Özgür Simsek

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

  • University of Bath

SCHOLARLY PAPERS

1

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868

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Scholarly Papers (1)

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1.

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

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Citation 7

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
Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, Sujit Kapadia, Sujit Kapadia and Özgür Simsek
Bank of England, Bank of England, Bank of England, Bank of EnglandEuropean Central Bank (ECB) and University of Bath
Downloads 446 (89,931)

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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
Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, Miao Kang, Sujit Kapadia, Sujit Kapadia and Özgür Simsek
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