Gan, Christopher; Nguyen, Cuong; Anthony, Patricia - In: Journal of Risk and Financial Management 14 (2021) 10, pp. 1-18
This is the first study to use the self-organisation (Kohonen) map technique, an artificial neural network based on a non-supervised learning algorithm, to categorise Vietnamese banks into super-class groups. Drawing on unbalanced yearly data from 2008 to 2017, this study identifies two...