# Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models

arXiv: https://arxiv.org/abs/2412.03606 · HTML: https://mlsanity.com/paper/2412.03606/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- Builds on 10 of its 24 references that are in the map.
- First posted on arXiv 4 Dec 2024.

## Builds on (most cited first, 10 of 10)

- [Transforming Multidimensional Time Series into Interpretable Event Sequences for Advanced Data Mining](https://mlsanity.com/paper/2409.14327/) (2024)
- [Self-Supervised Graph Neural Networks for Enhanced Feature Extraction in Heterogeneous Information Networks](https://mlsanity.com/paper/2410.17617/) (2024)
- [Emotion-Aware Interaction Design in Intelligent User Interface Using Multi-Modal Deep Learning](https://mlsanity.com/paper/2411.06326/) (2024)
- [Metric Learning for Tag Recommendation: Tackling Data Sparsity and Cold Start Issues](https://mlsanity.com/paper/2411.06374/) (2024)
- [Self-Supervised Learning in Deep Networks: A Pathway to Robust Few-Shot Classification](https://mlsanity.com/paper/2411.12151/) (2024)
- [Adaptive Cache Management for Complex Storage Systems Using CNN-LSTM-Based Spatiotemporal Prediction](https://mlsanity.com/paper/2411.12161/) (2024)
- [Graph Neural Network-Based Entity Extraction and Relationship Reasoning in Complex Knowledge Graphs](https://mlsanity.com/paper/2411.15195/) (2024)
- [Enhancing Few-Shot Learning with Integrated Data and GAN Model Approaches](https://mlsanity.com/paper/2411.16567/) (2024)
- [A Combined Encoder and Transformer Approach for Coherent and High-Quality Text Generation](https://mlsanity.com/paper/2411.12157/) (2024)
- [Optimizing Retrieval-Augmented Generation with Elasticsearch for Enhanced Question-Answering Systems](https://mlsanity.com/paper/2410.14167/) (2024)

## Built on by (most cited first, 6 of 6)

- [Machine Learning Techniques for Pattern Recognition in High-Dimensional Data Mining](https://mlsanity.com/paper/2412.15593/) (2024)
- [AI-Driven Health Monitoring of Distributed Computing Architecture: Insights from XGBoost and SHAP](https://mlsanity.com/paper/2501.14745/) (2024)
- [A Structured Reasoning Framework for Unbalanced Data Classification Using Probabilistic Models](https://mlsanity.com/paper/2502.03386/) (2025)
- [Dynamic Scheduling Strategies for Resource Optimization in Computing Environments](https://mlsanity.com/paper/2412.17301/) (2024)
- [Deep Learning in Image Classification: Evaluating VGG19's Performance on Complex Visual Data](https://mlsanity.com/paper/2412.20345/) (2024)
- [Dynamic User Interface Generation for Enhanced Human-Computer Interaction Using Variational Autoencoders](https://mlsanity.com/paper/2412.14521/) (2024)

## Abstract (arXiv)

This paper aims to study the prediction of the bank stability index based on the Time Series Transformer model. The bank stability index is an important indicator to measure the health status and risk resistance of financial institutions. Traditional prediction methods are difficult to adapt to complex market changes because they rely on single-dimensional macroeconomic data. This paper proposes a prediction framework based on the Time Series Transformer, which uses the self-attention mechanism of the model to capture the complex temporal dependencies and nonlinear relationships in financial data. Through experiments, we compare the model with LSTM, GRU, CNN, TCN and RNN-Transformer models. The experimental results show that the Time Series Transformer model outperforms other models in both mean square error (MSE) and mean absolute error (MAE) evaluation indicators, showing strong prediction ability. This shows that the Time Series Transformer model can better handle multidimensional time series data in bank stability prediction, providing new technical approaches and solutions for financial risk management.