3 citations · 5 across the 4 of their papers we have counts for
4 papers
Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
Wenying Sun, Zhen Xu, Wenqing Zhang +3
This paper aims to study the prediction of the bank stability index based on the Time Series Transformer model. The bank stability index is an important indicator to measure the he…
Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
Xin Zhang, Zhen Xu, Yue Liu +3
In the current context of accelerated globalization and digitalization, the complexity and uncertainty of financial markets are increasing, and the identification and prevention of…
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…
Applying Hybrid Graph Neural Networks to Strengthen Credit Risk Analysis
Mengfang Sun, Wenying Sun, Ying Sun +3
This paper presents a novel approach to credit risk prediction by employing Graph Convolutional Neural Networks (GCNNs) to assess the creditworthiness of borrowers. Leveraging the…