Research Article
Prediction of Systemic Risk Contagion Based on a Dynamic Complex Network Model Using Machine Learning Algorithm
Table 3
Ranking of features for each of the capital reserves ratios
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| Rank | r = 5% | r = 10% | r = 15% | r = 20% | ID | VI | ID | VI | ID | VI | ID | VI |
| 1 | 5% AD | 0.0907 | AS | 0.084 | AS | 0.065 | 10% ABC | 0.0436 | 2 | 5% ACCO | 0.0575 | 1% AD | 0.0445 | 1% AEC | 0.0521 | 20% TA | 0.0417 | 3 | 1% ACCO | 0.0539 | 1% ACCEN | 0.0419 | 5% ACCO | 0.0498 | 10% ACCEN | 0.0392 | 4 | 5% AD | 0.0507 | 1% ACCO | 0.0378 | 1% ABC | 0.0489 | 20% ACCEN | 0.0358 | 5 | 10% AEC | 0.0386 | 5% ACCO | 0.0374 | 5% AEC | 0.0487 | NB | 0.0336 | 6 | 5% AEC | 0.0363 | 5% ABC | 0.033 | 1% TA | 0.0441 | 5% TA | 0.0313 | 7 | 1% ACCEN | 0.036 | 5% TA | 0.0323 | 1% ACCEN | 0.043 | 50% ABC | 0.0296 | 8 | 1% ABC | 0.0353 | 1% TA | 0.0309 | 1% AD | 0.0396 | AS | 0.0275 | 9 | 1% of TA | 0.0271 | 1% AEC | 0.0278 | 1% ACCO | 0.0344 | 50% AEC | 0.0269 | 10 | 5% ACCEN | 0.0245 | 10% ABC | 0.0251 | 5% ACCEN | 0.0291 | 5% AD | 0.0259 |
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