2 papers
q-fin.RM2026
Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction
Zongxiao Wu, Ran Liu, Jiang Dai +1
Credit risk assessment increasingly relies on diverse sources of information beyond traditional structured financial data, particularly for micro and small enterprises (mSEs) with…
q-fin.RM2025
Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts
Zongxiao Wu, Yizhe Dong, Yaoyiran Li +1
This study explores the integration of a representative large language model, ChatGPT, into lending decision-making with a focus on credit default prediction. Specifically, we use…