The Feasibility of Predicting Financial Crises using Machine Learning

Selected Regression Algorithms and Macroeconomic Data


Bachelor Thesis, 2024

109 Pages, Grade: 1.0


Abstract or Introduction

In a world characterized by increasingly complex financial markets, the prediction of financial crises is a constant challenge. This bachelor thesis investigates the use of machine learning, in particular regression algorithms, to analyze and predict financial crises based on macroeconomic data. By building six different regression models and optimizing them using cross-validation and GridSearch, the feasibility of using these technologies for accurate predictions is discussed. Although traditional models show limited effectiveness, the integration of machine learning, especially kNN algorithms, reveals significant potential for improving prediction accuracy. The paper highlights the importance of classification algorithms and provides crucial insights for application in real-world scenarios to provide valuable tools for policy and business decision makers.

Details

Title
The Feasibility of Predicting Financial Crises using Machine Learning
Subtitle
Selected Regression Algorithms and Macroeconomic Data
College
Frankfurt School of Finance & Management
Grade
1.0
Author
Year
2024
Pages
109
Catalog Number
V1453635
ISBN (eBook)
9783389003640
ISBN (Book)
9783389003657
Language
English
Notes
With Adacemic Plus, GRIN offers a special imprint for outstanding theses from a variety of subjects. All theses are reviewed and selected by the GRIN editorial team. In their publications, our authors address current topics and issues at the center of current social debates. They provide well-founded information, precise analyses and concrete solutions for science and research.
Keywords
Data Science, Machine Learning, Financial Crises, Prediction, Financial crisis prediction, Machine learning in finance, Regression algorithms, Macroeconomic data analysis, Optimization of forecasting models, financial markets, GridSearch, regression models
Quote paper
Julia Markhovski (Author), 2024, The Feasibility of Predicting Financial Crises using Machine Learning, Munich, GRIN Verlag, https://www.grin.com/document/1453635

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