Atheoretical regression trees for classifying risky financial institutions

DOI10.1007/s10479-019-03406-9zbMath1477.62285OpenAlexW2987701083WikidataQ126793613 ScholiaQ126793613MaRDI QIDQ2241125

Francesca Di Iorio, Carmela Cappelli, Angela Maddaloni, Pierpaolo D'Urso

Publication date: 8 November 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11573/1336406

zbMATH Keywords

factor analysissystemic riskfinancial stressatheoretical regression trees

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic graphical models (62H22) Financial networks (including contagion, systemic risk, regulation) (91G45)

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