RePEcML & AI Methods
Predicting Financial Market Stress with Machine Learning
Tree-based machine learning models predict the full distribution of financial market stress 27% better than traditional time-series methods, with macro uncertainty and monetary policy expectations as key drivers.
Featured in No. 132 on 25 Sep 2026 · 8 days after release
- Released
- 17 Sep 2026
- First featured
- No. 132 · 25 Sep 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- RePEc:cpr:ceprdp:20439
- Authors
- Inaki Aldasoro et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).