Prediction of financial crises using statistic model and intelligent technologies in ubiquitous environments
by Junsuke Senoguchi; Setsuya Kurahashi
International Journal of Computer Applications in Technology (IJCAT), Vol. 48, No. 2, 2013

Abstract: A large number of earlier studies partially revealed the mechanism of the financial crises in recent years. However, no study has yet conducted the variable selection from the mounds of factors including the critical component of key macro financial statistics. This study, using a traditional logistic model and intelligent system technologies, explored some key influential factors on the occurrence of the financial crises. As a result, the cyclical component of the current account as percentages of GDP and the cyclical component of the domestic loan as percentages of GDP have been proven a key factor to predict a financial crisis. In the present, China and Malaysia can be classified as a crises group with 77% of possibilities.

Online publication date: Sun, 25-Aug-2013

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Computer Applications in Technology (IJCAT):
Login with your Inderscience username and password:

    Username:        Password:         

Forgotten your password?

Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email