A Global Early-Warning System for Political Instability Using Machine Learning

17 March 2026, Version 1
This content is an early or alternative research output and has not been peer-reviewed at the time of posting.

Abstract

This study develops a Global Early-Warning System (GEWS) using machine learning to predict political instability events from integrated global datasets. Data were compiled from the Armed Conflict Location & Event Data Project (ACLED), World Bank indicators, the Varieties of Democracy (V-Dem) dataset, and the Global Database of Events, Language, and Tone (GDELT), covering 2000–2023. The final dataset included 265 countries and territories, 5,830 country-year observations, and 662 instability events (11.36% prevalence). Five models were evaluated: Logistic Regression, Random Forest, Gradient Boosting, XGBoost, and Long Short-Term Memory (LSTM). Ensemble models performed best, with Random Forest achieving the highest accuracy (AUC = 0.95), followed by XGBoost (AUC = 0.94). Key predictors included population size, GDP per capita, governance indicators, and inflation volatility. The model generates a Political Instability Risk Score and can identify risks 6–12 months in advance.

Keywords

Political Instability
Early-Warning Systems
Machine Learning
Political Risk Forecasting

Comments

Comments are not moderated before they are posted, but they can be removed by the site moderators if they are found to be in contravention of our Commenting Policy [opens in a new tab] - please read this policy before you post. Comments should be used for scholarly discussion of the content in question. You can find more information about how to use the commenting feature here [opens in a new tab] .
This site is protected by reCAPTCHA and the Google Privacy Policy [opens in a new tab] and Terms of Service [opens in a new tab] apply.