Predicting systemic financial risk with interpretable machine learning
Pan Tang, Tiantian Tang, Chennuo Lu
| Year of publication: |
2024
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| Authors: | Tang, Pan ; Tang, Tiantian ; Lu, Chennuo |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 71.2024, Art.-No. 102088, p. 1-28
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| Subject: | Financial stress index | Interpretable machine learning | Markov Regime Switching Model | Systemic financial risk | Künstliche Intelligenz | Artificial intelligence | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Markov-Kette | Markov chain | Systemrisiko | Systemic risk | Finanzrisiko | Financial risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102088 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492046