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Machine Learning Based Financial Crisis Prediction

Student: Nikolay Kuznetsov

Supervisor:

Faculty: International College of Economics and Finance

Educational Programme: Double degree programme in Economics of the NRU HSE and the University of London (Bachelor)

Year of Graduation: 2021

Abstract Predicting financial crises using machine learning models is not a new idea. However, there is still no method that can predict with a high degree of confidence a future financial crisis a year in advance, so that this crisis can be prevented. This work focuses on building a financial crisis prediction model using various machine learning algorithms and financial indexes as input data.

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