Sovereign Debt and Currency Crises Prediction Models Using Machine Learning Techniques

• Published in: Symmetry (Basel) Vol. 13; no. 4; p. 652
• Main Authors: Alaminos, David, Peláez, José Ignacio, Salas, M. Belén, Fernández-Gámez, Manuel A.
• Format: Journal Article
• Language: English
• Published: Basel MDPI AG 01.04.2021
• Subjects: Adequacy; Belief networks; Currencies; Decision trees; Economic conditions; Economic crisis; Economic models; Emerging markets; Financing; GDP; Gross Domestic Product; Interest rates; International finance; International relations; Machine learning; Macroeconomics; Model accuracy; Prediction models; Regions; Reputations; Sovereign debt; Statistical methods; Variables; Asia; United States > US; Europe; Africa; Latin America

Sovereign debt and currencies play an increasingly influential role in the development of any country, given the need to obtain financing and establish international relations. A recurring theme in the literature on financial crises has been the prediction of sovereign debt and currency crises due t...