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RePEcRisk, Credit & Banking

Modelling Systemic Risk in Morocco's Banks

QRNN optimized by Adam algorithm shows increased systemic risk in Moroccan banking system during COVID-19 crisis.

Featured in No. 2 on 1 Jun 2023 · on release day

Released
1 Jun 2023
First featured
No. 2 · 1 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:gam:jijfss:v:11:y:2023:i:2:p:70-:d:1151988

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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