Surrogate safety measures have been advocated as a complementary approach to study
safety from a broader perspective than relying on crash data alone. This study proposes an …

Banking crises are rare events, but when they occur, their consequences are often dramatic.
The aim of this paper is to contribute to the toolkit of early warning models that is available to …

It is an important component of risk management in financial markets to develop an early
warning systems (EWS) for extreme financial risk. In this paper, we establish a novel EWS …

The house price‐to‐income ratio (PIR) is widely used as an affordability indicator. This
paper complements the cross‐sectionally focused literature by proposing a tractable model …

Sovereign debt and currencies play an increasingly influential role in the development of
any country, given the need to obtain financing and establish international relations. A …

Extreme financial risk prediction is an important component of risk management in financial
markets. In this study, taking the China Securities Index 300 (CSI300) as an example, we set …

Featured Application The superiority of a novel computational technique (deep neural
decision trees) for prediction of currency crises over other methodologies and the …

Uncertainty quantification is crucial in time series prediction, and quantile regression offers a
valuable mechanism for uncertainty quantification which is useful for extreme value …

This paper investigates the performance of early warning systems for currency crises in real-
time, using forecasts of indicators that are available at the moment predictions are to be …

Being able to predict the occurrence of extreme returns is important in financial risk
management. Using the distribution of recurrence intervals—the waiting time between …