Cargando…
Application of Neural Network with Autocorrelation in Long-Term Forecasting of Systemic Financial Risk
Carrying out early warning of systemic financial risk is a prerequisite for timely adjustment of monetary policy and macroprudential policy to effectively prevent and resolve systemic financial risks. This paper constructs a systemic financial risk monitoring and early warning system for China'...
Autores principales: | Zhang, Junzhi, Chen, Lei |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Hindawi
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9507697/ https://www.ncbi.nlm.nih.gov/pubmed/36156951 http://dx.doi.org/10.1155/2022/7131143 |
Ejemplares similares
-
Neural Networks for Financial Time Series Forecasting
por: Sako, Kady, et al.
Publicado: (2022) -
Long-term Expenditure Forecasts and Financial Management
Publicado: (1965) -
Financial Forecasting, Analysis and Modelling: A Framework for Long-Term Forecasting
por: Samonas, Michael
Publicado: (2015) -
Testing network autocorrelation without replicates
por: Chan, Kwun Chuen Gary, et al.
Publicado: (2022) -
Forecasting Financial Time Series through Causal and Dilated Convolutional Neural Networks
por: Börjesson, Lukas, et al.
Publicado: (2020)