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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.

Reference: 
Proceedings of Discovery Science conference
Date of publication: 
2012
Authors: 
Gamberger D.
Lucanin D.
Smuc T.