CASIA OpenIR
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The impact of treasury operations and off-balance-sheet credit business on commercial bank credit risk 期刊论文
JOURNAL OF RISK, 2023, 卷号: 25, 期号: 5, 页码: 23-50
作者:  Xie, Qiwei;  Cheng, Lu;  Li, Jingyu;  Zheng, Xiaolong
收藏  |  浏览/下载:28/0  |  提交时间:2023/11/17
risk integration  credit risk  commercial banks  risk dependency  vine copula  
COVID-19 and risk spillovers of China?s major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis 期刊论文
FINANCE RESEARCH LETTERS, 2023, 卷号: 52, 页码: 9
作者:  Xie, Qiwei;  Cheng, Lu;  Liu, Ranran;  Zheng, Xiaolong;  Li, Jingyu
收藏  |  浏览/下载:211/0  |  提交时间:2023/02/22
COVID-19  Risk spillovers  Generalized forecast error variance  decompositions  Wavelet coherence analysis  China?s financial markets  
Analyzing the Stock Volatility Spillovers in Chinese Financial and Economic Sectors 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2023, 卷号: 10, 期号: 1, 页码: 269-284
作者:  Li, Jingyu;  Cheng, Lu;  Zheng, Xiaolong;  Wang, Fei-Yue
收藏  |  浏览/下载:32/0  |  提交时间:2023/11/17
COVID-19  financial and economic system  network analysis  stock volatility spillover  variational mode decomposition (VMD)  
Carbon price prediction considering climate change: A text-based framework 期刊论文
ECONOMIC ANALYSIS AND POLICY, 2022, 卷号: 74, 页码: 382-401
作者:  Xie, Qiwei;  Hao, Jingjing;  Li, Jingyu;  Zheng, Xiaolong
收藏  |  浏览/下载:157/0  |  提交时间:2022/07/25
Carbon price prediction  Text mining  Climate change  Long short-term memory (LSTM)  Random forest (RF)  
Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions 期刊论文
INFORMS JOURNAL ON COMPUTING, 2022, 页码: 19
作者:  Tian, Hu;  Zheng, Xiaolong;  Zhao, Kang;  Liu, Maggie Wenjing;  Zeng, Daniel Dajun
Adobe PDF(1329Kb)  |  收藏  |  浏览/下载:283/58  |  提交时间:2022/07/25
graph representation learning  deep learning  predictive models  business intelligence  
Game Starts at GameStop: Characterizing the Collective Behaviors and Social Dynamics in the Short Squeeze Episode 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 页码: 14
作者:  Zheng, Xiaolong;  Tian, Hu;  Wan, Zhe;  Wang, Xiao;  Zeng, Daniel Dajun;  Wang, Fei-Yue
Adobe PDF(8005Kb)  |  收藏  |  浏览/下载:196/13  |  提交时间:2022/01/27
Social networking (online)  Dictionaries  Stock markets  Investment  Games  Analytical models  Market research  Dynamic interaction network  financial market  GameStop  short squeeze  social network analysis  
epsilon-k anonymization and adversarial training of graph neural networks for privacy preservation in social networks 期刊论文
ELECTRONIC COMMERCE RESEARCH AND APPLICATIONS, 2021, 卷号: 50, 页码: 17
作者:  Tian, Hu;  Zheng, Xiaolong;  Zhang, Xingwei;  Zeng, Daniel Dajun
Adobe PDF(2484Kb)  |  收藏  |  浏览/下载:250/78  |  提交时间:2021/12/28
Privacy preservation  Anonymization  Graph neural networks  Social network  
Predicting product adoption intentions: An integrated behavioral model-inspired multiview learning approach 期刊论文
INFORMATION & MANAGEMENT, 2021, 卷号: 58, 期号: 7, 页码: 12
作者:  Zhang, Zhu;  Wei, Xuan;  Zheng, Xiaolong;  Zeng, Daniel Dajun
收藏  |  浏览/下载:205/0  |  提交时间:2021/11/04
Text mining  Deep learning  Product adoption intention  Multi-view learning  
Detecting Product Adoption Intentions via Multiview Deep Learning 期刊论文
INFORMS JOURNAL ON COMPUTING, 2021, 页码: 17
作者:  Zhang, Zhu;  Wei, Xuan;  Zheng, Xiaolong;  Li, Qiudan;  Zeng, Daniel Dajun
收藏  |  浏览/下载:208/0  |  提交时间:2021/12/28
web mining  business intelligence  intention detection  deep learning  social media analytics  
A Graph-Based Semi-Supervised Fraud Detection Framework 会议论文
, Beijing, China, 2021-05-31
作者:  Rongrong Jing;  Xiaolong Zheng;  Hu Tian;  Xingwei Zhang;  Weiyun Chen;  Dash Desheng Wu;  Daniel Dajun Zeng
Adobe PDF(1227Kb)  |  收藏  |  浏览/下载:205/47  |  提交时间:2022/06/17