10 citations · 12 across the 9 of their papers we have counts for
9 papers
Governing Generative AI Across Financial Institutions: A Framework for Generative AI Risk Control
Dennis Mao, Alessandra Lin, Yixin Kang +1
Generative artificial intelligence is moving from general-purpose experimentation toward specialized applications across banking, capital markets, insurance, payments, and wealth m…
Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction
Yiqing Wang, Dehao Dai, Ding Ma +1
We test whether large language models (LLMs) add value in commodity portfolio construction when the information set and implementation rules are held fixed across strategies. A Haw…
Bankruptcy Prediction from 10-K Narratives: Evidence from Interpretable Text Scores and Accounting Baselines
Zhen Zhang, Moxuan Zheng, Tongchen Zhang +3
Bankruptcy is a low-frequency but high-impact corporate event, making early risk identification important for creditors, investors, regulators, and risk managers. Traditional bankr…
Reflect-Guard: Enhancing LLM Safeguards against Adversarial Prompts via Logical Self-Reflection
Lixing Lin, Juli You, Yue Li +4
Large language model (LLM) safety classifiers such as Llama Guard are effective at detecting overtly harmful prompts but remain vulnerable to adversarial jailbreak attacks that dis…
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
Luyun Lin, Lixing Lin, Zhen Zhang +2
Traditional moving average convergence divergence (MACD) trading rules are often constrained by signal lag and susceptibility to false signals. To address these limitations, this s…
A Counterfactual Diagnostic Framework for Explaining KS Deterioration in Credit Risk Model Validation
Yiqing Wang
The Kolmogorov-Smirnov (KS) statistic is widely used in credit risk model monitoring and validation to assess discriminatory power. In practice, a material decline in KS often trig…
Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
Dehao Dai, Ding Ma, Dou Liu +2
Forecasting crude oil prices remains challenging because market-relevant information is embedded in large volumes of unstructured news and is not fully captured by traditional pola…
Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?
Wenxi Geng, Dingyuan Liu, Liya Li +1
Large language models (LLMs) have shown promise in translating model-based explanations into human-readable narratives. This study evaluates whether LLMs can serve as post-hoc expl…
SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
Luyun Lin, Yiqing Wang
The increasing development in the consumer credit card market brings substantial regulatory and risk management challenges. The advanced machine learning models applications bring…