Exploring the Synergy Between Financial Econometrics and Computational Intelligence in Risk Modeling

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

Mohammadi Leila; Hosseini Amir

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Accounting, Finance and Computational Intelligence Year:2023 | Volume:1 | Issue:1 Page(s): 71-84

Download Full-Text

Persian Verion

View:

Download:

Cites:

Information Journal Paper

Title

Exploring the Synergy Between Financial Econometrics and Computational Intelligence in Risk Modeling

Author(s)

Mohammadi Leila | Hosseini Amir | Issue Writer Certificate

Keywords

Financial econometrics

computational intelligence

risk modeling

volatility forecasting

risk management

combined methods

Abstract

Financial econometrics and computational intelligence are two key fields used independently for financial data analysis and risk modeling. Financial econometrics employs statistical and mathematical models to analyze relationships between economic and financial variables, while computational intelligence focuses on complex and nonlinear data analysis for predicting financial risks and volatility. The synergy between these two approaches can enhance the accuracy of modeling and financial decision-making. This paper aims to examine the synergy between Financial econometrics and computational intelligence in risk modeling and presents successful examples of its application in finance. This study employs a descriptive and narrative review of the existing literature. Relevant academic sources related to the applications of Financial econometrics and computational intelligence in predicting volatility and financial risks were reviewed. Additionally, combined models of these two fields were analyzed, identifying their synergies and evaluating the challenges involved. The results demonstrate that combining Financial econometrics and computational intelligence significantly improves the accuracy of financial forecasts, reduces systemic risks, and identifies complex patterns in financial data. Combined models, especially in volatile and unstable financial markets, outperform individual approaches. The combination of Financial econometrics and computational intelligence can lead to enhanced risk modeling and financial decision-making. Despite challenges such as the need for large datasets and computational complexity, this synergistic approach holds significant potential for developing more accurate predictive models and improving risk management.

Multimedia

No record.

Cites

No record.

References

No record.

Cite

Related Journal Papers

No record.

Related Seminar Papers

No record.

Related Plans