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Predicting financial distress of companies: Comparison between multivariate discriminant analysis and multilayer perceptron for Tunisian case
In this study, we try to develop a model for predicting corporate default based on a multivariate discriminant analysis (ADM) and a multilayer perceptron (MLP). The two models are applied
Tunisia is currently facing political, economic and financial problems that are having an impact on the flow of remittances. This study is the first attempt to give a thorough analysis
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?
The aim of this paper is to study the volatility and forecast accuracy of the Islamic stock market. For this purpose, we construct a new hybrid GARCH-type models based on