Predicting systemic financial risk with interpretable machine learning
Pan Tang, Tiantian Tang, Chennuo Lu
| Year of publication: |
2024
|
|---|---|
| Authors: | Tang, Pan ; Tang, Tiantian ; Lu, Chennuo |
| 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 |
Online Resource
| 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