Prediction of banking systemic risk based on support vector machine

zbMATH Open1296.91293MaRDI QIDQ459530FDOQ459530

Authors: Shouwei Li, Mingliang Wang, Jianmin He 

Publication date: 13 October 2014

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

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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)

Cited In (4)

• A new financial stress index model based on support vector regression and control chart
• Reducing systemic risk in a multi-layer network using reinforcement learning
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• Research on the systemically important evaluation of banks based on support vector machine

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