Loan default prediction by combining soft information extracted from descriptive text in online peer-to-peer lending. - Cuiqing Jiang; Zhao Wang 010; Ruiya Wang; Yong Ding (Ann. Oper. Res., 2018)

A Novel behavioral scoring model for estimating probability of default over time in peer-to-peer lending. - Zhao Wang 010; Cuiqing Jiang; Yong Ding; Xiaozhong Lyu; Yao Liu (Electron. Commer. Res. Appl., 2018)

A prediction-driven mixture cure model and its application in credit scoring. - Cuiqing Jiang; Zhao Wang 010; Huimin Zhao 003 (Eur. J. Oper. Res., 2019)

Evaluating the credit risk of SMEs using legal judgments. - Chang Yin; Cuiqing Jiang; Hemant K. Jain 001; Zhao Wang 010 (Decis. Support Syst., 2020)

Mining Semantic Soft Factors for Credit Risk Evaluation in Peer-to-Peer Lending. - Zhao Wang 010; Cuiqing Jiang; Huimin Zhao 003; Yong Ding (J. Manag. Inf. Syst., 2020)

Attentive Feature Fusion for Credit Default Prediction. - Ximing Liu; Yayong Li; Cuiqing Jiang; Zhao Wang 010; Fuqing Zhao; Jianfei Wang (CSCWD, 2022)

Who said what: Mining semantic features for success prediction in reward-based crowdfunding. - Liqian Bao; Zhao Wang 010; Huimin Zhao 003 (Electron. Commer. Res. Appl., 2022)

Know Where to Invest: Platform Risk Evaluation in Online Lending. - Zhao Wang 010; Cuiqing Jiang; Huimin Zhao 003 (Inf. Syst. Res., 2022)

Benchmarking state-of-the-art imbalanced data learning approaches for credit scoring. - Cuiqing Jiang; Wang Lu; Zhao Wang 010; Yong Ding (Expert Syst. Appl., 2023)

Depicting Risk Profile over Time: A Novel Multiperiod Loan Default Prediction Approach. - Zhao Wang 010; Cuiqing Jiang; Huimin Zhao 003 (MIS Q., 2023)

A privacy-preserving decentralized credit scoring method based on multi-party information. - Haoran He; Zhao Wang 010; Hemant K. Jain 001; Cuiqing Jiang; Shanlin Yang (Decis. Support Syst., 2023)

Representing and discovering heterogeneous interactions for financial risk assessment of SMEs. - Jianfei Wang; Cuiqing Jiang; Lina Zhou; Zhao Wang 010 (Expert Syst. Appl., 2024)

Predicting financial distress using multimodal data: An attentive and regularized deep learning method. - Wanliu Che; Zhao Wang 010; Cuiqing Jiang; Mohammad Zoynul Abedin (Inf. Process. Manag., 2024)

Incorporating metadata: A novel variational neural topic model for bond default prediction. - Wang Lu; Cuiqing Jiang; Zhao Wang 010; Yong Ding; Xiaoya Ni (Inf. Sci., 2025)

Modeling and Interpreting the Propagation Influence of Neighbor Information in Time-Variant Networks with Exemplification by Financial Risk Prediction. - Jianfei Wang; Lina Zhou; Cuiqing Jiang; Zhao Wang 010 (J. Manag. Inf. Syst., 2025)