Could Early Warning Systems Have Helped To Predict the Sub-Prime Crisis?

The Mitnick Case: How Bayes Could Have Helped

Currency crisis early warning systems: Why they should be dynamic

Traditionally, financial crisis EarlyWarning Systems (EWSs) have relied onmacroeconomic leading indicatorswhen forecasting the occurrence of such events. This paper extends such discrete-choice EWSs by taking the persistence of the crisis phenomenon into account. The dynamic logit EWS is estimated using an exact maximum likelihood estimation method in both a country-by-country and a panel frame...

An early warning on early warning systems!

WG Early Warning Systems

Early Warning Systems aim at detecting unclassified but potentially harmful system behavior based on preliminary indications and are complementary to Intrusion Detection Systems. Both kinds of systems try to detect, identify and react before possible damage occurs and contribute to an integrated and aggregated situation report (big picture). A particular emphasis of Early Warning Systems is to ...

Developing an early warning system to predict currency crises

Keywords: Early warning system Currency crisis Perfect signal Artificial neural networks (ANN) Decision tree Logistic regression a b s t r a c t The purpose of this paper is to develop an early warning system to predict currency crises. In this study, a data set covering the period of January 1992–December 2011 of Turkish economy is used, and an early warning system is developed with artificial...