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Found 4 papers, 1 papers with code
Risk and return prediction for pricing portfolios of non-performing consumer credit
We design a system for risk-analyzing and pricing portfolios of non-performing consumer credit loans.
Memory-Gated Recurrent Networks
The essence of multivariate sequential learning is all about how to extract dependencies in data.
The Causal Learning of Retail Delinquency
Classical estimators overlook the confounding effects and hence the estimation error can be magnificent.
Understanding Distributional Ambiguity via Non-robust Chance Constraint
Without the boundedness constraint, the CCO problem is shown to perform uniformly better than the DRO problem, irrespective of the radius of the ambiguity set, the choice of the divergence measure, or the tail heaviness of the center distribution.
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