Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Jean-Noël Kien"'
Autor:
Jérôme Coffinet, Jean-Noël Kien
Publikováno v:
Journal of Finance and Data Science, Vol 5, Iss 4, Pp 183-207 (2019)
We propose a machine learning toolkit applied to the detection of rare events, namely banking crises. For this purpose, we consider a broad set of macroeconomic series (credit-to-GDP gap, house prices, stock prices, inflation rates, long-term and sho
Externí odkaz:
https://doaj.org/article/4d0703a40531401c9bce649b41fbe520
Autor:
Jean-Noël Kien, Jerome Coffinet
Publikováno v:
Journal of Finance and Data Science, Vol 5, Iss 4, Pp 183-207 (2019)
We propose a machine learning toolkit applied to the detection of rare events, namely banking crises. For this purpose, we consider a broad set of macroeconomic series (credit-to-GDP gap, house prices, stock prices, inflation rates, long-term and sho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a76fc82118258abd09f61dadc02364c2
https://doi.org/10.1016/j.jfds.2020.04.001
https://doi.org/10.1016/j.jfds.2020.04.001