A novel URP-CNN model for bond credit risk evaluation of Chinese listed companies

B Meng, J Sun, B Shi - Expert Systems with Applications, 2024 - Elsevier
The effective identification of bond credit risk is critical for maintaining stability in the bond
market and safeguarding investor rights. This paper proposes a URP-CNN model for …

Development of an AI Framework Using Neural Process Continuous Reinforcement Learning to Optimize Highly Volatile Financial Portfolios

M Kang, GF Templeton, DH Kwak, S Um - Knowledge-Based Systems, 2024 - Elsevier
High volatility presents considerable challenges in the optimization of financial portfolio
assets. This study develops and explores model-based reinforcement learning (MBRL) in …