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New developments and perspectives on financial crisis indicators: How can signal processing enrich existing financial crises indicators?

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Listed:
  • Abry, Patrice
  • Bastidon, Cécile
  • Borgnat, Pierre
  • Jensen, Pablo
  • Parent, Antoine
  • Pascal, Barbara

Abstract

This survey provides a critical overview of crisis indicators, synthesizing established contributions and identifying unresolved debates. It encompasses expert-based and model-based approaches and textual analysis methods that lie at their intersection. The survey offers a global comparison of the key aspects of the different methods, and introduces a new class of multivariate nonlinear segmentation model of indicators, grounded in signal processing. This approach, which combines historical insights with advanced modeling techniques, enhances our understanding of crises.

Suggested Citation

  • Abry, Patrice & Bastidon, Cécile & Borgnat, Pierre & Jensen, Pablo & Parent, Antoine & Pascal, Barbara, 2026. "New developments and perspectives on financial crisis indicators: How can signal processing enrich existing financial crises indicators?," Finance Research Letters, Elsevier, vol. 89(C).
    • Handle: RePEc:eee:finlet:v:89:y:2026:i:c:s1544612325025747
    DOI: 10.1016/j.frl.2025.109325
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    References listed on IDEAS

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