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Prediction of Banking Systemic Risk Based on Support Vector Machine
Joint Authors
He, Jian-Min
Wang, Mingliang
Li, Shouwei
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-05-12
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
Banking systemic risk is a complex nonlinear phenomenon and has shed light on the importance of safeguarding financial stability by recent financial crisis.
According to the complex nonlinear characteristics of banking systemic risk, in this paperwe apply support vector machine (SVM) to the prediction of banking systemic risk in an attempt to suggest a new model with better explanatory power and stability.
We conduct a case study of an SVM-based prediction model for Chinese banking systemic risk and find the experiment results showing that support vector machine is an efficient method in such case.
American Psychological Association (APA)
Li, Shouwei& Wang, Mingliang& He, Jian-Min. 2013. Prediction of Banking Systemic Risk Based on Support Vector Machine. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-1031685
Modern Language Association (MLA)
Li, Shouwei…[et al.]. Prediction of Banking Systemic Risk Based on Support Vector Machine. Mathematical Problems in Engineering No. 2013 (2013), pp.1-5.
https://search.emarefa.net/detail/BIM-1031685
American Medical Association (AMA)
Li, Shouwei& Wang, Mingliang& He, Jian-Min. Prediction of Banking Systemic Risk Based on Support Vector Machine. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-1031685
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1031685