19 citations · 27 across the 13 of their papers we have counts for
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stat.ME2023
The Causal Impact of Credit Lines on Spending Distributions
Yijun Li, Cheuk Hang Leung, Xiangqian Sun +6
Consumer credit services offered by e-commerce platforms provide customers with convenient loan access during shopping and have the potential to stimulate sales. To understand the…
q-fin.PM2023★ 1 cited
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning
Chuting Sun, Qi Wu, Xing Yan
The dynamic portfolio construction problem requires dynamic modeling of the joint distribution of multivariate stock returns. To achieve this, we propose a dynamic generative facto…