Research on the systemically important evaluation of banks based on support vector machine
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copula-CoVaRparticle swarm optimizationsupport vector machinessystemic risksystemically important banks
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Statistical methods; risk measures (91G70)
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