Banks to basics! Why banking regulation should focus on equity

DOI10.1016/J.EJOR.2021.10.057MaRDI QIDQ2140179zbMATH OpenOpenAlexFDO

Authors Pierre Durand, Gaëtan Le Quang

Publication date 20 May 2022

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

Full work available at URL https://economix.fr/pdf/dt/2020/WP_EcoX_2020-2.pdf

zbMATH Keywords

artificial neural network

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

• A logical calculus of the ideas immanent in nervous activity
• Assessing bank efficiency and performance with operational research and artificial intelligence techniques: a survey
• Bank Capital Redux: Solvency, Liquidity, and Crisis
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
• Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis
• Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Illiquidity component of credit risk -- the 2015 Lawrence R. Klein lecture
• Large-scale linear support vector regression
• Random forests

Cited in

(4)

• Implementation of Basel III regulations in Asia-Pacific
• Operational research and artificial intelligence methods in banking
• Circular economy application in pharmaceutical supply chains in the UK: a holistic evolutionary game approach
• Monitoring bank risk around the world using unsupervised learning

Describes a project that uses

Uses Software

• ElemStatLearn

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