Qianwen Xing

Chang Yu, Yixin Jin, Qianwen Xing et al.

Bank credit risk is a significant challenge in modern financial transactions, and the ability to identify qualified credit card holders among a large number of applicants is crucial for the profitability of a bank'sbank's credit card business. In the past, screening applicants'applicants' conditions often required a significant amount of manual labor, which was time-consuming and labor-intensive. Although the accuracy and reliability of previously used ML models have been continuously improving, the pursuit of more reliable and powerful AI intelligent models is undoubtedly the unremitting pursuit by major banks in the financial industry. In this study, we used a dataset of over 40,000 records provided by a commercial bank as the research object. We compared various dimensionality reduction techniques such as PCA and T-SNE for preprocessing high-dimensional datasets and performed in-depth adaptation and tuning of distributed models such as LightGBM and XGBoost, as well as deep models like Tabnet. After a series of research and processing, we obtained excellent research results by combining SMOTEENN with these techniques. The experiments demonstrated that LightGBM combined with PCA and SMOTEENN techniques can assist banks in accurately predicting potential high-quality customers, showing relatively outstanding performance compared to other models.

Qianwen Xing, Chang Yu, Sining Huang et al.

In contemporary economic society, credit scores are crucial for every participant. A robust credit evaluation system is essential for the profitability of core businesses such as credit cards, loans, and investments for commercial banks and the financial sector. This paper combines high-performance models like XGBoost and LightGBM, already widely used in modern banking systems, with the powerful TabNet model. We have developed a potent model capable of accurately determining credit score levels by integrating Random Forest, XGBoost, and TabNet, and through the stacking technique in ensemble modeling. This approach surpasses the limitations of single models and significantly advances the precise credit score prediction. In the following sections, we will explain the techniques we used and thoroughly validate our approach by comprehensively comparing a series of metrics such as Precision, Recall, F1, and AUC. By integrating Random Forest, XGBoost, and with the TabNet deep learning architecture, these models complement each other, demonstrating exceptionally strong overall performance.

Chang Yu, Fang Liu, Jie Zhu et al. · amazon-science

This paper proposes a hybrid framework combining LSTM (Long Short-Term Memory) networks with LightGBM and CatBoost for stock price prediction. The framework processes time-series financial data and evaluates performance using seven models: Artificial Neural Networks (ANNs), Convolutional Neural Networks (CNNs), Bidirectional LSTM (BiLSTM), vanilla LSTM, XGBoost, LightGBM, and standard Neural Networks (NNs). Key metrics, including MAE, R-squared, MSE, and RMSE, are used to establish benchmarks across different time scales. Building on these benchmarks, we develop an ensemble model that combines the strengths of sequential and tree-based approaches. Experimental results show that the proposed framework improves accuracy by 10 to 15 percent compared to individual models and reduces error during market changes. This study highlights the potential of ensemble methods for financial forecasting and provides a flexible design for integrating new machine learning techniques.

Qi Zheng, Chang Yu, Jin Cao et al.

With the rise of various online and mobile payment systems, transaction fraud has become a significant threat to financial security. This study explores the application of advanced machine learning models, specifically based on XGBoost and LightGBM, for developing a more accurate and robust Payment Security Protection Model. To enhance data reliability, we meticulously processed the data sources and applied SMOTE (Synthetic Minority Over-sampling Technique) to address class imbalance and improve data representation. By selecting highly correlated features, we aimed to strengthen the training process and boost model performance. We conducted thorough performance evaluations of our proposed models, comparing them against traditional methods including Random Forest, Neural Network, and Logistic Regression. Using metrics such as Precision, Recall, and F1 Score, we rigorously assessed their effectiveness. Our detailed analyses and comparisons reveal that the combination of SMOTE with XGBoost and LightGBM offers a highly efficient and powerful mechanism for payment security protection. Moreover, the integration of XGBoost and LightGBM in a Local Ensemble model further demonstrated outstanding performance. After incorporating SMOTE, the new combined model achieved a significant improvement of nearly 6\% over traditional models and around 5\% over its sub-models, showcasing remarkable results.