Research on Systemic Financial Risk Measurement Based on HMM and Text Mining: A Case of China Financial Market
The paper considered the sensitivity of unstructured network data to external shocks in the financial system, based on HMM applied in the traditional financial indicator system to construct the new composite index. We integrated economic statistical structure data and internet information, to captur...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2021-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9343248/ |