The measurement and early warning of daily financial stability index based on XGBoost and SHAP: Evidence from China

Author:

Tan Benyan,Gan ZiqiORCID,Wu Yan

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference69 articles.

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2. Ahmed, N. K., Atiya, A. F., Gayar, N. E., & El-Shishiny, H. (2010). An empirical comparison of machine learning models for time series forecasting. Econometric Reviews, 29(5-6), 594-621.https://doi.org/10.1080/07474938.2010.481556.

3. Albulescu, C. T. (2010). Forecasting the Romanian financial system stability using a stochastic simulation model. Romanian Journal of Economic Forecasting, 13(1), 81-98. https://ipe.ro/rjef/rjef1_10/rjef1_10_6.pdf.

4. Identifying excessive credit growth and leverage;Alessi;Journal of Financial Stability,2018

5. Defining and achieving financial stability;Allen;Journal of Financial Stability,2006

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