Özgür Simsek

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

868

SSRN CITATIONS
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Top 47,211

in Total Papers Citations

8

CROSSREF CITATIONS

6

Scholarly Papers (1)

Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach

ECB Working Paper No. 2021/2614
Number of pages: 65 Posted: 23 Nov 2021
Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and University of Bath
Downloads 446 (89,931)

Abstract:

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credit growth, machine learning, Shapley values, yield curve, financial crises, financial stability

Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach

Bank of England Working Paper No. 848, January 2020
Number of pages: 65 Posted: 17 Jan 2020
Bank of England, Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and University of Bath
Downloads 422 (95,931)
Citation 17

Abstract:

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machine learning, financial crisis, financial stability, credit growth, yield curve, Shapley values, out-of-sample prediction