Artificial Neural Networks' Robustness; Foretelling Financial Turmoil

16 Pages Posted: 29 Jun 2020 Last revised: 23 Jul 2020

Date Written: May 22, 2020

Abstract

The research focuses on the financial turmoil, pursuing different methods to foretell such turmoil. Besides, the methods are undertaken from (McCulloch and Pitts 1943) and ended till (Hosaka 2019). The evidence from such a comprehensive analysis pointed to the use of various ratios using multiple models of Neural Networks, thus incorporating the economy and scale of the business into the research. Consequently, the goal during the research is to reach the gaps and move research to the next predicting stage.

Keywords: Artificial Neural Network, Financial Turmoil (Distress), Bankruptcy

JEL Classification: B26, C45, C53, G01, G33

Suggested Citation

Parakh, Nishant, Artificial Neural Networks' Robustness; Foretelling Financial Turmoil (May 22, 2020). Available at SSRN: https://ssrn.com/abstract=3614005 or http://dx.doi.org/10.2139/ssrn.3614005

Nishant Parakh (Contact Author)

Christ University ( email )

Hosur Road
Near Dairy Circle
Bengaluru, KS Karnataka 560040
India

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