2021
DOI: 10.3390/e23010106
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Neural Networks for Estimating Speculative Attacks Models

Abstract: Currency crises have been analyzed and modeled over the last few decades. These currency crises develop mainly due to a balance of payments crisis, and in many cases, these crises lead to speculative attacks against the price of the currency. Despite the popularity of these models, they are currently shown as models with low estimation precision. In the present study, estimates are made with first- and second-generation speculative attack models using neural network methods. The results conclude that the Quant… Show more

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Cited by 2 publications
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References 35 publications
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