Peter Sarlin, PhD
Peter is an Associate Professor of Economics at Hanken School of Economics (Helsinki, Finland), and Director of RiskLab Finland. He is an organizer of the Annual RiskLab/BoF/ESRB Systemic Risk Analytics Conference and Europe’s 1st Fintech MBA. He is also a research associate with the Systemic Risk Center at London School of Economics, IWH Halle Institute for Economic Research and the Systemic Risk Hub, as well as a board member of the IEEE Analytics and Risk Technical Committee and the IEEE Computational Finance and Economics Technical Committee. Moreover, he is an Associate Editor of Journal of Network Theory in Finance and Intelligent Systems in Accounting, Finance & Management. Peter completed his PhD(Econ) in 2013 at Turku Centre for Computer Science, and has also studied at London School of Economics, Stockholm School of Economics and Stockholm University. He has been a Financial Stability Expert and external consultant among others with the European Central Bank, Bank of Finland, Deutsche Bundesbank, De Nederlandsche Bank and Bank of Indonesia. He is a founder of Infolytika Ventures and Almax Analytics. Peter’s book Mapping Financial Stability was published by Springer in May 2014 and his current research interests include network analytics, machine learning, natural-language processing and visual analytics.
Work in progress
- Using Artificial Intelligence to Create Value in Insurance, with Riikkinen M, Saarijärvi H, Lähteenmäki I.
- A framework for early-warning modeling. Submitted.
- Signaling twin crises: Spillover of banking and sovereign risk.
- Weighted crisis signals: A country versus a global observer.
- Giudici P, Sarlin P, Spelta A, 2016. The multivariate nature of systemic risk: Direct and common exposures. [PaviaWP] Resubmitted.
- Mezei J, Sarlin P, 2016. RiskRank: Measuring Interconnected Systemic Risk. [arXiv] Submitted.
- Rönnqvist S, Sarlin P, 2015. Bank distress in the news: Describing events through deep learning. [arXiv] Resubmitted.
- Sarlin P, von Schweinitz G, 2015. Optimizing policymakers’ loss functions in crisis prediction: before, within or after? [ECB] [IWH] Submitted
- Rancan M, Sarlin P, Peltonen T, 2015. Interconnectedness of the banking sector as a vulnerability to crises. [ECB] [SSRN] Submitted.
- Holopainen M, Sarlin P, 2015. Toward robust early-warning models: A horse race, ensembles and model uncertainty [arXiv] [SSRN] [BoF] Resubmitted.