Mohammad Valizadehmoghadam
DARE Project: Rebuilding Stability: Identifying Patterns of Market Resilience after Global Shocks
Program(s) of Study: Financial and Business Economics
Project Supervisor: Semih Yildirim
This project can help investors, researchers, and policymakers better understand how different markets recover after crises.
Project Description:
My project explored how global stock markets recover from major financial crises, focusing on the concept of market resilience. I analyzed 17 international stock indices over 12 crisis events (from the dot-com bubble to the Russia–Ukraine war) using both econometric and machine learning methods. First, I built a Market Resilience Index (MRI) using GARCH models to quantify peak volatility, mean volatility, and post-crisis normalization. Then, I applied machine learning techniques including clustering (K-Means, DBSCAN), anomaly detection (Isolation Forests), and autoencoders to detect hidden recovery patterns across markets. I also produced a final global heatmap, country rankings, and interactive visuals for cross-country comparison.The Dean’s Award for Research Excellence (DARE) - Undergraduate enables our students to meaningfully engage in research projects supervised by LA&PS faculty members. Find out more about DARE.