Yizhe Dong
Biographic Data
| ID | 6381452 |
|---|---|
| NAME | Yizhe Dong |
| GIVEN NAMES | Yizhe |
| FAMILY NAME | Dong |
| SIGNATURE | DONG Y |
| AFFILIATIONS | University of Edinburgh Business School, Edinburgh, UK |
| ORCID | 0000-0001-7272-2430 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Default Feature Selection in Credit Risk Modeling
This paper aims to design a novel AFCM-SMOTENC-APRIORI model to mine the default feature attributes of small enterprises. It can overcome the problem that the data characteristics of “small defaulting small enterprises and large non-defaulting small enterprises” make it difficult to mine the defaulting feature attributes of existing small enterprises. We used 1,231 small enterprise credit data from a city commercial bank in China to make an empir…
Downside and upside risk spillovers from commercial banks into China’s financial system
In this paper, we investigate the downside and upside risk spillovers from three kinds of commercial banks (state-owned commercial banks (SOCBs), joint-stock commercial banks (JSCBs) and city commercial banks (CCBs)) to China’s financial system by proposing a new copula quantile regression-based CoVaR model. We find that (i) the dynamic risk spillovers show heterogeneity over time, specifically that its downward trend is significant after the sto…
No prominent works on this page.
Default Feature Selection in Credit Risk Modeling
This paper aims to design a novel AFCM-SMOTENC-APRIORI model to mine the default feature attributes of small enterprises. It can overcome the problem that the data characteristics of “small defaulting small enterprises and large non-defaulting small enterprises” make it difficult to mine the defaulting feature attributes of existing small enterprises. We used 1,231 small enterprise credit data from a city commercial bank in China to make an empir…
Downside and upside risk spillovers from commercial banks into China’s financial system
In this paper, we investigate the downside and upside risk spillovers from three kinds of commercial banks (state-owned commercial banks (SOCBs), joint-stock commercial banks (JSCBs) and city commercial banks (CCBs)) to China’s financial system by proposing a new copula quantile regression-based CoVaR model. We find that (i) the dynamic risk spillovers show heterogeneity over time, specifically that its downward trend is significant after the sto…
Business (2 works) · China (2 works) · Computer Science (2 works) · Finance (2 works) · A priori and a posteriori (1 works) · Apriori algorithm (1 works) · Association rule learning (1 works) · Credit risk (1 works) · Data mining (1 works) · Default (1 works)