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Name of Quantlet: FRM-Taiwan

Published in: OWTRS conference

Description: This study revises the Financial Risk Meter (FRM) to assess systemic risk in Taiwan's key electronic and financial sectors, using machine learning for enhanced recession prediction and risk analysis.

Submitted: 02 Dec 2023

Keywords: 
- FRM (Financial Risk Meter)
- Lasso Quantile Regression
- Systemic Risk
- Recession
- Financial Network

Author: Huei-Wen Teng, Siang-Li Jheng, Jhih-Yi Chen, Chun-Ya Tang, Hsin-Yu Tsai, Wolfgang Karl Härdle

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