RePEcML & AI Methods
New Early-Warning Indicators of Macro-Financial Risk: A Mixture-of-Experts Approach
A mixture-of-experts approach combining ensemble models and logistic regression predicts developing-economy crises while decomposing risk into interpretable fiscal and financial components.
Featured in No. 135 on 16 Oct 2026 · 6 days after release
- Released
- 10 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- RePEc:tin:wpaper:20260074
- Authors
- Francisco Blasques et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).