Systemic financial risk early warning of financial market in China using Attention-LSTM model
Zi-sheng Ouyang, Xi-te Yang, Yongzeng Lai
| Year of publication: |
2021
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|---|---|
| Authors: | Ouyang, Zi-sheng ; Yang, Xi-te ; Lai, Yongzeng |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 56.2021, p. 1-16
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| Subject: | Attention mechanism | Early warning | Long-short term memory (LSTM) neural network | Network public opinion index | Systemic risk | China | Frühwarnsystem | Early warning system | Finanzmarkt | Financial market | Systemrisiko | Neuronale Netze | Neural networks | Finanzkrise | Financial crisis |