43 citations · 157 across the 30 of their papers we have counts for
4 papers · 1 filter
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…
BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability
Joshua Zoen Git Hiew, Xin Huang, Hao Mou +3
Traditional sentiment construction in finance relies heavily on the dictionary-based approach, with a few exceptions using simple machine learning techniques such as Naive Bayes cl…
Understanding Distributional Ambiguity via Non-robust Chance Constraint
Qi Wu, Shumin Ma, Cheuk Hang Leung +2
This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities.…
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…