Default Risk Identification of Chinese Corporate Bonds Using Interpretable Machine Learning
Published in Computational Economics, 2026
Publications
You can also find more about my Publications on my Google Scholar profile.
Financial distress warning and risk path analysis for Chinese listed companies: An interpretable machine learning approach
Published in Economic Modelling, 2025
Multi-sentiment fusion for stock price crash risk prediction using an interpretable ensemble learning method
Published in Engineering Applications of Artificial Intelligence, 2024
Financial risk forewarning with an interpretable ensemble learning approach: An empirical analysis based on Chinese listed companies
Published in Pacific-Basin Finance Journal, 2024
An integrated approach of ensemble learning methods for stock index prediction using investor sentiments
Published in Expert Systems with Applications, 2024
Forecasting carbon price trends based on an interpretable light gradient boosting machine and Bayesian optimization
Published in Expert Systems with Applications, 2024
Interpretable Machine Learning Model for Default Risk Identification of Corporate Bonds
Published in Computer Engineering and Applications, 2024
High-Frequency Direction Forecasting and Simulation Trading of the Crude Oil Futures using Ichimoku KinkoHyo and Fuzzy Rough Set
Published in Expert Systems with Applications, 2023
High-frequency forecasting of the crude oil futures price with multiple timeframe predictions fusion
Published in Expert Systems with Applications, 2023
Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments
Published in The North American Journal of Economics and Finance, 2023
Can Japanese Candlestick Patterns be Profitable on the Component Stocks of the SSE50 Index?
Published in SAGE Open, 2022
Dynamic forecasting of the Shanghai Stock Exchange index movement using multiple types of investor sentiment
Published in Applied Soft Computing, 2022