19 citations · 27 across the 13 of their papers we have counts for
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q-fin.RM2021
Risk and return prediction for pricing portfolios of non-performing consumer credit
Siyi Wang, Xing Yan, Bangqi Zheng +4
We design a system for risk-analyzing and pricing portfolios of non-performing consumer credit loans. The rapid development of credit lending business for consumers heightens the n…
stat.ML2021
Robust Orthogonal Machine Learning of Treatment Effects
Yiyan Huang, Cheuk Hang Leung, Qi Wu +1
Causal learning is the key to obtaining stable predictions and answering \textit{what if} problems in decision-makings. In causal learning, it is central to seek methods to estimat…