Related papers: Systemic Risk Clustering of China Internet Financi…

Internet finance is a new financial model that applies Internet technology to payment, capital borrowing and lending and transaction processing. In order to study the internal risks, this paper uses the Internet financial risk elements as…

The insufficient understanding of the credit network structure was recognized as a key factor for regulators' underestimation of the destructive systematic risk during the financial crisis that started in 2007. The existing credit network…

This study employs machine learning models to predict the failure of Peer-to-Peer (P2P) lending platforms, specifically in China. By employing the filter method and wrapper method with forward selection and backward elimination, we…

The recent advancements in computational power and machine learning algorithms have led to vast improvements in manifold areas of research. Especially in finance, the application of machine learning enables both researchers and…

The 2008 financial crisis illustrated the need for a thorough, functional understanding of systemic risk in strongly interconnected financial structures. Dynamic processes on complex networks being intrinsically difficult, most recent…

To identify cluster of societies is not easy in subject to the availability of data. In this study, from the prospective of computational social science, we propose a novel method to cluster Chinese regional cultures. Using millions of…

In this article we propose a novel measure of systemic risk in the context of financial networks. To this aim, we provide a definition of systemic risk which is based on the structure, developed at different levels, of clustered neighbours…

In this research, we introduce a robust metric to identify Systemically Important Financial Institution (SIFI) in a financial network by taking into account both common idiosyncratic shocks and contagion through counterparty exposures. We…

Cyber networks are fundamental to many organization's infrastructure, and the size of cyber networks is increasing rapidly. Risk measurement of the entities/endpoints that make up the network via available knowledge about possible threats…

P2P lending presents as an innovative and flexible alternative for conventional lending institutions like banks, where lenders and borrowers directly make transactions and benefit each other without complicated verifications. However, due…

The growing instability of both global and domestic economic environments has increased the risk of financial distress at the household level. However, traditional econometric models often rely on delayed and aggregated data, limiting their…

The failure of key financial institutions may accelerate risk contagion due to their interconnections within the system. In this paper, we propose a robust portfolio strategy to mitigate systemic risks during extreme events. We use the…

China is the world's second largest economy. After four decades of economic miracles, China's economy is transitioning into an advanced, knowledge-based economy. Yet, we still lack a detailed understanding of the skills that underly the…

Over the past decade, Internet centralization and its implications for both people and the resilience of the Internet has become a topic of active debate. While the networking community informally agrees on the definition of centralization,…

Networked-guarantee loans may cause the systemic risk related concern of the government and banks in China. The prediction of default of enterprise loans is a typical extremely imbalanced prediction problem, and the networked-guarantee make…

Domestic and foreign scholars have conducted many studies on the influencing factors of digital inclusive finance, but few studies on the impact of the "Belt and Road" and the establishment of node cities on digital inclusive finance.…

With the continuous evolution of China's multi-level capital market, the National Equities Exchange and Quotations (NEEQ), also known as the "New Third Board," has become a critical financing platform for small and medium-sized enterprises…

To identify cluster of societies and cultures is not easy in subject to the availability of data. In this study, we propose a novel method to cluster Chinese regional cultures. Using geotagged online-gaming data of Chinese internet users…

The negative externalities from an individual bank failure to the whole system can be huge. One of the key purposes of bank regulation is to internalize the social costs of potential bank failures via capital charges. This study proposes a…

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…