2 papers
q-fin.PR2026
Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach
Maochun Xu, Yunqi Liang, Yi Hong
Persistent shifts in term-structure dynamics undermine the stability of single-regime models in long samples. We develop an arbitrage-free regime-switching generalized CIR (RS-GCIR…
cs.AI2026
Chinese Labor Law Large Language Model Benchmark
Zixun Lan, Maochun Xu, Yifan Ren +7
Recent advances in large language models (LLMs) have led to substantial progress in domain-specific applications, particularly within the legal domain. However, general-purpose mod…