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q-fin.CP2023
Macroeconomic forecasting and sovereign risk assessment using deep learning techniques
Anastasios Petropoulos, Vassilis Siakoulis, Konstantinos P. Panousis +2
In this study, we propose a novel approach of nowcasting and forecasting the macroeconomic status of a country using deep learning techniques. We focus particularly on the US econo…
q-fin.CP2020
A Deep Learning Approach for Dynamic Balance Sheet Stress Testing
Anastasios Petropoulos, Vassilis Siakoulis, Konstantinos P. Panousis +2
In the aftermath of the financial crisis, supervisory authorities have considerably altered the mode of operation of financial stress testing. Despite these efforts, significant co…