Designing Early Warning System. Prediction accuracy of currency crisis by using k-nearest neighbour method

      Аннотация: Currency crisis is a never ending episode in the economics story. Some questions like how to prevent this crisis had been answered a long time ago. But how accurate the prediction can be? In this book, we introduce an application of machine learning in modeling an early warning system to predict currency crisis with the aim of increasing the prediction accuracy. Also, this book introduces WEKA software which is a collection of machine learning algorithms for data mining.

Ключевые слова: Machine Learning, Currency Crisis, early warning system, WEKA Software, k-nearest neighbour method