NLP-based detection of systematic anomalies among the narratives of consumer complaints
Fuente:
arXiv
Saved in:
| Main Authors: | Gao, Peiheng, Sun, Ning, Wang, Xuefeng, Yang, Chen, Zitikis, Ričardas |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Performance of diverse evaluation metrics in NLP-based assessment and text generation of consumer complaints
by: Gao, Peiheng, et al.
Published: (2025)
by: Gao, Peiheng, et al.
Published: (2025)
EVT-Based Rate-Preserving Distributional Robustness for Tail Risk Functionals
by: Deo, Anand
Published: (2025)
by: Deo, Anand
Published: (2025)
Statistical Inference for Score Decompositions
by: Dimitriadis, Timo, et al.
Published: (2026)
by: Dimitriadis, Timo, et al.
Published: (2026)
Sequential Audit Sampling with Statistical Guarantees
by: Kato, Masahiro, et al.
Published: (2026)
by: Kato, Masahiro, et al.
Published: (2026)
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)
The Estimation Risk in Extreme Systemic Risk Forecasts
by: Hoga, Yannick
Published: (2023)
by: Hoga, Yannick
Published: (2023)
Statistics of Extremes for the Insurance Industry
by: Albrecher, Hansjoerg, et al.
Published: (2025)
by: Albrecher, Hansjoerg, et al.
Published: (2025)
The connection of the stability of the binary choice model with its discriminatory power
by: Pomazanov, M.
Published: (2025)
by: Pomazanov, M.
Published: (2025)
Estimation of future discretionary benefits in traditional life insurance
by: Gach, Florian, et al.
Published: (2021)
by: Gach, Florian, et al.
Published: (2021)
Efficient Nested Simulation Experiment Design via the Likelihood Ratio Method
by: Feng, Mingbin Ben, et al.
Published: (2020)
by: Feng, Mingbin Ben, et al.
Published: (2020)
Hedging in Sequential Experiments
by: Cook, Thomas, et al.
Published: (2024)
by: Cook, Thomas, et al.
Published: (2024)
Valuing insurance against small probability risks: A meta-analysis
by: Mankaï, Selim, et al.
Published: (2024)
by: Mankaï, Selim, et al.
Published: (2024)
Proxy-Reliance Control in Conformal Recalibration of One-Sided Value-at-Risk
by: Zhong, Tenghan
Published: (2026)
by: Zhong, Tenghan
Published: (2026)
On a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events
by: Cossette, Hélène, et al.
Published: (2024)
by: Cossette, Hélène, et al.
Published: (2024)
Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
by: Biswas, Suparna, et al.
Published: (2024)
by: Biswas, Suparna, et al.
Published: (2024)
Efficient Nested Estimation of CoVaR: A Decoupled Approach
by: Lin, Nifei, et al.
Published: (2024)
by: Lin, Nifei, et al.
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)
Tail Risk Analysis for Financial Time Series
by: Kiriliouk, Anna, et al.
Published: (2024)
by: Kiriliouk, Anna, et al.
Published: (2024)
Principal Component Copulas for Capital Modelling and Systemic Risk
by: Gubbels, K. B., et al.
Published: (2023)
by: Gubbels, K. B., et al.
Published: (2023)
Systemic Risk Surveillance
by: Dimitriadis, Timo, et al.
Published: (2026)
by: Dimitriadis, Timo, et al.
Published: (2026)
Spot Regressions with Candlesticks
by: Simsek, Yasin
Published: (2025)
by: Simsek, Yasin
Published: (2025)
Distributional regression for seasonal data: an application to river flows
by: Perreault, Samuel, et al.
Published: (2025)
by: Perreault, Samuel, et al.
Published: (2025)
When AAA Satisfies Nothing: Impossibility Theorems for Structured Credit Ratings
by: Pollanen, Marco
Published: (2026)
by: Pollanen, Marco
Published: (2026)
Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
by: Sun, Wenying, et al.
Published: (2024)
by: Sun, Wenying, et al.
Published: (2024)
Generative Learning of Heterogeneous Tail Dependence
by: Sun, Xiangqian, et al.
Published: (2020)
by: Sun, Xiangqian, et al.
Published: (2020)
Model Risk Management for Generative AI In Financial Institutions
by: Bhattacharyya, Anwesha, et al.
Published: (2025)
by: Bhattacharyya, Anwesha, et al.
Published: (2025)
Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients
by: Davar, Parisa, et al.
Published: (2024)
by: Davar, Parisa, et al.
Published: (2024)
Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)
by: Chen, Ling
Published: (2024)
by: Chen, Ling
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)
Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model
by: Peiris, Rangika, et al.
Published: (2024)
by: Peiris, Rangika, et al.
Published: (2024)
Robust Bayesian Dynamic Programming for On-policy Risk-sensitive Reinforcement Learning
by: Han, Shanyu, et al.
Published: (2025)
by: Han, Shanyu, et al.
Published: (2025)
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)
Transformer-based CoVaR: Systemic Risk in Textual Information
by: Chen, Junyu, et al.
Published: (2026)
by: Chen, Junyu, et al.
Published: (2026)
Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs
by: Karimova, Nigar
Published: (2024)
by: Karimova, Nigar
Published: (2024)
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)
Robust Elicitable Functionals
by: Miao, Kathleen E., et al.
Published: (2024)
by: Miao, Kathleen E., et al.
Published: (2024)
E-backtesting
by: Wang, Qiuqi, et al.
Published: (2022)
by: Wang, Qiuqi, et al.
Published: (2022)
Effective experience rating for large insurance portfolios via surrogate modeling
by: Calcetero-Vanegas, Sebastian, et al.
Published: (2022)
by: Calcetero-Vanegas, Sebastian, et al.
Published: (2022)
Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
A General CoVaR Based on Entropy Pooling
by: Xu, Yuhong, et al.
Published: (2025)
by: Xu, Yuhong, et al.
Published: (2025)
Similar Items
-
Performance of diverse evaluation metrics in NLP-based assessment and text generation of consumer complaints
by: Gao, Peiheng, et al.
Published: (2025) -
EVT-Based Rate-Preserving Distributional Robustness for Tail Risk Functionals
by: Deo, Anand
Published: (2025) -
Statistical Inference for Score Decompositions
by: Dimitriadis, Timo, et al.
Published: (2026) -
Sequential Audit Sampling with Statistical Guarantees
by: Kato, Masahiro, et al.
Published: (2026) -
Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
by: Liu, Bingyao, et al.
Published: (2024)