Building a composite early warning index for financial market crises using machine learning and macroeconomic-political uncertainty indicators

Computer Science

• Machine Learning 100%
• Learning System 100%
• Extreme Gradient Boosting 100%
• Superior Performance 50%
• Machine Learning Algorithm 50%
• Machine Learning Technique 50%
• Random Decision Forest 50%
• Logistic Regression 50%
• Prediction Accuracy 50%
• Principal Component 50%
• Component Analysis 50%
• SHapley Additive exPlanation 50%
• Market Environment 50%
• Market Volatility 50%
• Historical Data 50%

Engineering

• Learning System 100%
• Machine Learning Algorithm 50%
• Machine Learning Technique 50%
• Policymakers 50%
• Random Forest 50%
• Principal Component 50%
• Powerful Tool 50%
• Component Analysis 50%
• Daily Data 50%
• Historical Data 50%
• Oil Price 50%
• Early Warning System 50%

Economics, Econometrics and Finance

• Financial Market 100%
• Macroeconomics 100%
• Machine Learning 100%
• Price 33%
• Volatility 33%
• Principal Component 33%
• Investors 33%
• Logit Model 33%
• Gold Price 33%
• Econometric Model 33%