4 accepted papers
Modeling inter-channel dependencies is important for multivariate time series forecasting (MTSF). However, in many cases, inter-channel dependencies are time-varying and subject to noise interference, making it difficult for models to find a balance between structural stability and temporal adaptivi
In the face of economic downturns, Small and Medium-sized Enterprises (SMEs) within interconnected networked-loans are vulnerable to cascading debt crises, exacerbated by factors like social media-induced financial shocks. Traditional risk assessment models, which mainly rely on financial data, inad…
The networked-loan is major financing support for Micro, Small and Medium-sized Enterprises (MSMEs) in some developing countries. But external shocks may weaken the financial networks' robustness; an accidental default may spread across the network and collapse the whole network. Thus, predicting th…
Portfolio risk control is vital to financial institutions: investors seek to build equities with the highest return but with minimum risk. However, a general phenomenon is significant comovement among many financial signals, such as stocks and futures. One investment strategy is to choose less corre…