Machine Learning Integrated Tail Risk Detection: Combining GARCH Volatility Dynamics, Extreme Value Theory, and Gradient Boosting for Crisis Prediction
Fields of Study & Subjects
Financial Risk and Volatility Modeling
Stock Market Forecasting Methods
Financial Distress and Bankruptcy Prediction
Publication details
- Journal / source
- SSRN Electronic Journal
- Publication date
- 1 January 2026
- Document type
- Preprint