2025
06.27
暨南经院国家金融学讲座第37期:杜在超(复旦大学)
主题:Causal Machine Learning and Early Warning Indicator for Crisis Forecasting主讲人:杜在超复旦大学时间:2025年6月27日(周五)上午10:00地点:暨南大学石牌校区经济学院大楼(中惠楼)202室摘要This paper proposes a causal machine learning method and an early warning indicator (EWI) for crisis forecasting. We first construct a crisis-related multi-source dataset for 17 OECD countries. We then apply not only commonly used machine learning methods, but also some complex models whose number of parameters exceeds the sample size, as well as the Nyström