Prediction of banking systemic risk based on support vector machine

MaRDI QIDQ459530zbMATH OpenFDO

Authors Shouwei Li, Mingliang Wang, Jianmin He

Publication date 13 October 2014

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40) Financial applications of other theories (91G80)

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(4)

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• Reducing systemic risk in a multi-layer network using reinforcement learning

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