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Identifying systemic risk drivers of FinTech and traditional financial institutions : machine learning-based prediction and interpretation
Chen, Yan; Wang, Gang-Jin; Zhu, You; Chi, Xie; Uddin, … - In: The European journal of finance 30 (2024) 18, pp. 2157-2190
Persistent link: https://www.econbiz.de/10015323743
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Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach
Zhu, You; Zhou, Li; Chi, Xie; Wang, Gang-Jin; Truong … - In: International journal of production economics 211 (2019), pp. 22-33
Persistent link: https://www.econbiz.de/10012013892
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Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; … - In: Quantitative finance 18 (2018) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
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Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: Research in international business and finance 66 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
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Forecasting global stock market volatilities : A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set
Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: International review of economics & finance : IREF 93 (2024) 2, pp. 673-711
Persistent link: https://www.econbiz.de/10014535603
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Systemic risk prediction using machine learning : does network connectedness help prediction?
Wang, Gang-Jin; Chen, Yan; Zhu, You; Chi, Xie - In: International review of financial analysis 93 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014543427
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Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning
Yang, Zhou; Chi, Xie; Wang, Gang-Jin; Zhu, You; Uddin, … - In: Research in international business and finance 64 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014266331