MétaCan
Menu
Back to cohort
Record W4379911907 · doi:10.54254/2754-1169/5/20220097

Prediction and Analysis of Financial Crisis

2023· article· en· W4379911907 on OpenAlexaff
Yingjie Fu, Yunxiang Gao, Zhanhao Xu, Jingxuan Gu

Bibliographic record

VenueAdvances in Economics Management and Political Sciences · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsComputer scienceFinancial crisisLogistic regressionEconometricsMachine learningData miningFinanceArtificial intelligenceEconomicsMacroeconomics

Abstract

fetched live from OpenAlex

Financial crisis forecasting (FCP) plays a crucial role in economic phenomena. An accurate forecast of the number and likelihood of failures indicates the growth and strength of a country's economy. Traditionally, several effective FCP methods have been proposed. On the other hand, classification performance, prediction accuracy, and data legitimacy are not good enough for practical applications. In addition, many developed methods perform well for some specific datasets but do not apply to different datasets. Therefore, there is a need to develop an effective prediction model to obtain better classification performance and to adapt to other datasets. In this paper, we improve the data characteristics of the existing methods, including introducing time series variables, macroeconomic indicators interaction terms, etc. Finally, this paper attempts to predict financial crises using logistic regression models. The analysis of the results ensures that the proposed FCP model outperforms other classification models based on different metrics and explores the essential factors affecting financial crises.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.415
Threshold uncertainty score0.332

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.025
GPT teacher head0.246
Teacher spread0.221 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

Explore more

Same venueAdvances in Economics Management and Political SciencesSame topicComplex Systems and Time Series AnalysisFrench-language works237,207