Application of Neural Network with Autocorrelation in Long-Term Forecasting of Systemic Financial Risk
Sign Up to like & getrecommendations! Published in 2022 at "Computational Intelligence and Neuroscience"
DOI: 10.1155/2022/7131143
Abstract: 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… read more here.
Keywords: neural network; financial risk; risk; systemic financial ... See more keywords
Testing network autocorrelation without replicates
Sign Up to like & getrecommendations! Published in 2022 at "PLOS ONE"
DOI: 10.1371/journal.pone.0275532
Abstract: In this paper, we propose a portmanteau test for whether a graph-structured network dataset without replicates exhibits autocorrelation across units connected by edges. Specifically, the well known Ljung-Box test for serial autocorrelation of time series… read more here.
Keywords: network; without replicates; testing network; test ... See more keywords