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Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques

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Figure

Table 1: 108 Regression Models with 10 Feature Selections; see further 54 models in Appendix A.2.
Figure 2: Outliers for 6 Bank-specific NIMs in Data Sample
Figure 3: Summary for Performances by RMSE for Linear Models
Table 2: A Simple Illustrative Example for Regression Tree results (’bac’ learned under FS1)
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