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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★ 1 cited
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…