Author:Dabrowski, JJ; Beyers, C; De Villiers, Johan PDate:Nov 2016For decades, the literature on banking crisis early-warning systems has been dominated by two methods, namely, the signal extraction and the logit model methods. However, these methods, do not model the dynamics of the systemic banking system. ...Read morecb
Author:Dabrowski, JJ; De Villiers, Johan PDate:Nov 2015A unified Bayesian model that simultaneously performs behavioural modelling, information fusion and classification is presented. The model is expressed in the form of a dynamic Bayesian network (DBN). Behavioural modelling is performed by ...Read more
Author:Dabrowski, JJ; De Villiers, JPDate:Nov 2015A unified Bayesian model that simultaneously performs behavioural modelling, information fusion and classification is presented. The model is expressed in the form of a dynamic Bayesian network (DBN). Behavioural modelling is performed by ...Read more
