crossrefJournal of Risk and Financial Management2025-06-01Cited by 7
Forecasting Sovereign Credit Risk Amidst a Political Crisis: A Machine Learning and Deep Learning Approach
The purpose of this paper is to forecast the sovereign credit risk for Egypt, Morocco, and Saudi Arabia during political crises. Our approach uses machine learning models (Linear Regression, Ridge Regression, Lasso Regression, XGBoost, and Kernel Ridge) and deep learning models (…