Systemic risk prediction based on Savitzky-Golay smoothing and temporal convolutional networks

Systemic risk prediction based on Savitzky-Golay smoothing and temporal convolutional networks

Based on the data from January 2007 to December 2021, this paper selects 14 representatives from four levels of the extreme risk of financial institutions, the contagion effect between financial systems, volatility and instability of financial markets, liquidity, and credit risk systemic risk. By co...

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Bibliographic Details
Main Authors: Xite Yang, Ankang Zou, Jidi Cao, Yongzeng Lai, Jilin Zhang
Format: Article
Language:English
Published: AIMS Press 2023-03-01
Series:Electronic Research Archive
Subjects:
financial market
systemic risk forecasting
deep learning
savitzky-golay-tcn neural network model
Online Access:https://www.aimspress.com/article/doi/10.3934/era.2023135?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/era.2023135?viewType=HTML

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