Beschreibung
The motivation of this book is to gain new understanding of currency crises'' aftermaths by systematically studying the different financial and socio-economic variables that determine currency crises'' effects on economic output. This book uses statistical machine learning algorithms such as neural networks and support vector machines to rank the most important variables in explaining currency crises aftermaths. The book also compares the machine learning results with the ones obtained from more traditional econometric methods.
Autorenporträt
Ismael Arciniegas Rueda holds a Ph.D in Economics from University At Albany. He has more than 11 years of experience working in energy markets where he has been a trader, quant, and consultant. He has several scientific publications on topics of energy and FX markets. Currently, he is Vice President of R&D for Constellation Energy Inc
