no code implementations • 28 Oct 2021 • Siyi Wang, Xing Yan, Bangqi Zheng, Hu Wang, Wangli Xu, Nanbo Peng, Qi Wu
We design a system for risk-analyzing and pricing portfolios of non-performing consumer credit loans.
1 code implementation • 24 Dec 2020 • Yaquan Zhang, Qi Wu, Nanbo Peng, Min Dai, Jing Zhang, Hu Wang
The essence of multivariate sequential learning is all about how to extract dependencies in data.
no code implementations • 17 Dec 2020 • Yiyan Huang, Cheuk Hang Leung, Xing Yan, Qi Wu, Nanbo Peng, Dongdong Wang, Zhixiang Huang
Classical estimators overlook the confounding effects and hence the estimation error can be magnificent.
no code implementations • 3 Jun 2019 • Qi Wu, Shumin Ma, Cheuk Hang Leung, Wei Liu, Nanbo Peng
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.