ML & DL2024
Financial Crisis Early Warning System
📚 Undergraduate Thesis Project
LSTM-based Early Warning System for predicting financial crises in Indonesia
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About This Project
Sistem Peringatan Dini Krisis Keuangan Indonesia menggunakan jaringan LSTM (Long Short-Term Memory) dengan perfect signal window 24 bulan.
Metodologi: - 16 indikator makroekonomi multivariat - Kaminsky's Exchange Market Pressure (EMP) Index - PyTorch dengan backpropagation through time - Hyperparameter tuning via Optuna - K-Fold cross-validation
Hasil: Model mampu memprediksi potensi krisis keuangan dengan akurasi tinggi, memberikan waktu persiapan bagi policymaker.
Key Features
LSTM Prediction
24-Month Signal Window
EMP Index
Optuna Optimization
Project Links
Technology Stack
PythonPyTorchLSTMOptunaPandasMatplotlib
Project Status
featured