The complex interactions between human behaviors and social economic sciences is
critically analyzed in this paper in view of possible applications of mathematical modeling as …

In this paper we analyze the predictability of the bankruptcy of 7795 Italian municipalities in
the period 2009–2016. The prediction task is extremely hard due to the small number of …

This research aims at detecting early indicators that cause conventional banking and Islamic
banking crises, identifying the longest crisis period for both types of banks, and comparing …

We consider predicting systemic financial crises one to five years ahead using recurrent
neural networks. We evaluate the prediction performance with the Jórda-Schularick-Taylor …

Econometricians construct panel logit-based early warning systems (EWSs) as the primary
predictive tool to prevent incoming systemic banking crises. Considering the actual scenario …

Does concentration in the banking sector boost banks' resilience, or make them more
fragile? We propose an analysis of the simultaneous impact of several mediators of …

At present, integrating investor sentiment into the prediction of stock market crisis has
attracted more and more attention. However, the existing researches only considered the …

Eurosystem macroprudential policies require shared action between national authorities
and the European Central Bank (ECB). This has created the need for a common basis for …

Despite the fact that different types of financial crises are rooted in similar weaknesses of
economy or may have common determinants, the very transmission mechanism may …

We evaluate three alternative predictors of house price corrections: anticipated tightenings
of monetary policy, deviations of house prices from fundamentals, and rapid credit growth. A …