2 papers
cs.LG2021
Where does the Stimulus go? Deep Generative Model for Commercial Banking Deposits
Ni Zhan
This paper examines deposits of individuals ("retail") and large companies ("wholesale") in the U.S. banking industry, and how these deposit types are impacted by macroeconomic fac…
cs.LG2021
Graphical Models for Financial Time Series and Portfolio Selection
Ni Zhan, Yijia Sun, Aman Jakhar +1
We examine a variety of graphical models to construct optimal portfolios. Graphical models such as PCA-KMeans, autoencoders, dynamic clustering, and structural learning can capture…