49 citations · 64 across the 12 of their papers we have counts for
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…