Stdudy on the Pricing of Credit Default Swap with Affine Jump-Diffusions Processes. - Guoqing Shi; Chuanzhe Liu; Yuhua Hou (ISDA (1), 2006)

Cost-sensitive boosted tree for loan evaluation in peer-to-peer lending. - Yufei Xia; Chuanzhe Liu; Nana Liu (Electron. Commer. Res. Appl., 2017)

A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring. - Yufei Xia; Chuanzhe Liu; YuYing Li; Nana Liu (Expert Syst. Appl., 2017)

A novel heterogeneous ensemble credit scoring model based on bstacking approach. - Yufei Xia; Chuanzhe Liu; Bowen Da; Fangming Xie (Expert Syst. Appl., 2018)