YU, LEAN; LAI, KIN KEUNG; WANG, SHOU-YANG - In: International Journal of Information Technology & … 05 (2006) 03, pp. 437-454
The main purpose of this study is to devise a general regression neural network (GRNN)-based currency crisis forecasting model for Southeast Asian economies based upon the disastrous 1997–1998 currency crisis experience. For this some typical indicators of currency exchange rates volatility...