We propose a distress measure for national banking systems that incorporates not only banks' CDS spreads, but also how they interact with the rest of the global financial system via multiple linkage types. The measure is based on a tensor decomposition method that extracts an adjacency matrix...

Building predictive models for genomic mining requires feature selection, as an essential preliminary step to reduce the large number of variable available. Feature selection is a process to select a subset of features which is the most essential for the intended tasks such as classification,...

This paper investigates how banking system stability is affected when we combine Islamic and conventional finance under the same roof. We compare systemic resilience of three types of banks in six GCC member countries with dual banking systems: fully fledged Islamic banks (IB), purely...