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…
q-fin.RM2024
Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
Bingyao Liu, Iris Li, Jianhua Yao +3
This paper takes the graph neural network as the technical framework, integrates the intrinsic connections between enterprise financial indicators, and proposes a model for enterpr…