3 papers
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…
cs.LG2020
Memory-Gated Recurrent Networks
Yaquan Zhang, Qi Wu, Nanbo Peng +3
The essence of multivariate sequential learning is all about how to extract dependencies in data. These data sets, such as hourly medical records in intensive care units and multi-…
q-fin.RM2020
The Causal Learning of Retail Delinquency
Yiyan Huang, Cheuk Hang Leung, Xing Yan +4
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects…