Yunhan Qu

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Research on the multifractal volatility of Chinese banks based on the synthetic minority oversampling technique, edited nearest neighbors and long short-term memory - Journal of Risk Model Validation

Nov 5, 2024 | risk.net | Jingyuan Huang |Yunhan Qu

Tweet Facebook LinkedIn Save this article Send to Print this page We combine the SMOTEENN sampling technique with LSTM models to achieve risk warnings for Chinese banks. This article introduces multifractal volatility to describe the price fluctuations of financial assets in Chinese banks.

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