Modelos de Alerta Temprana para Pronosticar Crisis Bancarias: Desde la Extracción de Señales a las Redes Neuronales

  • Christian A. Johnson Universidad Adolfo Ibáñez

Abstract

This paper reviews alternative methodologies and models to design sys-tems to help in the early detection of banking distress (EWS). The pro-posed methodologies are aimed to the early identification of financial distress for countries without an important recent history of banking failure. This paper presents traditional models often used to predict currency crisis, and more advanced approaches, such as non linear neural networks models.
How to Cite
Johnson, C. A. (1). Modelos de Alerta Temprana para Pronosticar Crisis Bancarias: Desde la Extracción de Señales a las Redes Neuronales. Economic Analysis Review, 20(1), 95-121. Retrieved from https://www.rae-ear.org/index.php/rae/article/view/47
Issue
Vol. 20 No. 1 (2005)
Section
Articles

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