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Reseach Article

Article:Currency Crises Prediction with Rough Set Theory

by Sibar Kaan Manga
International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 32 - Number 5
Year of Publication: 2011
Authors: Sibar Kaan Manga
10.5120/3904-5471

Sibar Kaan Manga . Article:Currency Crises Prediction with Rough Set Theory. International Journal of Computer Applications. 32, 5 ( October 2011), 48-52. DOI=10.5120/3904-5471

@article{ 10.5120/3904-5471,
author = { Sibar Kaan Manga },
title = { Article:Currency Crises Prediction with Rough Set Theory },
journal = { International Journal of Computer Applications },
issue_date = { October 2011 },
volume = { 32 },
number = { 5 },
month = { October },
year = { 2011 },
issn = { 0975-8887 },
pages = { 48-52 },
numpages = {9},
url = { https://ijcaonline.org/archives/volume32/number5/3904-5471/ },
doi = { 10.5120/3904-5471 },
publisher = {Foundation of Computer Science (FCS), NY, USA},
address = {New York, USA}
}
%0 Journal Article
%1 2024-02-06T20:18:25.408520+05:30
%A Sibar Kaan Manga
%T Article:Currency Crises Prediction with Rough Set Theory
%J International Journal of Computer Applications
%@ 0975-8887
%V 32
%N 5
%P 48-52
%D 2011
%I Foundation of Computer Science (FCS), NY, USA
Abstract

Currency crises remain to be an important problem for economies around the world. Especially emerging markets are vulnerable to this type of crises. The complex nature of currency crises result in disappointment in out-of-sample experiments of traditional methods. In this study we used rough set theory for predicting possible currency crises and tested our model with macroeconomic data from Turkey.

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Index Terms

Computer Science
Information Sciences

Keywords

Currency crises currency crisis prediction rough set theory data mining