no code implementations • 24 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.
no code implementations • 23 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.