Page - 39 - in Intelligent Environments 2019 - Workshop Proceedings of the 15th International Conference on Intelligent Environments

4. DataProcessing 4.1. DataDescription Inviewof themeasurementof the adequacy level of commercial bankscapital,wegive the earlywarning level of capital and thedefinition indicators as shown inTable 1.The capital isdividedintofour levels:Normal,Tight,VeryTightandExtremelyTight.Dueto the liquidityriskhasbecomethemost fundamentalandfatal risksince2007,whilemany financial institutions and commercial banks went bankrupt or closed down. As Basel Committee issuedBasel III in 2010andChinaBankingRegulatoryCommission issued TheManagementMeasures onCommercialBankLiquidityRisk in2011, liquidity risk regulationofbanking industry is strengthened.Since that, in the studyof this paper, the focus is on the situation of tight capital. And due to the uneven distribution of sample categories, the red (29days) andyellow (41days) samples are too few, resulting in low predicting accuracy. Therefore, the four-classification problem is downsized into two classifications, where the normal adequacy level and tight adequacy level are grouped into loosecategory,andvery tightadequacy leveland theextremely tightadequacy level are grouped into tight category. The capital adequacy warning level data used in this paper is thenatural tradingdaysdatabetweenAugust 1, 2014andMay11, 2018a total of1087days.Thedataset of thenews text (unstructureddata)used in this experiment is crawled fromfour sectionsofSinaFinancial newswebsite1 namelymacro,data, central bankandmarket segment, as shown inTable2. The dataset of the structured data used in the experiment is provided byWind Fi- nancialDatabase2which is apowerful tool forfinancial information services .In theex- periment, thedata frequency includesdaily,weekly,monthly, seasonal, semi-annualand annual.The followingTable3 lists someof the factors. Table2. NewsTextExamples. Date NewsText 2018/3/15 USdollar against theCanadiandollar roseabove1.3044, thehighest in the last eightmonths. 2018/3/16 OffshoreRenminbi (CNH)wasquotedat6.3293yuanagainst aUSdollar at04:59Beijing time, comparedwith lateWednesday inNewYork fell 223points. Table3. TheAdequacy IndicatorsofBankCapital. NO. Indicators DataFrequency 1 SpotExchangeRate:RMB/USD Daily 2 Banking IndustryClimate Index Seasonal 3 RMBRequiredReserveRatio Monthly 1http://finance.sina.com.cn/7x24/ 2http://www.wind.com.cn Y.Duetal. /Predicting the InterbankCapitalAdequacyLevelBasedonFinancialDataAnalysis 39