1 code implementation • 16 Dec 2023 • Yijun Li, Cheuk Hang Leung, Xiangqian Sun, Chaoqun Wang, Yiyan Huang, Xing Yan, Qi Wu, Dongdong Wang, Zhixiang Huang
Consumer credit services offered by e-commerce platforms provide customers with convenient loan access during shopping and have the potential to stimulate sales.
no code implementations • 7 Dec 2023 • Yufan Liao, Qi Wu, Xing Yan
This paper introduces a novel and effective solution for OOD generalization of decision tree models, named Invariant Decision Tree (IDT).
no code implementations • 18 Jan 2023 • Chuting Sun, Qi Wu, Xing Yan
The dynamic portfolio construction problem requires dynamic modeling of the joint distribution of multivariate stock returns.
1 code implementation • 24 Dec 2022 • Wenxuan Ma, Xing Yan, Kun Zhang
A tree is built upon giving the training data, whose leaf nodes represent different regions where region-specific neural networks are trained to predict both the mean and the variance for quantifying uncertainty.
1 code implementation • 26 Nov 2022 • Xing Yan, Yonghua Su, Wenxuan Ma
We seek an adaptive balance between the structural integrity and the flexibility for $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$, while Gaussian assumption results in a lack of flexibility for real data and highly flexible approaches (e. g., estimating the quantiles separately without a distribution structure) inevitably have drawbacks and may not lead to good generalization.
no code implementations • 18 Nov 2022 • Yufan Liao, Qi Wu, Xing Yan
Invariant learning methods try to find an invariant predictor across several environments and have become popular in OOD generalization.
no code implementations • 5 Sep 2022 • Yiyan Huang, Cheuk Hang Leung, Xing Yan, Qi Wu, Shumin Ma, Zhiri Yuan, Dongdong Wang, Zhixiang Huang
Theoretically, the RCL estimators i) are as consistent and doubly robust as the DML estimators, and ii) can get rid of the error-compounding issue.
no code implementations • 28 Oct 2021 • Siyi Wang, Xing Yan, Bangqi Zheng, Hu Wang, Wangli Xu, Nanbo Peng, Qi Wu
We design a system for risk-analyzing and pricing portfolios of non-performing consumer credit loans.
no code implementations • 22 Mar 2021 • Yiyan Huang, Cheuk Hang Leung, Qi Wu, Xing Yan
Theoretically, the RCL estimators i) satisfy the (higher-order) orthogonal condition and are as \textit{consistent and doubly robust} as the DML estimators, and ii) get rid of the error-compounding issue.
no code implementations • 17 Dec 2020 • Yiyan Huang, Cheuk Hang Leung, Xing Yan, Qi Wu, Nanbo Peng, Dongdong Wang, Zhixiang Huang
Classical estimators overlook the confounding effects and hence the estimation error can be magnificent.
no code implementations • 26 Nov 2020 • Xiangqian Sun, Xing Yan, Qi Wu
We propose a multivariate generative model to capture the complex dependence structure often encountered in business and financial data.
no code implementations • NeurIPS 2018 • Xing Yan, Weizhong Zhang, Lin Ma, Wei Liu, Qi Wu
We propose a parsimonious quantile regression framework to learn the dynamic tail behaviors of financial asset returns.