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Descriptive modeling of systemic banking crises

The topic of the work is detection of connections between
occurrences of systemic banking crises and values of socio-economic indicators in time frames of three years before outburst of crises. For this task we have used the list of banking crises in the period 1976-2007 prepared by the International Monetary Fund that we have connected with publicly available Word Bank data. For the analysis a machine learning methodology based on subgroup discovery has been used. The main result is that demographic indicators have been detected as most relevant.

Proceedings of Discovery Science conference
Date of publication: 
Gamberger D.
Lucanin D.
Smuc T.