Monitoring bank risk around the world using unsupervised learning

DOI10.1016/J.EJOR.2025.01.036MaRDI QIDQ6981426zbMATH OpenFDO

Authors Mathieu Mercadier, Amine Tarazi, Paul Armand, Jean-Pierre Lardy

Publication date 20 May 2025

Published in European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

K-meansrisk analysissystemic riskdecision support toolbanking risks

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial networks (including contagion, systemic risk, regulation) (91G45)

This page was built for publication: Monitoring bank risk around the world using unsupervised learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6981426)