Guotai Chi

发表

Effects of the budgetary process on SME’s performance: An Exploratory study based on Selected SME’s in India

Jun Yang, J. Mulani, Guotai Chi, 2015 .

Impacts of Venture Capital on Online P2P Lending Platforms: Empirical Evidence from China

Hufeng Yang, Guotai Chi, Hang Li, 2020, Emerging Markets Finance and Trade.

Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach

Baofeng Shi, Guotai Chi, Weiping Li, 2020 .

Multi Criteria Credit Rating Model for Small Enterprise Using a Nonparametric Method

Guotai Chi, Zhipeng Zhang, Guotai Chi, 2017 .

Debt rating model based on default identification

B. Meng, Guotai Chi, 2019, Management Decision.

Leveraging random forest in micro‐enterprises credit risk modelling for accuracy and interpretability

Mazin A. M. Al Janabi, Guotai Chi, M. S. Uddin, 2020 .

Futures Hedge Ratio Estimating Model Based on Kernel Estimator and EWMA Approach

Guotai Chi, Guangjun Zhao, 2008, 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing.

Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending

Guotai Chi, Shijie Ding, Xiankun Peng, 2019, Mathematical Problems in Engineering.

A heterogeneous ensemble credit scoring model based on adaptive classifier selection: An application on imbalanced data

Tong Zhang, Guotai Chi, 2020 .

Factors study of credit risks of farmer loans based on projection pursuit

Guotai Chi, Zhanjiang Li, 2013, Proceedings of 2013 IEEE International Conference on Service Operations and Logistics, and Informatics.

Indexing innovation within China

I. Alon, Guotai Chi, Zhichong Zhao, 2019, Competitiveness Review: An International Business Journal.

New Combined Weighting Model Based on Maximizing the Difference in Evaluation Results and Its Application

B. Meng, Guotai Chi, 2015 .

An enterprise default discriminant model based on optimal misjudgment loss ratio

Lean Yu, Guotai Chi, Shijie Ding, 2022, Expert Syst. Appl..

A credit rating model based on a customer number bell-shaped distribution

Guotai Chi, Yajing Zhang, 2018 .

Optimal Model of Strip-and-Roll Hedge based on the Min-Variance

Guotai Chi, Zhongyuan Yang, 2009 .

Default Discrimination of Credit Card: Feature Combination Selection Based on Improved FDAF-score

Guotai Chi, Y. Zhou, Jiangying Liu, 2022, Expert Systems with Applications.

The Empirical Analysis of Scale Economies on Commercial Banks of China

Dean Yang, Guotai Chi, Xiu-yan Sun, 2017 .

Bank-enterprise project risk assessment model based on the information entropy method

Guotai Chi, Xu Zhandong, 2011, 2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC).

Weight Optimization Model based on the Maximum Discriminating Power of Credit Evaluation Result

Guotai Chi, Shanli Yu, 2017, ICBIM 2017.

Decision tree for credit scoring and discovery of significant features: An empirical analysis based on Chinese microfinance for farmers

Guotai Chi, Yajing Zhang, Zhipeng Zhang, 2018 .

The empirical research on early warning of China's commercial banks failure based on matter-analysis with portfolio weighting

Guotai Chi, Xiu-feng Sun, Kai Ren, 2009, 2009 International Conference on Management Science and Engineering.

Time-consistent multiperiod mean semivariance portfolio selection with the real constraints

Guotai Chi, Yong Zeng, Peng Zhang, 2021, Journal of Industrial & Management Optimization.

Financial Distress Prediction of Chinese Listed Companies Using the Combination of Optimization Model and Convolutional Neural Network

Guotai Chi, Dawen Yan, Zhihua Zhang, 2022, Mathematical Problems in Engineering.

Credit Default Prediction Using a Support Vector Machine and a Probabilistic Neural Network

Guotai Chi, Sisira Colombage, Guotai Chi, 2018 .

Short and Long Term Value at Risk, Skewness, Kurtosis and Coherent Risk Measure

B. Meng, Guotai Chi, Weiping Li, 2016 .

Credit scoring model based on a novel group feature selection method: The case of Chinese small-sized manufacturing enterprises

Guotai Chi, Ying Zhou, Zhipeng Zhang, 2021, J. Oper. Res. Soc..

Credit rating system for small businesses using the K-S test to select an indicator system

Guotai Chi, Shanli Yu, Guotai Chi, 2019, Management Decision.

EVALUATION INDEX SYSTEM OF GREEN INDUSTRY BASED ON MAXIMUM INFORMATION CONTENT

Guotai Chi, B. Meng, Guotai Chi, 2016 .

Credit Evaluation of Small Enterprises Based on Indicators' Diversification Maximized Combination Weighting Model

Lingling Gong, Guotai Chi, B. Meng, 2015 .

Financial Distress Prediction and Feature Selection in Multiple Periods by Lassoing Unconstrained Distributed Lag Non-linear Models

Kin Keung Lai, Guotai Chi, Dawen Yan, 2020, Mathematics.

Hybrid Model for Credit Risk Prediction: An Application of Neural Network Approaches

Mohammad Zoynul Abedin, Guotai Chi, Mohammad Shamsu Uddin, 2019, Int. J. Artif. Intell. Tools.

An Alternative Statistical Framework for Credit Default Prediction

Guotai Chi, M. S. Uddin, Tabassum Habib, 2019 .

A Hybrid Model for Credit Risk Assessment: Empirical Validation by Real-World Credit Data

Md. Asad Iqbal Chowdhury, Guotai Chi, M. Islam, 2019 .

Assets and Liabilities Portfolio Optimal Model based on ES Controlled Interest Rate Risk

Guotai Chi, Hongxia Li, 2017, ICBIM 2017.

The Month of the Year Effect on Dhaka Stock Exchange

Mohammad Zoynul Abedin, Guotai Chi, M. Z. Abedin, 2015 .

Optimal Model of Hedge Ratio based on Incremental and Existing Portfolio of the Maximum Return Probability

Guo-tai Chi, Chao Yu, Chao Yu, 2009 .

The Empirical Analysis on Improvement Measure of Chinese Commercial Banks Efficiencies

Guotai Chi, Xiu-yan Sun, 2009, 2009 International Conference on Management and Service Science.

Feature selection in credit risk modeling: an international evidence

Mohammad Shamsu Uddin, Kunpeng Yuan, Guotai Chi, 2021, Economic Research-Ekonomska Istraživanja.

Optimization Model of Incremental Loan Portfolio based on Risks Overlap of Incremental and Existing Portfolio

Guang-jun Zhao, Feng Chi, Guo-tai Chi, 2009 .

Decision-making Model of Bank's Assets Portfolio based on Multi-period Dynamic Optimization

Guotai Chi, Xiu-yan Sun, He Dong, 2007 .

Multi-futures Hedging Decision Model Based on Capital Constrain

Guotai Chi, Wan-wu Yang, Yu-gang Wang, 2008 .

Combining weighted SMOTE with ensemble learning for the class-imbalanced prediction of small business credit risk

Mohammad Zoynul Abedin, P. Hájek, Guotai Chi, 2022, Complex & Intelligent Systems.