Search Results for author: Loukas Papadoulas

Found 2 papers, 0 papers with code

Macroeconomic forecasting and sovereign risk assessment using deep learning techniques

no code implementations24 Jan 2023 Anastasios Petropoulos, Vassilis Siakoulis, Konstantinos P. Panousis, Loukas Papadoulas, Sotirios Chatzis

In this study, we propose a novel approach of nowcasting and forecasting the macroeconomic status of a country using deep learning techniques.

Econometrics

A Deep Learning Approach for Dynamic Balance Sheet Stress Testing

no code implementations23 Sep 2020 Anastasios Petropoulos, Vassilis Siakoulis, Konstantinos P. Panousis, Loukas Papadoulas, Sotirios Chatzis

Current stress testing methodologies attempt to simulate the risks underlying a financial institution's balance sheet by using several satellite models.

Management

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