Financial Modeling

A New Method for Identifying Bank Credit Risk: SVM-KNN Combined Model

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A New Method for Identifying Bank Credit Risk: SVM-KNN Combined Model

Authors: Shen Qing, Zhang Lianzheng Affiliation: Nankai University, School of Finance Source: Journal of Financial Regulation Research, Issue 7, 2020 Original Title: A New Method for Identifying Bank Credit Risk: SVM-KNN Combined Model Research Background Since 2019, the Baoshang Bank incident has attracted widespread attention from both academia and industry, sparking renewed discussions on credit … Read more

Stock Selection Model Based on LSTM

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Stock Selection Model Based on LSTM

1. Task Introduction Mainly to train a stock selection model using 2000 stock selection factors as input features, with returns as labels, to train the LSTM model to predict stocks with higher returns on a future trading day. This article mainly introduces the data processing and model building parts, and analyzes different standardization techniques in … Read more