43 citations · 157 across the 30 of their papers we have counts for
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q-fin.RM2019
Neural Learning of Online Consumer Credit Risk
Di Wang, Qi Wu, Wen Zhang
This paper takes a deep learning approach to understand consumer credit risk when e-commerce platforms issue unsecured credit to finance customers' purchase. The "NeuCredit" model…
q-fin.RM2019★ 3 cited
Cross-sectional Learning of Extremal Dependence among Financial Assets
Xing Yan, Qi Wu, Wen Zhang
We propose a novel probabilistic model to facilitate the learning of multivariate tail dependence of multiple financial assets. Our method allows one to construct from known random…