Using Neural Networks to Tune the Fluctuation of Daily Financial Condition Indicator for Financial Crisis Forecasting.
Kyong Joo OhTae Yoon KimChiho KimSuk Jun LeePublished in: Australian Conference on Artificial Intelligence (2006)
Keyphrases
- financial crisis
- neural network
- exchange rate
- early warning
- financial data
- stock market
- financial time series
- stock price
- short term
- game theory
- convertible bonds
- corporate governance
- financial news
- foreign exchange
- artificial neural networks
- sufficient conditions
- back propagation
- decision support system
- financial forecasting
- fault diagnosis
- stock exchange
- long run
- credit risk
- fuzzy logic
- non stationary
- management system
- prediction model
- cost effective