Özgür Simsek

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

1,380

SSRN CITATIONS
Rank 29,072

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Top 29,072

in Total Papers Citations

22

CROSSREF CITATIONS

16

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 864 (51,298)
Citation 15

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 516 (100,052)
Citation 30

Abstract:

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