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Zhong, Cheng:

2024

Title: Monitoring Privately-held Firms' Default Risk in Real Time: A Signal-Knowledge Transfer Learning Model

Author: Chan-Lau, A Jorge ; Hu, Ruofei ; Mungo, Luca ; Qu, Ritong ; Xin, Weining ; Zhong, Cheng

Series: Working Paper No. 2024/115

Date: June 7, 2024

Subject: Credit risk Debt default External debt Financial regulation and supervision Financial sector policy and analysis Financial statements Public financial management (PFM) Solvency

2023

Title: Surrogate Data Models: Interpreting Large-scale Machine Learning Crisis Prediction Models

Author: Chan-Lau, A Jorge ; Hu, Ruofei ; Ivanyna, Maksym ; Qu, Ritong ; Zhong, Cheng

Series: Working Paper No. 2023/041

Date: February 24, 2023