021cites this paper
• Where does the Stimulus go? Deep Generative Model for Commercial Banking Deposits

  2021cites this paper
• Artificial neural network incorporated decision support tool for point velocity prediction

  2020cites this paper
• Development of a Bayesian Belief Network-based DSS for predicting and understanding freshmen student attrition

  2020cites this paper
• Predicting stock market crises using daily stock market valuation and investor sentiment indicators

  2020cites this paper
• Predicting product return volume using machine learning methods

  2020cites this paper
• Predicting customer demand for remanufactured products: A data-mining approach

  2020cites this paper
• A conditional fuzzy inference approach in forecasting

  2020cites this paper
• The Tobit cointegrated vector autoregressive model: An application to the currency market

  2020cites this paper
• Kerentanan Perbankan di Indonesia

  2020cites this paper
• Generative adversarial network-based semi-supervised learning for real-time risk warning of process industries

  2020cites this paper
• Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?

  2020cites this paper
• Artificial Intelligence in Asset Management

  2020cites this paper
• Deep Learning: Credit Default Prediction from User-Generated Text

  2020cites this paper
• Forecasting Crude Oil Market Crashes Using Machine Learning Technologies

  2020cites this paper
• A service analytic approach to studying patient no-shows

  2020cites this paper
• Deep learning in finance and banking: A literature review and classification

  2020cites this paper
• Lessons from the Experiences of Currency Crisis, Focused on the Cases of Korea, Argentina, Mexico and Greece

  2020cites this paper
• A Team-Compatibility Decision Support System for the National Football League

  2020cites this paper
• Εκπαίδευση, Δια Βίου Μάθηση, Έρευνα και Τεχνολογική Ανάπτυξη,

  2020cites this paper
• Are Crises Predictable? A Review of the Early Warning Systems in Currency and Stock Markets.

  2020influential citation
• Determinants of banking crisis: The case of Vietnam

  2020cites this paper
• A Kalman filter-based hybridization model of statistical and intelligent approaches for exchange rate forecasting

  2020cites this paper
• A machine learning approach to predict the success of crowdfunding fintech project

  2020cites this paper
• Model kursu walutowego PLN/EUR. Aplikacja modelu Tobit-CVAR

  2020cites this paper
• Network‐based early warning system to predict financial crisis

  2019cites this paper
• Banking supervision with the use of innovative statistical techniques

  2019cites this paper
• Medición de la vulnerabilidad monetaria en el área latinoamericana bajo un enfoque de señales “móviles”

  2019cites this paper
• Currency Crises Prediction Using Deep Neural Decision Trees

  2019cites this paper
• Bayesian Classifier Applied to Higher Education Dropout

  2019cites this paper
• An integrated early warning system for stock market turbulence

  2019cites this paper
• Predicting firm failure in the software industry

  2019cites this paper
• Dropout-Permanence Analysis of University Students Using Data Mining

  2019cites this paper
• PRAM: A Novel Approach for Predicting Riskless State of Commodity Future Arbitrages With Machine Learning Techniques

  2019cites this paper
• Predicting Banking Sector Crisis using ANNs: Indian context

  2019cites this paper
• Predicting Systemic Banking Crises using Extreme Gradient Boosting

  2019cites this paper
• Integration of Data Technology for Analyzing University Dropout

  2019cites this paper
• Identifying the Early Warnings of Currency Crisis in India

  2019cites this paper
• Disaster Early Warning Systems: The Potential Role and Limitations of Emerging Text and Data Messaging Mitigation Capabilities

  2019cites this paper
• Predicting Self-declared Movie Watching Behavior Using Facebook Data and Information-Fusion Sensitivity Analysis

  2019cites this paper
• Determinants of currency crises in the Republic of Serbia

  2019cites this paper
• Data Mining to Identify Risk Factors Associated with University Students Dropout

  2019cites this paper
• Intelligent and Distributed Data Warehouse for Student's Academic Performance Analysis

  2019cites this paper
• An Early Warning Method for Basic Commodities Price Based on Artificial Neural Networks

  2019cites this paper
• Anticipation of Currency Crisis in Iran Economy with the Use of an Early Warning System

  2019influential citation
• Bayesian Model for Agricultural Product Logistics Safety Early Warning

  2019cites this paper
• An Early Warning Method for Agricultural Products Price Spike Based on Artificial Neural Networks Prediction

  2019cites this paper
• Identifying currency crises indicators: the case of Egypt

  2019cites this paper
• Early Warning Systems for Currency Crises with Real-Time Data

  2019influential citation
• Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform

  2018cites this paper