SSRNEconometrics & Forecasting
New Forecasting Methods for an Old Problem: Predicting 147 Years of Systemic Financial Crises
Random forests and gradient boosting forecast financial crises across 147 years and 17 countries with 77 percent accuracy, using real-sector predictors as the dominant source.
Featured in No. 135 on 16 Oct 2026 · 1 day after release
- Released
- 15 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7614659
- Authors
- Emile du Plessis and Ulrich Fritsche
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).