This paper presents a method for the definition of the variables that determine the default. The choice of key-variables in default risk analysis is very important for banks and firms. Indeed, when a firm goes bankrupt, serious problems arise for all the stakeholders of the firm, as well as, for...

For most of the locations all over Egypt the records of diffuse radiation in whatever scale are non-existent. In case that it exists, the quality of these records is not as good as it should be for most purposes and so an estimate of its values is desirable. To achieve such a task, an artificial...

Recently, applying the novel data mining techniques for financial time-series forecasting has received much research attention. However, most researches are for the US and European markets, with only a few for Asian markets. This research applies Support-Vector Machines (SVMs) and Back...

Recently, applying the novel data mining techniques for financial time-series forecasting has received much research attention. However, most researches are for the US and European markets, with only a few for Asian markets. This research applies Support-Vector Machines (SVMs) and Back...

This study was designed: (a) to investigate a simple neural-network solution to forecasting the special class of time series corresponding to a wide range of ARMA(p,q) structures; (b) to study the significance of matching the input window size with the nature of time series. The study adopted a...