Forecasting Financial Crises: Evidence from the Bank of England

When: Wednesday, October 28, 2026, 1:00 PM - 1:45 PM
Where: Online via Teams

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An exciting taster webinar for prospective postgraduate students and offer holders, exploring financial crisis forecasting through data analytics and machine learning.

This taster looks at real research from the Bank of England on predicting financial crises, using 150 years of data from seventeen countries. The study compares two statistical approaches: logistic regression, a classical method for estimating probabilities, and an ensemble of decision trees, a more recent and flexible machine learning method.

We explore which signals each model relies on, how well each balances predicting real crises and raising false alarms, and where both hit their limits. The session offers a hands-on introduction to the forecasting, data analysis and machine learning techniques applied to one of the highest-stakes prediction problems in economics.

The taster also provides an opportunity to learn more about our new MSc Financial Data Analytics programme and ask any questions you may have about the course and studying at Queen Mary’s School of Mathematical Sciences.

Speaker

Dr Eleni Matechou, Reader in Statistics and Programme Director of MSc Financial Data Analytics.

Further Information

If you have any questions, please contact us on maths-outreach@qmul.ac.uk.