2026-05-05T22:10:28Zhttps://uvadoc.uva.es/oai/request

oai:uvadoc.uva.es:10324/302302021-06-24T02:53:31Zcom_10324_30605com_10324_894col_10324_41

Three essays on the use of neural networks for financial prediction Pastor Sanz, Iván López Iturriaga, Félix Javier The number of studies trying to explain the causes and consequences of the economic and financial crises usually rises considerably after a banking crisis occurs. The dramatic effects of the most recent financial crisis on the real economy around the world call for a better comprehension of previous crises as a way to anticipate future crisis episodes. It is precisely this objective, preventing future crises, the main motivation of this PhD dissertation. We identify two important mechanisms that have failed during the latest years and that are closely related to the onset of the financial crisis: The assessment of the solvency of banks along with the systemic risk over the time, and the detection of the macroeconomic imbalances in some countries, especially in Europe, which made the financial crisis evolve through a sovereign crisis. Our dissertation is made up of three different essays, trying to go a step ahead in the knowledge of these mechanisms. 2018 info:eu-repo/semantics/doctoralThesis eng Departamento de Economía Financiera y Contabilidad http://uvadoc.uva.es/handle/10324/30230 https://uvadoc.uva.es/bitstream/10324/30230/1/Tesis1400180621.pdf 6b25b0adf925c072be88f464b78a1beb https://uvadoc.uva.es/bitstream/10324/30230/5/license.txt 909e634ba52becf192e4e9b4bcde7863 Attribution-NonCommercial-NoDerivatives 4.0 International Equilibrio (Economía política) Ciclos económicos Economía política-Metodología Finanzas-Gestión 10.35376/10324/30230