Markus Holopainen

Biography

Markus is a researcher at RiskLab Finland. He completed his BSc in Mathematics and MSc in Information Systems at Åbo Akademi University. He has worked on systemic risk analytics and financial stability overall, and is curious about machine learning and pattern recognition.

Work in progress

  • Continuous early-warning models for predicting systemic financial stress

Working papers

  • Holopainen M, Sarlin P, 2015. Toward robust early-warning models: A horse race, ensembles and model uncertainty [arXiv] [SSRN] [BoF] Submitted.

Selected publications

1.
Holopainen, M. & Sarlin, P. Toward robust early-warning models: A horse race, ensembles and model uncertainty. Quantitative Finance forthcoming (2017). http://doi.org/10.1080/14697688.2017.1357972
1.
Holopainen, M. & Sarlin, P. CrisisModeler: A Tool for Exploring Crisis Predictions. in Proceedings of the 2015 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) (IEEE Press, 2015). http://doi.org/10.1109/SSCI.2015.135