du Plessis, Emile; Fritsche, Ulrich - 2022
preventative measures for a long-standing problem. Advances in machine learning algorithms during this period present promising … forecasting solutions. In this context, the paper develops new forecasting methods for an old problem by employing 13 machine … learning algorithms to study 147 year of systemic financial crises across 17 countries. It entails 12 leading indicators …