Page - 38 - in Intelligent Environments 2019 - Workshop Proceedings of the 15th International Conference on Intelligent Environments
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Figure1. WorkflowofPrediction.
duction.The input is structured andunstructureddata. First, features are extracted from
original unstructured data. The feature extraction methods include frequency method,
TF-IDF,mutual informationmethodN-gram,wordembeddingandempiricalmanualde-
sign. Then, the features extracted from text, togetherwith structured data, are fed into
differentmachinelearningmodels todoprediction.Theoutput iscapitaladequacylevels.
Table1. TheAdequacy IndicatorsofBankCapital.
Warning Adequacy Adequacy
Color Level Indicators
1.Majorcounterpartieshaveabundant capital
Green Normal 2.Thesupplyofovernight capital is sufficient andovernightprice
financedbynon-bank institutions isnothigh
3.Amplemoneysuppliedbypolicybacks toX-REPO
1.Majorcounterpartieshave1/3 shrinkageofmoneysupplyor stop
lending
Yellow Tight 2.Theovernight capital limitedsupplyorfinancedovernight capital
withhighprices fornon-bank institutions
3.Policybanks reduce theovernight capital supplyonX-REPO
1.Majorcounterpartieshave2/3 shrinkageofmoneysupplyor stop
lending
Orange Very 2.Theovernight capital supply is scarceorfinanced long term
Tight capitalwithhighprices fornon-bank institutions
3.Policybanksdonot supply theovernight capital onX-REPO
Red Extremely 1.Majorcounterparties stop lending
Tight 2.Banksdonot lendmoney tonon-bank institutions
Y.Duetal. /Predicting the
InterbankCapitalAdequacyLevelBasedonFinancialDataAnalysis38
Intelligent Environments 2019
Workshop Proceedings of the 15th International Conference on Intelligent Environments
- Title
- Intelligent Environments 2019
- Subtitle
- Workshop Proceedings of the 15th International Conference on Intelligent Environments
- Authors
- Andrés Muñoz
- Sofia Ouhbi
- Wolfgang Minker
- Loubna Echabbi
- Miguel Navarro-Cía
- Publisher
- IOS Press BV
- Date
- 2019
- Language
- German
- License
- CC BY-NC 4.0
- ISBN
- 978-1-61499-983-6
- Size
- 16.0 x 24.0 cm
- Pages
- 416
- Category
- Tagungsbände