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Details for article 10 of 10 found articles
| Title: |
SOM-based data analysis of speculative attacks' real effects |
| Author: |
Arciniegas Rueda, Ismael E. Arciniegas, Fabio A. |
| Appeared in: |
Intelligent data analysis |
| Paging: | Volume 13 (2009) nr. 2 pages 261-300 |
| Year: |
2009-04-22 |
| Contents: |
In some cases, currency crises are followed by strong recessions (e.g., recent Asian and Argentinean crises), but in other cases they are not. This paper uses Self-Organizing Maps (SOM) to search for meaningful associations between speculative attacks' real effects and 28 variables that characterize the economic, financial, legal, and socio-political structure of the country at the onset of the attack. SOM is a neural network-based generalization of Principal Component Analysis (PCA) that provides an efficient non-linear projection of the multidimensional data space on a curved surface. This paper finds a strong association of speculative attacks` real effects with fundamentals and the banking sector structure. |
| Publisher: |
IOS Press |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 10 of 10 found articles
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