Constructing early warning indicators for banks using machine learning models
Year of publication: |
2024
|
---|---|
Authors: | Tarkocin, Coskun ; Donduran, Murat |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 69.2024, 2, Art.-No. 102018, p. 1-11
|
Subject: | COVID-19 crisis | Crisis management | Early warning indicators | Ensemble model | Financial stress | Liquidity risk | Machine learning | Frühwarnsystem | Early warning system | Finanzkrise | Financial crisis | Finanzdienstleistung | Financial services | Coronavirus | Wirtschaftsindikator | Economic indicator | Bankenkrise | Banking crisis | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model |
-
Systemic event prediction by early warning system
Zigraiova, Diana, (2014)
-
Systemic event prediction by an aggregate early warning system: an application to the Czech Republic
Zigraiova, Diana, (2015)
-
A liquidity risk early warning indicator for Italian banks : a machine learning approach
Drudi, Maria Ludovica, (2021)
- More ...
-
Tarkocin, Coskun, (2023)
-
Constructing Early Warning Indicators for Banks Using Machine Learning Models
Tarkocin, Coskun, (2022)
-
Neighborhoods in Development: Human Development Index and Self-organizing Maps
Rende, Sevinc, (2013)
- More ...