Critical Firms Prediction for Stemming Contagion Risk in Networked-Loans through Graph-Based Deep Reinforcement Learning.
Dawei ChengZhibin NiuJianfu ZhangYiyi ZhangChangjun JiangPublished in: AAAI (2023)
Keyphrases
- reinforcement learning
- prediction accuracy
- portfolio optimization
- function approximation
- prediction model
- decision making
- information technology
- risk analysis
- optimal policy
- optimal control
- risk management
- prediction error
- semi supervised
- risk assessment
- preprocessing
- multimedia
- investment decisions
- protein function prediction
- machine learning
- markov decision processes
- state space
- information systems
- neural network
- graph model
- high risk
- dynamic programming
- information retrieval
- risk measures
- strategic decisions
- panel data