Usefulness of support vector machine to develop an early warning system for financial crisis

Jae Joon Ahn; Kyong Joo Oh; Tae Yoon Kim; Dong Ha Kim

doi:10.1016/j.eswa.2010.08.085

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JOURNAL ARTICLE

Usefulness of support vector machine to develop an early warning system for financial crisis

Jae Joon Ahn Kyong Joo Oh Tae Yoon Kim Dong Ha Kim

Year: 2010 Journal: Expert Systems with Applications Vol: 38 (4)Pages: 2966-2973 Publisher: Elsevier BV

DOI: 10.1016/j.eswa.2010.08.085

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Keywords:

Herding Support vector machine Financial crisis Warning system Early warning system Artificial intelligence Computer science Real economy Machine learning Financial market Finance Business Financial system Economics Geography Macroeconomics Monetary economics

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Complex Systems and Time Series Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Market Dynamics and Volatility

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Usefulness of support vector machine to develop an early warning system for financial crisis

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Citation History

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