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P. Sarlin and D. Marghescu

Peter Sarlin & Dorina Marghescu

Intelligent Systems in Accounting, Finance and Management: An International Journal2011article
ABDC B
Weight
0.26

Abstract

Throughout the 1990s, four global waves of financial turmoil occurred. The beginning of the 21st century has also suffered from several crisis episodes, including the global financial crisis of 2008–2009. However, to date, the forecasting results are still disappointing. This paper examines whether new insights can be gained from the application of the self-organizing map (SOM) – a non-parametric neural-network-based visualization tool. We develop a SOM-based model for prediction of currency crises. We evaluate the predictive power of the model and compare it with that of a classical probit model. The results indicate that the SOM-based model is a feasible tool for predicting currency crises. Moreover, its visual capabilities facilitate the understanding of the factors and conditions that contribute to the emergence of currency crises. Copyright © 2011 John Wiley & Sons, Ltd.

Cite this paper

@article{peter2011,
  title        = {{P. Sarlin and D. Marghescu}},
  author       = {Peter Sarlin & Dorina Marghescu},
  journal      = {Intelligent Systems in Accounting, Finance and Management: An International Journal},
  year         = {2011},
}

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P. Sarlin and D. Marghescu

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Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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