Risk and return prediction for pricing portfolios of non-performing consumer credit.
Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021
Memory-Gated Recurrent Networks.
Proceedings of the Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021
The Causal Learning of Retail Delinquency.
Proceedings of the Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021
Understanding distributional ambiguity via non-robust chance constraint.
Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020
Auto-encoder based Graph Convolutional Networks for Online Financial Anti-fraud.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2019