Stock market extreme risk prediction based on machine learning: Evidence from the American market-Reference-Cited by-同舟云学术

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Stock market extreme risk prediction based on machine learning: Evidence from the American market

Published:2024-09 Issue: Volume:74 Page:102241
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Ren Tingting,Li Shaofang,Zhang Siying

Funder

Major Project of Philosophy and Social Science Research in Colleges and Universities of Jiangsu Province

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

National Social Science Fund of China

Publisher

Elsevier BV

Reference72 articles.

1. Measuring systemic risk;Acharya;The Review of Financial Studies,2017

2. Adrian, T. & Brunnermeier, M. K. (2011). CoVaR. National Bureau of Economic Research.

3. Artificial intelligence and machine learning in finance: A bibliometric review;Ahmed;Research in International Business and Finance,2022

4. Usefulness of support vector machine to develop an early warning system for financial crisis;Ahn;Expert Systems with Applications,2011

5. Sovereign debt and currenct crises prediction models using machine learning techniques;Alaminos;Symmetry,2021

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