Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts
Fuente:
arXiv
Saved in:
| Main Authors: | Wu, Zongxiao, Dong, Yizhe, Li, Yaoyiran, Shi, Baofeng |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction
by: Wu, Zongxiao, et al.
Published: (2026)
by: Wu, Zongxiao, et al.
Published: (2026)
A machine learning workflow to address credit default prediction
by: Rahmani, Rambod, et al.
Published: (2024)
by: Rahmani, Rambod, et al.
Published: (2024)
A transformer-based model for default prediction in mid-cap corporate markets
by: Korangi, Kamesh, et al.
Published: (2021)
by: Korangi, Kamesh, et al.
Published: (2021)
Vault as a credit instrument
by: Zbandut, Anastasiia, et al.
Published: (2026)
by: Zbandut, Anastasiia, et al.
Published: (2026)
The impact of class imbalance in logistic regression models for low-default portfolios in credit risk
by: Schutte, Willem D., et al.
Published: (2026)
by: Schutte, Willem D., et al.
Published: (2026)
Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
by: Botha, Arno, et al.
Published: (2025)
by: Botha, Arno, et al.
Published: (2025)
Exploring different subtypes of recurrent event Cox-regression models in modelling lifetime default risk: A tutorial
by: Botha, Arno, et al.
Published: (2025)
by: Botha, Arno, et al.
Published: (2025)
The FRTB-IMA computational challenge for Equity Autocallables
by: Zeron, Mariano, et al.
Published: (2023)
by: Zeron, Mariano, et al.
Published: (2023)
The TruEnd-procedure: Treating trailing zero-valued balances in credit data
by: Botha, Arno, et al.
Published: (2024)
by: Botha, Arno, et al.
Published: (2024)
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)
Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach
by: Bonollo, Michele, et al.
Published: (2025)
by: Bonollo, Michele, et al.
Published: (2025)
Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees
by: Gnawali, Jagdish, et al.
Published: (2025)
by: Gnawali, Jagdish, et al.
Published: (2025)
Tracing Positional Bias in Financial Decision-Making: Mechanistic Insights from Qwen2.5
by: Dimino, Fabrizio, et al.
Published: (2025)
by: Dimino, Fabrizio, et al.
Published: (2025)
An Asymptotic CVaR Measure of Risk for Markov Chains
by: Patel, Shivam, et al.
Published: (2024)
by: Patel, Shivam, et al.
Published: (2024)
Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
by: Deep, Akash, et al.
Published: (2024)
by: Deep, Akash, et al.
Published: (2024)
Data-driven Approach for Static Hedging of Exchange Traded Options
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2023)
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2023)
Numerical methods for lambda quantiles: robust evaluation and portfolio optimisation
by: Peri, Ilaria, et al.
Published: (2026)
by: Peri, Ilaria, et al.
Published: (2026)
Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk
by: Rigana, Katerina, et al.
Published: (2024)
by: Rigana, Katerina, et al.
Published: (2024)
Is the difference between deep hedging and delta hedging a statistical arbitrage?
by: François, Pascal, et al.
Published: (2024)
by: François, Pascal, et al.
Published: (2024)
Autonomous Money Supply Strategy Utilizing Control Theory
by: Boneh, Yuval
Published: (2024)
by: Boneh, Yuval
Published: (2024)
Environmental CVA with K-Robust Wrong-Way Risk
by: Sakuma, Takayuki
Published: (2026)
by: Sakuma, Takayuki
Published: (2026)
On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment
by: Villarino, Joel P., et al.
Published: (2024)
by: Villarino, Joel P., et al.
Published: (2024)
Adaptive Money Market Interest Rate Strategy Utilizing Control Theory
by: Boneh, Yuval
Published: (2024)
by: Boneh, Yuval
Published: (2024)
DeFi Liquidation Risk Modeling Using Geometric Brownian Motion
by: Belenko, Timofei, et al.
Published: (2025)
by: Belenko, Timofei, et al.
Published: (2025)
Vote Delegation in DeFi Governance
by: Bongaerts, Dion, et al.
Published: (2025)
by: Bongaerts, Dion, et al.
Published: (2025)
Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
by: Gerlach, Richard, et al.
Published: (2025)
by: Gerlach, Richard, et al.
Published: (2025)
Workplace sustainability or financial resilience? Composite-financial resilience index
by: Daadmehr, Elham
Published: (2024)
by: Daadmehr, Elham
Published: (2024)
Efficient Wrong-Way Risk Modelling for Funding Valuation Adjustments
by: van der Zwaard, T., et al.
Published: (2022)
by: van der Zwaard, T., et al.
Published: (2022)
Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation
by: de Brito, João B. G., et al.
Published: (2025)
by: de Brito, João B. G., et al.
Published: (2025)
Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)
Data-generating process and time-series asset pricing
by: Guo, Shuxin, et al.
Published: (2024)
by: Guo, Shuxin, et al.
Published: (2024)
The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return
by: Martin, Richard J.
Published: (2022)
by: Martin, Richard J.
Published: (2022)
A General Framework for Importance Sampling with Markov Random Walks
by: Fuh, Cheng-Der, et al.
Published: (2023)
by: Fuh, Cheng-Der, et al.
Published: (2023)
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models
by: Pokou, Fredy, et al.
Published: (2025)
by: Pokou, Fredy, et al.
Published: (2025)
Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
by: Deng, Qi, et al.
Published: (2023)
by: Deng, Qi, et al.
Published: (2023)
A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
by: Laudagé, Christian, et al.
Published: (2023)
by: Laudagé, Christian, et al.
Published: (2023)
An Enhanced Focal Loss Function to Mitigate Class Imbalance in Auto Insurance Fraud Detection with Explainable AI
by: Boabang, Francis, et al.
Published: (2025)
by: Boabang, Francis, et al.
Published: (2025)
Foundation Time-Series AI Model for Realized Volatility Forecasting
by: Goel, Anubha, et al.
Published: (2025)
by: Goel, Anubha, et al.
Published: (2025)
Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
by: Wang, Haibo
Published: (2025)
by: Wang, Haibo
Published: (2025)
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by: Wang, Haibo, et al.
Published: (2026)
by: Wang, Haibo, et al.
Published: (2026)
Similar Items
-
Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction
by: Wu, Zongxiao, et al.
Published: (2026) -
A machine learning workflow to address credit default prediction
by: Rahmani, Rambod, et al.
Published: (2024) -
A transformer-based model for default prediction in mid-cap corporate markets
by: Korangi, Kamesh, et al.
Published: (2021) -
Vault as a credit instrument
by: Zbandut, Anastasiia, et al.
Published: (2026) -
The impact of class imbalance in logistic regression models for low-default portfolios in credit risk
by: Schutte, Willem D., et al.
Published: (2026)