Dynamic Interpretation of Emerging Risks in the Financial Sector
We use computational linguistics to develop a dynamic, interpretable methodology that can detect emerging risks in the financial sector. Our model can predict heightened risk exposures as early as mid-2005, well in advance of the 2008 financial crisis. Risks related to real estate, prepayment, and c...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press
2019
|
| Online Access: | View Fulltext in Publisher |