Explaining Currency Crises: A Statistical Machine Learning Approach: Understanding why some currency crises are followed by strong recesions but others are not Год выпуска: 2010Автор: Ismael Arciniegas RuedaИздательство: Страниц: 472ISBN: 3838342569Описание The motivation of this book is to gain new understanding of currency crises? aftermaths by systematically studying the different financial and socio-economic variables that determine currency crises' effects on economic output. This book uses statistical machine learning algorithms such as neural networks and support vector machines to rank the most important variables in explaining currency crises aftermaths. The book also compares the machine learning results with the ones obtained from more traditional econometric methods.
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