30 citations
- University of IowaUS8 papers
- Hanken School of EconomicsFI3 papers
- Nokia (Finland)FI3 papers
- Åbo Akademi UniversityFI2 papers
- Berlin Institute of Health at Charité - Universitätsmedizin BerlinDE2 papers
- Goethe University FrankfurtDE2 papers
- Ocean University of ChinaCN2 papers
- Seoul National UniversityKR2 papers
- Turku Centre for Computer ScienceFI2 papers
- University of CopenhagenDK2 papers
- Aalto UniversityFI1 paper
- Birmingham City UniversityGB1 paper
Showing 2015Show all
2 papers · 1 filter
q-fin.CP2015
Detect & Describe: Deep learning of bank stress in the news
Samuel Rönnqvist, Peter Sarlin
News is a pertinent source of information on financial risks and stress factors, which nevertheless is challenging to harness due to the sparse and unstructured nature of natural t…
q-fin.ST2015★ 1 cited
Toward robust early-warning models: A horse race, ensembles and model uncertainty
Markus Holopainen, Peter Sarlin
This paper presents first steps toward robust models for crisis prediction. We conduct a horse race of conventional statistical methods and more recent machine learning methods as…