Financial contagion: A local correlation analysis

2011 ◽  
Vol 25 (1) ◽  
pp. 11-25 ◽  
Author(s):  
A. Can Inci ◽  
H.C. Li ◽  
Joseph McCarthy
Author(s):  
Hyounkyun Oh ◽  
Younghan Jung ◽  
Junyong Ahn ◽  
Sujin Kim ◽  
M. Myung Jeong

2021 ◽  
Vol 9 ◽  
Author(s):  
Ting Xiao ◽  
Lanbing Yu ◽  
Weiming Tian ◽  
Chang Zhou ◽  
Luqi Wang

A landslide susceptibility map (LSM) is the basis of hazard and risk assessment, guiding land planning and utilization, early warning of disaster, etc. Researchers are often overly keen on hybridizing state-of-the-art models or exploring new mathematical susceptibility models to improve the accuracy of the susceptibility map in terms of a receiver operator characteristic curve. Correlation analysis of the causal factors is a necessary routine process before susceptibility modeling to ensure that the overall correlation among all factors is low. However, this overall correlation analysis is insufficient to detect a high local correlation among the causal factor classes. The objective of this study is to answer three questions: 1) Is there a high correlation between causal factors in some parts locally? 2) Does it affect the accuracy of landslide susceptibility assessment? and 3) How can this influence be eliminated? To this aim, Wanzhou County was taken as the test site, where landslide susceptibility assessment based on 12 causal factors has been previously performed using the frequency ratio (FR) model and random forest (RF) model. In this work, we conducted a local spatial correlation analysis of the “altitude” and “rivers” factors and found a sizeable spatial overlap between altitude-class-1 and rivers-class-1. The “altitude” and “rivers” factors were reclassified, and then the FR model and RF model were used to reevaluate the susceptibility and analyze the accuracy loss caused by the local spatial correlation of the two factors. The results demonstrated that the accuracy of LSMs was markedly enhanced after reclassification of “altitude” and “rivers,” especially for the RF model–based LSM. This research shed new light on the local correlation of causal factors arising from a particular geomorphology and their impact on susceptibility.


2011 ◽  
Vol 10 (1) ◽  
pp. 69-87 ◽  
Author(s):  
A. Can Inci ◽  
H.C. Li ◽  
Joseph McCarthy

2011 ◽  
pp. 11-20 ◽  
Author(s):  
Giancarlo Corsetti ◽  
Marcello Pericoli ◽  
Massimo Sbracia

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