Research Article

Prediction of Systemic Risk Contagion Based on a Dynamic Complex Network Model Using Machine Learning Algorithm

Table 2

The set of features considered in the interbank network.

No.AbbreviationDescription

11% ABCAverage betweenness centrality of the top 1% ranked banks
21% ACCOAverage clustering coefficient of the top 1% ranked banks
31% ACCENAverage closeness centrality of the top 1% ranked banks
41% AECAverage eigenvector centrality of the top 1% ranked banks
51% ADAverage degree of the top 1% ranked banks
65% ABCAverage betweenness centrality of the top 5% ranked banks
75% ACCOAverage clustering coefficient of the top 5% ranked banks
85% ACCENAverage closeness centrality of the top 5% ranked banks
95% AECAverage eigenvector centrality of the top 5% ranked banks
105% ADAverage degree of the top 5% ranked banks
1110% ABCAverage betweenness centrality of the top 10% ranked banks
1210% ACCOAverage clustering coefficient of the top 10% ranked banks
1310% ACCENAverage closeness centrality of the top 10% ranked banks
1410% AECAverage eigenvector centrality of the top 10% ranked banks
1510% ADAverage degree of the top 10% ranked banks
1620% ABCAverage betweenness centrality of the top 20% ranked banks
1720% ACCOAverage clustering coefficient of the top 20% ranked banks
1820% ACCENAverage closeness centrality of the top 20% ranked banks
1920% AECAverage eigenvector centrality of the top 20% ranked banks
2020% ADAverage degree of the top 20% ranked banks
2150% ABCAverage betweenness centrality of the top 50% ranked banks
2250% ACCOAverage clustering coefficient of the top 50% ranked banks
2350% ACCENAverage closeness centrality of the top 50% ranked banks
2450% AECAverage eigenvector centrality of the top 50% ranked banks
2550% ADAverage degree of the top 50% ranked banks
261% of TAProportion of total assets in the top 1% ranked banks of total assets
275% of TAProportion of total assets in the top 5% ranked banks of total assets
2810% of TAProportion of total assets in the top 10% ranked banks of total assets
2920% of TAProportion of total assets in the top 20% ranked banks of total assets
3050% of TAProportion of total assets in the top 50% ranked banks of total assets
31NBNumber of banks
32ASAttacking strategies