5 papers
Interpretable Factor Decomposition for Decision Intelligence in Large-Scale Financial Markets: Evidence from China's A-Share Market
Xiao Han, Yao Xiao, Zhen Zhang +1
We present an interpretable machine learning pipeline to decompose cross-sectional equity return predictability into auditable factor contributions. We apply an XGBoost model with…
Interpretable vs Learned Encoders for High-Cardinality Fraud Detection
Xiao Han, Jingjing Liu, Moxuan Zheng +2
A total of seven categorical encoding methods were tested on the IEEE-CIS fraud benchmark dataset (590,540 records, 3.5% positives, 8 high-cardinality columns). The encoders were e…
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…