Research on prediction of China's financial systematic risk based on the hybrid model.
Tingting ZhangZhenpeng TangLinjie ZhanXiaoxu DuKaijie ChenPublished in: J. Intell. Fuzzy Syst. (2022)
Keyphrases
- hybrid model
- risk management
- forecasting accuracy
- artificial neural networks
- arima model
- decision making
- prediction accuracy
- portfolio optimization
- hybrid models
- commercial banks
- credit risk
- listed companies
- support vector regression
- financial crisis
- back propagation neural network
- stock market
- risk analysis
- prediction model
- financial risk
- risk assessment
- risk factors
- prediction error
- support vector machine svm
- support vector machine
- feed forward neural networks
- var model
- machine learning
- load forecasting
- multi layer
- face recognition
- image processing
- innovation diffusion
- genetic algorithm