From the 1 of 8 linked papers with an AI index.
8 papers
Governing Generative AI Across Financial Institutions: A Framework for Generative AI Risk Control
Dennis Mao, Alessandra Lin, Yixin Kang +1
The paper surveys applications of generative AI in banking, capital markets, insurance, payments, and wealth management, and proposes a framework that categorizes use‑cases and out…
Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction
Yiqing Wang, Dehao Dai, Ding Ma +1
We test whether large language models (LLMs) add value in commodity portfolio construction when the information set and implementation rules are held fixed across strategies. A Haw…
Reflect-Guard: Enhancing LLM Safeguards against Adversarial Prompts via Logical Self-Reflection
Lixing Lin, Juli You, Yue Li +4
Large language model (LLM) safety classifiers such as Llama Guard are effective at detecting overtly harmful prompts but remain vulnerable to adversarial jailbreak attacks that dis…
Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?
Wenxi Geng, Dingyuan Liu, Liya Li +1
Large language models (LLMs) have shown promise in translating model-based explanations into human-readable narratives. This study evaluates whether LLMs can serve as post-hoc expl…
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
Luyun Lin, Lixing Lin, Zhen Zhang +2
Traditional moving average convergence divergence (MACD) trading rules are often constrained by signal lag and susceptibility to false signals. To address these limitations, this s…
A Counterfactual Diagnostic Framework for Explaining KS Deterioration in Credit Risk Model Validation
Yiqing Wang
The Kolmogorov-Smirnov (KS) statistic is widely used in credit risk model monitoring and validation to assess discriminatory power. In practice, a material decline in KS often trig…