Prediction of Systemic Risk Contagion Based on a Dynamic Complex Network Model Using Machine Learning Algorithm

Table 3

Ranking of features for each of the capital reserves ratios .

Rank	r = 5%		r = 10%		r = 15%		r = 20%
	ID	VI	ID	VI	ID	VI	ID	VI
1	5% AD	0.0907	AS	0.084	AS	0.065	10% ABC	0.0436
2	5% ACCO	0.0575	1% AD	0.0445	1% AEC	0.0521	20% TA	0.0417
3	1% ACCO	0.0539	1% ACCEN	0.0419	5% ACCO	0.0498	10% ACCEN	0.0392
4	5% AD	0.0507	1% ACCO	0.0378	1% ABC	0.0489	20% ACCEN	0.0358
5	10% AEC	0.0386	5% ACCO	0.0374	5% AEC	0.0487	NB	0.0336
6	5% AEC	0.0363	5% ABC	0.033	1% TA	0.0441	5% TA	0.0313
7	1% ACCEN	0.036	5% TA	0.0323	1% ACCEN	0.043	50% ABC	0.0296
8	1% ABC	0.0353	1% TA	0.0309	1% AD	0.0396	AS	0.0275
9	1% of TA	0.0271	1% AEC	0.0278	1% ACCO	0.0344	50% AEC	0.0269
10	5% ACCEN	0.0245	10% ABC	0.0251	5% ACCEN	0.0291	5% AD	0.0259