Prediction of Systemic Risk Contagion Based on a Dynamic Complex Network Model Using Machine Learning Algorithm
Author
Abstract
Suggested Citation
DOI: 10.1155/2020/6035372
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Chen, Ren-Raw & Zhang, Xiaohu, 2024. "From liquidity risk to systemic risk: A use of knowledge graph," Journal of Financial Stability, Elsevier, vol. 70(C).
- Yu Zhao & Huaming Du & Qing Li & Fuzhen Zhuang & Ji Liu & Gang Kou, 2022. "A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective," Papers 2211.14997, arXiv.org, revised May 2023.
- R. Giacometti & G. Torri & G. Farina & M. E. Giuli, 2020. "Risk attribution and interconnectedness in the EU via CDS data," Computational Management Science, Springer, vol. 17(4), pages 549-567, December.
- Jorge Omar Razo-De-Anda & Luis Lorenzo Romero-Castro & Francisco Venegas-MartÃnez, 2023. "Contagion Patterns Classification in Stock Indices: A Functional Clustering Analysis Using Decision Trees," Mathematics, MDPI, vol. 11(13), pages 1-27, July.
- Xi, Xian & Gao, Xiangyun & Zhou, Jinsheng & Zheng, Huiling & Ding, Jiazheng & Si, Jingjian, 2021. "Uncovering the impacts of structural similarity of financial indicators on stock returns at different quantile levels," International Review of Financial Analysis, Elsevier, vol. 76(C).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:complx:6035372. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.