4 citations · 4 across the 5 of their papers we have counts for
5 papers
Post-selection inference in generalized linear models via parametric programming
Qinyan Shen, Karl Gregory, Xianzheng Huang
We propose a unified framework to draw inferences for regression coefficients in a generalized linear model (GLM) following Lasso-based variable selection. We adapt to non-Gaussian…
Credit Risk Analysis for SMEs Using Graph Neural Networks in Supply Chain
Zizhou Zhang, Qinyan Shen, Zhuohuan Hu +2
Small and Medium-sized Enterprises (SMEs) are vital to the modern economy, yet their credit risk analysis often struggles with scarce data, especially for online lenders lacking di…
Post-selection Inference in Regression Models for Group Testing Data
Qinyan Shen, Karl Gregory, Xianzheng Huang
We develop methodology for valid inference after variable selection in logistic regression when the responses are partially observed, that is, when one observes a set of error-pron…
Regression and Forecasting of U.S. Stock Returns Based on LSTM
Shicheng Zhou, Zizhou Zhang, Rong Zhang +3
This paper analyses the investment returns of three stock sectors, Manuf, Hitec, and Other, in the U.S. stock market, based on the Fama-French three-factor model, the Carhart four-…
A K-means Algorithm for Financial Market Risk Forecasting
Jinxin Xu, Kaixian Xu, Yue Wang +2
Financial market risk forecasting involves applying mathematical models, historical data analysis and statistical methods to estimate the impact of future market movements on inves…