Predicting systemic risk of banks: a machine learning approach

Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis

(2022) Md Akhtaruzzaman et al.   Finance Research Letters

Artificial intelligence and machine learning in finance: A bibliometric review

(2022) Shamima Ahmed et al.   Research in International Business and Finance

A gradient boosting approach to estimating tail risk interconnectedness

(2021) Yunshen Long et al.   APPLIED ECONOMICS

Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19

(2021) Xiaochun Guo et al.   Research in International Business and Finance

GA-SVM based feature selection and parameter optimization in hospitalization expense modeling

(2018) Zhou Tao et al.   APPLIED SOFT COMPUTING

Exploring the synergetic effects of sample types on the performance of ensembles for credit risk and corporate bankruptcy prediction

(2018) Vicente García et al.   Information Fusion

Intelligent Approach to Estimation of Tunnel-Induced Ground Settlement Using Wavelet Packet and Support Vector Machines

(2017) Limao Zhang et al.   JOURNAL OF COMPUTING IN CIVIL ENGINEERING

TENET: Tail-Event driven NETwork risk

(2016) Wolfgang Karl Härdle et al.   JOURNAL OF ECONOMETRICS

Building Predictive Models inRUsing thecaretPackage

(2015) Max Kuhn   Journal of Statistical Software

Size and complexity in model financial systems

(2012) N. Arinaminpathy et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Multi-Scale Approach for Predicting Fish Species Distributions across Coral Reef Seascapes

(2011) Simon J. Pittman et al.   PLoS One