activity
20202023
most citedParsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning

19 citations · 20 across the 4 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

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…