A real-time risk assessment model for cross-border financial transactions based on big data technology DOI Creative Commons

Mengrui Bao

Applied Mathematics and Nonlinear Sciences, Год журнала: 2024, Номер 9(1)

Опубликована: Янв. 1, 2024

Abstract The study applies the method of resampling to deal with unbalanced financial transaction data, which is resampled by majority class weighted minority oversampling. After data processing, VaR-GARCH risk assessment model constructed. this paper compared other methods test its performance. Subsequently, taking carbon market as an entry point, trading price seven global markets from 2021 June 28, 2024, are selected for assess transnational in real-time. efficacy paper’s on both AP and LC datasets has overall advantage. Among markets, EU most drastic fluctuation prices, while Chinese smoothest. averages highest lowest California-Quebec (85.59), South Korea (72.49), U.S. Regional Greenhouse Gas Emission Reduction Program (47.24), U.K. (44.80), China (37.26), New Zealand (34.35), (34.34). had average price, price. Transaction prices stable, log yield trends UK similar. top three terms value-at-risk VaR California-Quebec, Korea, EU, smallest market.

Язык: Английский

Study on the influence of digital inclusive finance on the development of provincial fishery economy and regional economic convergence in China DOI Open Access

Lingsheng Chen,

Jiao Bai,

Shiwei Xu

и другие.

Israeli Journal of Aquaculture - Bamidgeh, Год журнала: 2024, Номер 76(4)

Опубликована: Дек. 2, 2024

In recent years, the rapid development of digital inclusive finance in China has affected many aspects social development, especially economic which a good driving force. At same time, fishery economy been challenged by aspects, and may inject new momentum into economy. Using financial inclusion index relevant data on 31 provinces, autonomous regions, municipalities from 2013 to 2020, this paper empirically analyzes impact provincial through dual fixed effect panel econometric model controlled region time. The main conclusions are as follows: benchmark regression results show that can positively promote at significance level 1%, degree also significant role promoting After endogeneity test system GMM series robustness tests, still significant. moderating technological innovation plays positive economy, while upgrading industrial structure an inhibitory role. Based β convergence model, it be found there is no among provinces. will play greater areas with better fisheries thus widening gap between regions. Finally, discusses conclusion improvement, reference for coordinated based

Язык: Английский

Процитировано

0

A real-time risk assessment model for cross-border financial transactions based on big data technology DOI Creative Commons

Mengrui Bao

Applied Mathematics and Nonlinear Sciences, Год журнала: 2024, Номер 9(1)

Опубликована: Янв. 1, 2024

Abstract The study applies the method of resampling to deal with unbalanced financial transaction data, which is resampled by majority class weighted minority oversampling. After data processing, VaR-GARCH risk assessment model constructed. this paper compared other methods test its performance. Subsequently, taking carbon market as an entry point, trading price seven global markets from 2021 June 28, 2024, are selected for assess transnational in real-time. efficacy paper’s on both AP and LC datasets has overall advantage. Among markets, EU most drastic fluctuation prices, while Chinese smoothest. averages highest lowest California-Quebec (85.59), South Korea (72.49), U.S. Regional Greenhouse Gas Emission Reduction Program (47.24), U.K. (44.80), China (37.26), New Zealand (34.35), (34.34). had average price, price. Transaction prices stable, log yield trends UK similar. top three terms value-at-risk VaR California-Quebec, Korea, EU, smallest market.

Язык: Английский

Процитировано

0