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Financial Innovation

Table 7 Threshold effect

From: An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression

Features

Threshold

Notes

CreditCostGrowth

7

Larger feature value, larger SHAP value, larger impact; Feature value beyond the threshold, the pulling force increases sharply

Credit

30(100)

Credit-Dif

2.5

YieldCurveSlope

 − 1

  1. The brackets 30(100) indicate that the probability of risk rises sharply when the feature value exceeds 30, and if it exceeds 100, it is almost impossible not to occur the risk
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