Saturday, June 19, 2021

Machine Learning and Financial Crises Redux

I earlier blogged on Helene Rey et al., "Answering the Queen: Machine Learning and Financial Crises."  It's been around for a while, and I've had the pleasure of discussing it twice at BIS and NBER conferences.  It keeps getting better, and the latest draft (I think) is here.  Very cute that they thanked me as "Franck" -- reminds me of the "wedding planner" in the Steve Martin's Father of the Bride.  I'm looking forward to learning the very latest, this coming Friday 25 June, at the AMLEDS seminar.  Please check it out.

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