Saved in:
| Main Author: | Michańków, Jakub |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2508.18921 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Adaptive Window Selection for Financial Risk Forecasting
by: Li, Yinhuan, et al.
Published: (2026)
by: Li, Yinhuan, et al.
Published: (2026)
Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning
by: Wang, Daixin, et al.
Published: (2024)
by: Wang, Daixin, et al.
Published: (2024)
Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method
by: Wang, Yanlong, et al.
Published: (2025)
by: Wang, Yanlong, et al.
Published: (2025)
Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks
by: Citterio, Matteo, et al.
Published: (2024)
by: Citterio, Matteo, et al.
Published: (2024)
Robust and Efficient Deep Hedging via Linearized Objective Neural Network
by: Zhao, Lei, et al.
Published: (2025)
by: Zhao, Lei, et al.
Published: (2025)
QFNN-FFD: Quantum Federated Neural Network for Financial Fraud Detection
by: Innan, Nouhaila, et al.
Published: (2024)
by: Innan, Nouhaila, et al.
Published: (2024)
Bayesian Modeling for Uncertainty Management in Financial Risk Forecasting and Compliance
by: Mamun, Sharif Al, et al.
Published: (2025)
by: Mamun, Sharif Al, et al.
Published: (2025)
Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning
by: Bi, Shuochen, et al.
Published: (2024)
by: Bi, Shuochen, et al.
Published: (2024)
Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach
by: Tan, Xue Wen, et al.
Published: (2025)
by: Tan, Xue Wen, et al.
Published: (2025)
Explainable Risk Classification in Financial Reports
by: Tan, Xue Wen, et al.
Published: (2024)
by: Tan, Xue Wen, et al.
Published: (2024)
Model Risk Management for Generative AI In Financial Institutions
by: Bhattacharyya, Anwesha, et al.
Published: (2025)
by: Bhattacharyya, Anwesha, et al.
Published: (2025)
Optimization of Actuarial Neural Networks with Response Surface Methodology
by: Ariuntugs, Belguutei, et al.
Published: (2024)
by: Ariuntugs, Belguutei, et al.
Published: (2024)
Generative AI Enhanced Financial Risk Management Information Retrieval
by: Haeri, Amin, et al.
Published: (2025)
by: Haeri, Amin, et al.
Published: (2025)
Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks
by: Molavipour, Sina, et al.
Published: (2025)
by: Molavipour, Sina, et al.
Published: (2025)
Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
by: G, Vidya Sagar, et al.
Published: (2025)
by: G, Vidya Sagar, et al.
Published: (2025)
Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications
by: Wang, Yuhan, et al.
Published: (2024)
by: Wang, Yuhan, et al.
Published: (2024)
Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets
by: Wang, Liyang, et al.
Published: (2024)
by: Wang, Liyang, et al.
Published: (2024)
Combining Intra-Risk and Contagion Risk for Enterprise Bankruptcy Prediction Using Graph Neural Networks
by: Zhao, Yu, et al.
Published: (2022)
by: Zhao, Yu, et al.
Published: (2022)
Climate-Driven Doubling of U.S. Maize Loss Probability: Interactive Simulation with Neural Network Monte Carlo
by: Pottinger, A Samuel, et al.
Published: (2024)
by: Pottinger, A Samuel, et al.
Published: (2024)
DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
by: Moreno-Pino, Fernando, et al.
Published: (2022)
by: Moreno-Pino, Fernando, et al.
Published: (2022)
Autoencoder Enhanced Realised GARCH on Volatility Forecasting
by: Zhao, Qianli, et al.
Published: (2024)
by: Zhao, Qianli, et al.
Published: (2024)
Machine and Deep Learning for Credit Scoring: A compliant approach
by: Rida, Abdollah
Published: (2024)
by: Rida, Abdollah
Published: (2024)
Zero-Shot Forecasting Mortality Rates: A Global Study
by: Petnehazi, Gabor, et al.
Published: (2025)
by: Petnehazi, Gabor, et al.
Published: (2025)
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
by: Karzanov, Daniil, et al.
Published: (2025)
by: Karzanov, Daniil, et al.
Published: (2025)
Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces
by: Gerling, Christopher, et al.
Published: (2026)
by: Gerling, Christopher, et al.
Published: (2026)
Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff
by: Holvoet, Freek, et al.
Published: (2023)
by: Holvoet, Freek, et al.
Published: (2023)
Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting
by: Wei, Jingyi, et al.
Published: (2025)
by: Wei, Jingyi, et al.
Published: (2025)
Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)
by: Chen, Ling
Published: (2024)
by: Chen, Ling
Published: (2024)
Advancing Anomaly Detection: Non-Semantic Financial Data Encoding with LLMs
by: Bakumenko, Alexander, et al.
Published: (2024)
by: Bakumenko, Alexander, et al.
Published: (2024)
A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
by: Kündig, Pascal, et al.
Published: (2024)
by: Kündig, Pascal, et al.
Published: (2024)
Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network
by: Hu, Zeyun, et al.
Published: (2025)
by: Hu, Zeyun, et al.
Published: (2025)
Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
by: Liu, Bingyao, et al.
Published: (2024)
by: Liu, Bingyao, et al.
Published: (2024)
Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation
by: Yu, Guanyuan, et al.
Published: (2025)
by: Yu, Guanyuan, et al.
Published: (2025)
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)
by: Ericson, Lars, et al.
Published: (2024)
A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data and LLMs Perspective
by: Du, Huaming, et al.
Published: (2022)
by: Du, Huaming, et al.
Published: (2022)
Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm
by: Cheng, Yu, et al.
Published: (2024)
by: Cheng, Yu, et al.
Published: (2024)
Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering
by: Schmitt, Marc
Published: (2024)
by: Schmitt, Marc
Published: (2024)
Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions
by: Kuiper, Patrick, et al.
Published: (2024)
by: Kuiper, Patrick, et al.
Published: (2024)
Machine Learning based Enterprise Financial Audit Framework and High Risk Identification
by: Yuan, Tingyu, et al.
Published: (2025)
by: Yuan, Tingyu, et al.
Published: (2025)
Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
by: Liu, Rongwei, et al.
Published: (2025)
by: Liu, Rongwei, et al.
Published: (2025)
Similar Items
-
Adaptive Window Selection for Financial Risk Forecasting
by: Li, Yinhuan, et al.
Published: (2026) -
Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning
by: Wang, Daixin, et al.
Published: (2024) -
Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method
by: Wang, Yanlong, et al.
Published: (2025) -
Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks
by: Citterio, Matteo, et al.
Published: (2024) -
Robust and Efficient Deep Hedging via Linearized Objective Neural Network
by: Zhao, Lei, et al.
Published: (2025)