Prediction of banking systemic risk based on support vector machine

zbMath1296.91293MaRDI QIDQ459530

Shouwei Li, Jian-min He, Ming-Liang Wang

Publication date: 13 October 2014

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

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80) Credit risk (91G40)

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