HFTCRNet:用于银行间信用评级和风险评估的层次融合变压器
IEEE transactions on neural networks and learning systems
|October 22, 2024
概括
一个新的深度学习模型HFTCRNet通过分析时间数据和银行间网络来提高银行信用评级. 它准确评估信誉和系统风险,增强金融稳定性.
科学领域:
- 金融建模金融建模
- 深度学习应用程序深度学习应用程序
- 金融中的网络分析.
背景情况:
- 银行信用评级对于全球经济稳定至关重要.
- 现有的模型往往会独立评估银行,从而导致低于最佳风险评估.
- 增加银行间互联互通性需要先进的建模技术.
研究的目的:
- 开发用于银行间信用评级和风险评估的先进神经网络.
- 为了捕捉银行系统内的时间动态和相互关联的关系.
- 提高信用风险评估的准确性和全面性.
主要方法:
- 提出了一种用于银行间信用评级和风险评估 (HFTCRNet) 的新型层次融合变压器.
- 集成的长期时间变压器 (LT3),短期交叉图形变压器 (STCGT),注意风险传染变压器 (ARCT) 和层次融合变压器 (HFT) 模块.
- 开发了一个新的银行间信用评级数据集 (2016Q1-2023Q1) 并调整了网络稳定最小密度算法.
- 利用半监督学习进行信用评级和系统风险 (SRISK) 评估.
主要成果:
- 在信用评级准确性方面,HFTCRNet表现优于基线模型.
- 该模型有效评估银行间网络内的系统性风险.
- 开发的数据集和方法提供了一个强大的框架,用于银行间风险分析.
结论:
- 在模拟信用评级和风险评估的复杂银行间动态方面,HFTCRNet提供了重大进展.
- 该方法提高了预测个人银行信誉和系统银行间风险的能力.
- 这项工作通过改进的金融风险管理工具,有助于维护全球经济稳定.
相关概念视频
Instrument Transformers
74
Instrument transformers, comprising voltage transformers (VTs) and current transformers (CTs), play crucial roles in power substations by providing isolated replicas of current or voltage for measurement and protection purposes. Voltage transformers reduce the primary voltage to levels suitable for relay operation and measurement, while current transformers scale down the primary current. The primary winding of a current transformer often consists of a single turn, achieved by threading the...
74
Transformers with Off-Nominal Turns Ratios
140
In scenarios involving parallel transformers with disparate ratings, developing per-unit models requires accommodating off-nominal turns ratios. This situation arises when the selected base voltages are not proportional to the transformer’s voltage ratings. Consider a transformer where the rated voltages are related by the term a. If the chosen voltage bases satisfy a relationship involving term b, term c is defined as the ratio of these bases. This ratio is then substituted into the...
140
Equivalent Circuits for Practical Transformers
397
The practical equivalent circuits of single-phase two-winding transformers exhibit significant deviations from their idealized versions due to the inherent properties of winding resistance and finite core permeability. These properties result in real and reactive power losses, affecting the transformer's performance. Understanding these deviations is crucial for designing more efficient transformers.
In a practical transformer, each winding exhibits resistance and leakage reactance. The...
In a practical transformer, each winding exhibits resistance and leakage reactance. The...
397
Three-Winding Transformers
206
Three identical single-phase transformers can be configured to form a three-phase transformer connection, which involves high-voltage and low-voltage windings. The high-voltage windings are denoted by capital letters A-B-C, while the low-voltage windings are labeled with lowercase letters a-b-c, representing their respective phases. This notation helps distinguish between the high and low voltage sides of the transformer.
In the per-unit equivalent circuit of a grounded Y-Y three-phase...
In the per-unit equivalent circuit of a grounded Y-Y three-phase...
206
Transformers in Distribution System
98
Transformers in distribution systems can be broadly categorized into distribution substation transformers and other distribution transformers. They are crucial for stepping down high transmission voltages to levels suitable for distribution and end-user applications.
Distribution substation transformers come in various ratings and typically use mineral oil for insulation and cooling. To prevent moisture and air from entering the oil, some transformers use an inert gas like nitrogen to fill the...
Distribution substation transformers come in various ratings and typically use mineral oil for insulation and cooling. To prevent moisture and air from entering the oil, some transformers use an inert gas like nitrogen to fill the...
98
Transformers
1.1K
A device that transforms voltages from one value to another using induction is called a transformer. A transformer consists of two separate coils, or windings, wrapped around the same soft iron core. However, they are electrically insulated from each other.
The iron core has a substantial relative permeability. Therefore, the magnetic field lines generated due to the current in one winding are almost entirely confined within the core, such that the same magnetic flux permeates each turn of both...
The iron core has a substantial relative permeability. Therefore, the magnetic field lines generated due to the current in one winding are almost entirely confined within the core, such that the same magnetic flux permeates each turn of both...
1.1K


