Forecasting the Index of Financial Safety (IFS) of South Africa using neural networks
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- Matkovskyy, Roman, 2012. "The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model," MPRA Paper 42173, University Library of Munich, Germany.
- Mr. Abdul d Abiad, 2003. "Early Warning Systems: A Survey and a Regime-Switching Approach," IMF Working Papers 2003/032, International Monetary Fund.
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- Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45615, University Library of Munich, Germany.
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International Journal of Economics and Financial Issues, Econjournals, vol. 3(2), pages 466-475.
- Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper 45977, University Library of Munich, Germany.
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More about this item
Keywords
Index of Financial Safety (IFS); neural networks; nonlinear dynamic network (NDN); nonlinear autoregressive model with exogenous input (NARX); forecast;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AFR-2012-11-03 (Africa)
- NEP-CMP-2012-11-03 (Computational Economics)
- NEP-FOR-2012-11-03 (Forecasting)
- NEP-ORE-2012-11-03 (Operations Research)
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