A deep learning model-based approach to financial risk assessment and prediction

A deep learning model-based approach to financial risk assessment and prediction

This paper proposes a split-lending network model for bank credit risk, calculates whether a bank fails by simulating the changes in bank assets and liabilities over time, and adds the default rate calculation considering the characteristics of the default rate when a bank borrows. Meanwhile, the XG...

Full description

Bibliographic Details
Main Authors: Li Xin, Li Lin
Format: Article
Language:English
Published: Sciendo 2024-01-01
Series:Applied Mathematics and Nonlinear Sciences
Subjects:
financial risk
unbundling network model
grcforest model
optimization function
activation function
68t05
Online Access:https://doi.org/10.2478/amns.2023.2.00489

Internet

https://doi.org/10.2478/amns.2023.2.00489

Similar Items