3 papers
q-fin.CP2024
Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
Mohan Jiang, Yaxin Liang, Siyuan Han +3
This study explores the application of generative adversarial networks in financial market supervision, especially for solving the problem of data imbalance to improve the accuracy…
cs.LG2024
Predicting Liquidity Coverage Ratio with Gated Recurrent Units: A Deep Learning Model for Risk Management
Zhen Xu, Jingming Pan, Siyuan Han +3
With the global economic integration and the high interconnection of financial markets, financial institutions are facing unprecedented challenges, especially liquidity risk. This…
cs.LG2024
Wasserstein Distance-Weighted Adversarial Network for Cross-Domain Credit Risk Assessment
Mohan Jiang, Jiating Lin, Hongju Ouyang +3
This paper delves into the application of adversarial domain adaptation (ADA) for enhancing credit risk assessment in financial institutions. It addresses two critical challenges:…