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Steve Q. Xia

dblp:298/1164 · DBLP profile ↗
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1ranked-venue papers
0as first author
1since 2021 · last 2022
—ORCID · none

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 1 · 1 since 2021Databases, data management, data science and information retrieval · 1 · 1 since 2021

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Artificial intelligence
1 paper
Deep learning architectures and training · 44% Representation and self-supervised learning · 44% Learning paradigms · 13%
Interdisciplinary, comprehensive, and emerging computing
1 paper
Computational finance and economics · 100%

Topics — the 4 heaviest of 5, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Machine learning › Representation and self-supervised learning › representation learning › joint representation learning
multi-task representation learning
0.612022
Multi-task Envisioning Transformer-based Autoencoder for Corporate Credit Rating Migration Early Prediction · KDD 2022
Machine learning › Deep learning architectures and training › autoencoder
transformer autoencoder
0.612022
Multi-task Envisioning Transformer-based Autoencoder for Corporate Credit Rating Migration Early Prediction · KDD 2022
Computational finance and economics
credit risk
0.612022
Multi-task Envisioning Transformer-based Autoencoder for Corporate Credit Rating Migration Early Prediction · KDD 2022
Machine learning › Learning paradigms
multi-task learning
0.212022
Multi-task Envisioning Transformer-based Autoencoder for Corporate Credit Rating Migration Early Prediction · KDD 2022

Methods — techniques the papers use, named apart from their topics

transformer · 1.1multi-task learning · 1.1autoencoder · 1.1
YearPublicationVenuePosition
2022 Multi-task Envisioning Transformer-based Autoencoder for Corporate Credit Rating Migration Early Prediction
abstract
Corporate credit ratings issued by third-party rating agencies are quantified assessments of a company's creditworthiness. Credit Ratings highly correlate to the likelihood of a company defaulting on its debt obligations. These ratings play critical roles in investment decision-making as one of the key risk factors. They are also central to the regulatory framework such as BASEL II in calculating necessary capital for financial institutions. Being able to predict rating changes will greatly benefit both investors and regulators alike. In this paper, we consider the corporate credit rating migration early prediction problem, which predicts the credit rating of an issuer will be upgraded, unchanged, or downgraded after 12 months based on its latest financial reporting information at the time. We investigate the effectiveness of different standard machine learning algorithms and conclude these models deliver inferior performance. As part of our contribution, we propose a new Multi-task Envisioning Transformer-based Autoencoder (META) model to tackle this challenging problem. META consists of Positional Encoding, Transformer-based Autoencoder, and Multi-task Prediction to learn effective representations for both migration prediction and rating prediction. This enables META to better explore the historical data in the training stage for one-year later prediction. Experimental results show that META outperforms all baseline models.
Steve Q. Xia, Hongfu Liu 0001
KDD2