3 papers
q-fin.RM2025
Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction
Yi Lu, Aifan Ling, Chaoqun Wang +1
In recent years, China's bond market has seen a surge in defaults amid regulatory reforms and macroeconomic volatility. Traditional machine learning models struggle to capture fina…
stat.ME2023
The Causal Impact of Credit Lines on Spending Distributions
Yijun Li, Cheuk Hang Leung, Xiangqian Sun +6
Consumer credit services offered by e-commerce platforms provide customers with convenient loan access during shopping and have the potential to stimulate sales. To understand the…
cs.LG2023
DeLELSTM: Decomposition-based Linear Explainable LSTM to Capture Instantaneous and Long-term Effects in Time Series
Chaoqun Wang, Yijun Li, Xiangqian Sun +3
Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent…