• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site
Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Ivan Novikov
Debt Crises Prediction Models
Master’s programme
2014
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.

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses