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most citedDeep Switching State Space Model (DSM) for Nonlinear Time Series Forecasting with Regime Switching

1 citations · 1 across the 6 of their papers we have counts for

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quant-ph2026

When Similarity Is Interaction-Driven: Quantum Kernels for Regime-Sensitive Learning

Hanqiu Peng, Jianlong Lu, Ying Chen

Similarity in many decision systems is governed not by distance alone but by interactions among variables. In fraud and anomaly detection, small local perturbations can cross inter…

q-fin.RM2026

Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces

Christopher Gerling, Hanqiu Peng, Ying Chen +1

Accurate forecasting of recovery rates (RR) is central to credit risk management and regulatory capital determination. In many loan portfolios, however, RR modeling is constrained…