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
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.