2 papers
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:…