Xiao Yao

About Xiao Yao

Xiao Yao, With an exceptional h-index of 11 and a recent h-index of 10 (since 2020), a distinguished researcher at Central University of Finance and Economics, specializes in the field of Credit Risk Modelling, Machine Learning, Banking.

His recent articles reflect a diverse array of research interests and contributions to the field:

On the prediction of stock price crash risk using textual sentiment of management statement

The profitability of online loans: A competing risks analysis on default and prepayment

Forecasting corporate default risk in China

Improving financial distress prediction using textual sentiment of annual reports

How to identify early defaults in online lending: A cost-sensitive multi-layer learning framework

Is Textual Tone Informative or Inflated for Firm’s Future Value? Evidence from Chinese Listed Firms

Predicting loss given default using post-default information

A novel dual-weighted fuzzy proximal support vector machine with application to credit risk analysis

Xiao Yao Information

University

Position

___

Citations(all)

531

Citations(since 2020)

371

Cited By

270

hIndex(all)

11

hIndex(since 2020)

10

i10Index(all)

12

i10Index(since 2020)

10

Email

University Profile Page

Central University of Finance and Economics

Google Scholar

View Google Scholar Profile

Xiao Yao Skills & Research Interests

Credit Risk Modelling

Machine Learning

Banking

Top articles of Xiao Yao

Title

Journal

Author(s)

Publication Date

On the prediction of stock price crash risk using textual sentiment of management statement

China Finance Review International

Xiao Yao

Dongxiao Wu

Zhiyong Li

Haoxiang Xu

2023/9/25

The profitability of online loans: A competing risks analysis on default and prepayment

European Journal of Operational Research

Zhiyong Li

Aimin Li

Anthony Bellotti

Xiao Yao

2023/4/16

Forecasting corporate default risk in China

International Journal of Forecasting

Xuan Zhang

Yang Zhao

Xiao Yao

2022/7/1

Improving financial distress prediction using textual sentiment of annual reports

Annals of Operations Research

Bo Huang

Xiao Yao

Yinqing Luo

Jing Li

2022/3/15

How to identify early defaults in online lending: A cost-sensitive multi-layer learning framework

Knowledge-Based Systems

Zhiyong Li

Junfeng Zhang

Xiao Yao

Gang Kou

2021/6/7

Is Textual Tone Informative or Inflated for Firm’s Future Value? Evidence from Chinese Listed Firms

Economic Modelling

Dong Xiao Wu

Xiao Yao

Jian Luan Guo

2021

Predicting loss given default using post-default information

Knowledge-Based Systems

Ke Li

Fanyin Zhou

Zhiyong Li

Xiao Yao

Yashu Zhang

2021/7/19

A novel dual-weighted fuzzy proximal support vector machine with application to credit risk analysis

International Review of Financial Analysis

Lean Yu

Xiao Yao

Xiaoming Zhang

Hang Yin

Jia Liu

2020/10/1

基于文本挖掘的管理层语调对公司债券信用利差的影响

经济理论与经济管理

姚潇, 吴冬晓, 庞守林

2020/4/16

See List of Professors in Xiao Yao University(Central University of Finance and Economics)

Co-Authors

H-index: 15
Zhiyong LI

Zhiyong LI

Southwestern University of Finance and Economics

H-index: 11
Yang Zhao

Yang Zhao

Central University of Finance and Economics

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