├── .gitignore ├── README.md ├── analysis ├── analysis.Rproj ├── analysis_cross_validation.R ├── analysis_forecasting.R ├── utils_analysis.R └── visual_params.xlsx ├── data └── JSTdatasetR3.xlsx ├── experiments ├── experiment_cross_validation.py └── experiment_forecasting.py ├── licence.txt ├── results └── baseline │ ├── all_pred_all_CV_2_crisisSHAP_.txt │ ├── config.yml │ ├── data_all_CV_2_crisisSHAP_.txt │ ├── mean_append_all_CV_2_crisisSHAP_.txt │ ├── mean_fold_all_CV_2_crisisSHAP_.txt │ ├── mean_iter_all_CV_2_crisisSHAP_.txt │ ├── pickle_all_CV_2_crisisSHAP__11115258.p │ ├── pickle_all_CV_2_crisisSHAP__15497875.p │ ├── pickle_all_CV_2_crisisSHAP__17040788.p │ ├── pickle_all_CV_2_crisisSHAP__1906794.p │ ├── pickle_all_CV_2_crisisSHAP__5452673.p │ ├── pickle_all_CV_2_crisisSHAP__54783418.p │ ├── pickle_all_CV_2_crisisSHAP__7200577.p │ ├── pickle_all_CV_2_crisisSHAP__73544617.p │ ├── pickle_all_CV_2_crisisSHAP__83676098.p │ ├── pickle_all_CV_2_crisisSHAP__92340873.p │ ├── se_fold_all_CV_2_crisisSHAP_.txt │ ├── se_iter_all_CV_2_crisisSHAP_.txt │ ├── shapley_append_extree_all_CV_2_crisisSHAP_.txt │ ├── shapley_append_logreg_all_CV_2_crisisSHAP_.txt │ ├── shapley_mean_extree_all_CV_2_crisisSHAP_.txt │ └── shapley_mean_logreg_all_CV_2_crisisSHAP_.txt ├── scripts ├── __pycache__ │ ├── configure.cpython-37.pyc │ ├── make_data.cpython-37.pyc │ ├── ml_functions.cpython-37.pyc │ ├── procedure.cpython-37.pyc │ ├── train_and_test.cpython-37.pyc │ └── utils.cpython-37.pyc ├── configure.py ├── make_data.py ├── ml_functions.py ├── procedure.py ├── r_run.R ├── r_utils.R ├── train_and_test.py └── utils.py └── setup ├── R_installer.R └── python_env.yml /.gitignore: -------------------------------------------------------------------------------- 1 | *.pyc 2 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/README.md -------------------------------------------------------------------------------- /analysis/analysis.Rproj: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/analysis/analysis.Rproj -------------------------------------------------------------------------------- /analysis/analysis_cross_validation.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/analysis/analysis_cross_validation.R -------------------------------------------------------------------------------- /analysis/analysis_forecasting.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/analysis/analysis_forecasting.R -------------------------------------------------------------------------------- /analysis/utils_analysis.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/analysis/utils_analysis.R -------------------------------------------------------------------------------- /analysis/visual_params.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/analysis/visual_params.xlsx -------------------------------------------------------------------------------- /data/JSTdatasetR3.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/data/JSTdatasetR3.xlsx -------------------------------------------------------------------------------- /experiments/experiment_cross_validation.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/experiments/experiment_cross_validation.py -------------------------------------------------------------------------------- /experiments/experiment_forecasting.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/experiments/experiment_forecasting.py -------------------------------------------------------------------------------- /licence.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/licence.txt -------------------------------------------------------------------------------- /results/baseline/all_pred_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/all_pred_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/config.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/config.yml -------------------------------------------------------------------------------- /results/baseline/data_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/data_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/mean_append_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/mean_append_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/mean_fold_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/mean_fold_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/mean_iter_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/mean_iter_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__11115258.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__11115258.p -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__15497875.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__15497875.p -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__17040788.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__17040788.p -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__1906794.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__1906794.p -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__5452673.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__5452673.p -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__54783418.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__54783418.p -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__7200577.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__7200577.p -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__73544617.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__73544617.p -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__83676098.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__83676098.p -------------------------------------------------------------------------------- /results/baseline/pickle_all_CV_2_crisisSHAP__92340873.p: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/pickle_all_CV_2_crisisSHAP__92340873.p -------------------------------------------------------------------------------- /results/baseline/se_fold_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/se_fold_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/se_iter_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/se_iter_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/shapley_append_extree_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/shapley_append_extree_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/shapley_append_logreg_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/shapley_append_logreg_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/shapley_mean_extree_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/shapley_mean_extree_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /results/baseline/shapley_mean_logreg_all_CV_2_crisisSHAP_.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/results/baseline/shapley_mean_logreg_all_CV_2_crisisSHAP_.txt -------------------------------------------------------------------------------- /scripts/__pycache__/configure.cpython-37.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/__pycache__/configure.cpython-37.pyc -------------------------------------------------------------------------------- /scripts/__pycache__/make_data.cpython-37.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/__pycache__/make_data.cpython-37.pyc -------------------------------------------------------------------------------- /scripts/__pycache__/ml_functions.cpython-37.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/__pycache__/ml_functions.cpython-37.pyc -------------------------------------------------------------------------------- /scripts/__pycache__/procedure.cpython-37.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/__pycache__/procedure.cpython-37.pyc -------------------------------------------------------------------------------- /scripts/__pycache__/train_and_test.cpython-37.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/__pycache__/train_and_test.cpython-37.pyc -------------------------------------------------------------------------------- /scripts/__pycache__/utils.cpython-37.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/__pycache__/utils.cpython-37.pyc -------------------------------------------------------------------------------- /scripts/configure.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/configure.py -------------------------------------------------------------------------------- /scripts/make_data.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/make_data.py -------------------------------------------------------------------------------- /scripts/ml_functions.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/ml_functions.py -------------------------------------------------------------------------------- /scripts/procedure.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/procedure.py -------------------------------------------------------------------------------- /scripts/r_run.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/r_run.R -------------------------------------------------------------------------------- /scripts/r_utils.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/r_utils.R -------------------------------------------------------------------------------- /scripts/train_and_test.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/train_and_test.py -------------------------------------------------------------------------------- /scripts/utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/scripts/utils.py -------------------------------------------------------------------------------- /setup/R_installer.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/setup/R_installer.R -------------------------------------------------------------------------------- /setup/python_env.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bank-of-england/MachineLearningCrisisPrediction/HEAD/setup/python_env.yml --------------------------------------------------------------------------------