Using genetic algorithm in dynamic model of speculative attack

• مؤلفون آخرون: Hội thảo quốc tế Ngân hàng và Tài chính thế giới 2015
• التنسيق: Conference or Workshop Item
• اللغة: English
• منشور في: Trường Đại học Kinh tế 2020
• الموضوعات: Currency crisis; Dynamic model; Genetic algorithms
• الوصول للمادة أونلاين: http://repository.vnu.edu.vn/handle/VNU_123/97688
• المؤسسة: Vietnam National University, Hanoi

Evolution of speculative attack models show certain progress in developing idea of the role of expectations in the crisis mechanism. Obstfeld (1996) defined expectations as fully exogenous. Morris and Shin (1998) endogenised the expectations with respect to noise leaving information significance...