Debt Crises Prediction Models

Student: Novikov Ivan

Supervisor: Lev Lyubimov , Alexander Chelekhovsky , Alexander Chelekhovsky

Educational Programme: Master

Year of Graduation: 2014

<p style="text-align: justify;">The research of debt crises prediction models was conducted in this paper. The main aim of the paper is to create robust efficient and optimal (in terms of fitting and forecasting abilities: low levels of missing defaults and false alarms) prediction model for any types of decision-makers who will apply it. It focuses on revealing key predictors of defaults and making an attempt to compare correctly different models.</p>

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