Application of Neural Network with Autocorrelation in Long-Term Forecasting of Systemic Financial Risk

Table 2

The five largest subsets of Euclidean distance.

Index	Subset	Distance
1	PCR, NPL, RLR, IBA, CCI, CBI, LDR, LRCB, SHB, IBL	1.668514
2	PCR, NPL, RLR, IBA, CCI, CBI, LRCB, SHB, IBL	1.649928
3	PCR, NPL, IBA, CCI, CBI, ER, LRCB, SHB, IBL	1.622538
4	PCR, NPL, IBA, CCI, CBI, RELR, LDR, M2, IIBL	1.604764
5	PCR, NPL, RLR, IBA, CBI, RELR, LDR, LRCB, SHB, IBL, GLR	1.599431