Table 10 Contribution of the weighted clustering coefficient to risk prediction.
From: RF model and SNA analysis for optimization of regional financial supervision system
Risk level | Proportion of high-clustering institutions (> 0.6) (%) | Avg. clustering coefficient | Local contagion probability (%) | Feature importance |
|---|---|---|---|---|
Safe (A) | 12.3 | 0.42 | 0.7 | 0.08 |
Relatively safe (B) | 18.6 | 0.51 | 5.2 | 0.12 |
Notice (C) | 26.9 | 0.58 | 14.7 | 0.17 |
Cautious (D) | 34.7 | 0.63 | 28.5 | 0.21 |
Warning (E) | 47.5 | 0.71 | 53.8 | 0.27 |
Dangerous (F) | 61.2 | 0.79 | 79.3 | 0.33 |