GitHub - cspun/MLE-SRISK: This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)

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This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)

machine-learning-algorithms systemic-risk

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Name		Name	Last commit message	Last commit date
Latest commit History 7 Commits
HK_2Step_Regression_Adaboost.py		HK_2Step_Regression_Adaboost.py
HK_3Step_Regression_Adaboost.py		HK_3Step_Regression_Adaboost.py
HK_4Step_Regression_Adaboost.py		HK_4Step_Regression_Adaboost.py
HK_SRISK_template.xlsx		HK_SRISK_template.xlsx
Hong Kong Market Data.csv		Hong Kong Market Data.csv
SRISK_US_2step_Template.zip.001		SRISK_US_2step_Template.zip.001
SRISK_US_2step_Template.zip.002		SRISK_US_2step_Template.zip.002
SRISK_US_2step_Template.zip.003		SRISK_US_2step_Template.zip.003
SRISK_US_2step_Template.zip.004		SRISK_US_2step_Template.zip.004
US_Two_Step_Regression_ANN1.py		US_Two_Step_Regression_ANN1.py
US_Two_Step_Regression_ANN1_with_4_additional_features.py		US_Two_Step_Regression_ANN1_with_4_additional_features.py
US_Two_Step_Regression_ANN2.py		US_Two_Step_Regression_ANN2.py
US_Two_Step_Regression_ANN3.py		US_Two_Step_Regression_ANN3.py
US_Two_Step_Regression_Adaboost.py		US_Two_Step_Regression_Adaboost.py
US_Two_Step_Regression_Adaboost_with_4_additional_features.py		US_Two_Step_Regression_Adaboost_with_4_additional_features.py
US_Two_Step_Regression_LSTM1.py		US_Two_Step_Regression_LSTM1.py
US_Two_Step_Regression_LSTM2.py		US_Two_Step_Regression_LSTM2.py
US_Two_Step_Regression_LSTM3.py		US_Two_Step_Regression_LSTM3.py
US_Two_Step_Regression_LSTM3_with_4_additional_features.py		US_Two_Step_Regression_LSTM3_with_4_additional_features.py
US_Two_Step_Regression_RandomForest.py		US_Two_Step_Regression_RandomForest.py
US_Two_Step_Regression_RandomForest_with_4_additional_features.py		US_Two_Step_Regression_RandomForest_with_4_additional_features.py
US_Two_Step_Regression_SVR.py		US_Two_Step_Regression_SVR.py
US_Two_Step_Regression_SVR_with_4_additional_features.py		US_Two_Step_Regression_SVR_with_4_additional_features.py
US_Two_Step_Regression_xgboost.py		US_Two_Step_Regression_xgboost.py

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