Systemic risk prediction using machine learning: Does network connectedness help prediction?
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DOI: 10.1016/j.irfa.2024.103147
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More about this item
Keywords
Systemic risk; Network connectedness; Machine learning; Fingerprint model; Interpretability;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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