首页|George Washington University Researcher Publishes New Studies and Findings in th e Area of Machine Learning (Developing an Early Warning System for Financial Net works: An Explainable Machine Learning Approach)
George Washington University Researcher Publishes New Studies and Findings in th e Area of Machine Learning (Developing an Early Warning System for Financial Net works: An Explainable Machine Learning Approach)
扫码查看
点击上方二维码区域，可以放大扫码查看
原文链接
NETL
NSTL
Investigators discuss new findings in artificial intelligence. According to news originating from Washington, District of Columbia, by NewsRx editors, the research stated, "Identifying the influenti al variables that provide early warning of financial network instability is chal lenging, in part due to the complexity of the system, uncertainty of a failure, and nonlinear, time-varying relationships between network participants." Financial supporters for this research include The Office of Financial Research (Ofr), U.S. Department of The Treasury. Our news journalists obtained a quote from the research from George Washington U niversity: "In this study, we introduce a novel methodology to select variables that, from a data-driven and statistical modeling perspective, represent these r elationships and may indicate that the financial network is trending toward inst ability. We introduce a novel variable selection methodology that leverages Shap ley values and modified Borda counts, in combination with statistical and machin e learning methods, to create an explainable linear model to predict relationshi p value weights between network participants. We validate this new approach with data collected from the March 2023 Silicon Valley Bank Failure."
George Washington UniversityWashingtonDistrict of ColumbiaUnited StatesNorth and Central AmericaCyborgsEmerg ing TechnologiesMachine Learning
NETL
NSTL
