Systemic risk prediction using machine learning : does network connectedness help prediction?
Gang-Jin Wang, Yan Chen, You Zhu, Chi Xie
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Gang-Jin ; Chen, Yan ; Zhu, You ; Chi, Xie |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103147, p. 1-15
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| Subject: | Fingerprint model | Interpretability | Machine learning | Network connectedness | Systemic risk | Künstliche Intelligenz | Artificial intelligence | Systemrisiko | Prognoseverfahren | Forecasting model | Unternehmensnetzwerk | Business network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103147 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543427