Yiting Liu

University of Twente

Postbus 217

Twente

Netherlands

Bern University of Applied Sciences

Quellgasse 21

CP 1180

Biel/Bienne, BE 2501

Switzerland

  • University of Twente

    • Email
    • Tel: (+41)798122239

  • Bern University of Applied Sciences

    • Email
    • Tel: (+41)798122239
SCHOLARLY PAPERS

6

DOWNLOADS

898

TOTAL CITATIONS

1

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

A discussion paper for possible approaches to building a statistically valid backtesting framework

Number of pages: 32 Posted: 17 Jul 2024
Veni Arakelian, Karolina Bolesta, Silvija Vlah Jeric, Yiting Liu, Joerg Osterrieder, Valerio Potì, Peter Schwendner, Kristina Sutiene and Abraham Itzhak Weinberg
Council of Economic Advisors, Ministry of Finance, Hellenic Republic, Warsaw School of Economics (SGH) - Department of Economics I, University of Zagreb, University of Twente, University of Twente, University College Dublin, Zurich University of Applied Sciences, Kaunas University of Technology and A.I. Weinberg Ltd.
Downloads 454 (128,525)

Abstract:

Loading...

Data snooping, evaluation bias, e-values, overfitting, p-hacking

2.

Navigating the ESG Landscape: Constructing a Robust and Reliable Scoring Engine

Number of pages: 25 Posted: 18 Jun 2023
Yiting Liu, Joerg Osterrieder, Branka Hadji Misheva and Lennart John Baals
University of Twente, University of Twente, Zurich University of Applied Sciences and University of Twente
Downloads 144 (403,902)

Abstract:

Loading...

Environmental, Social, and Governance (ESG); ESG Scoring Engine; ESG Indicator Selection; Weighting Methodologies; Validation

3.

Crowdfunding Fraud Detection: A Systematic Review Highlights AI and Blockchain using Topic Modeling

Number of pages: 29 Posted: 10 Oct 2024
Marcos Machado, Ioana Florina Coita, Lucia Gomez Teijeiro, Karsten Wenzlaff, Andreas Gregoriades, Christos Themistocleous, Wouter van Heeswijk, Frederik Sinan Bernard, José Antonio Muñiz, Karolina Bolesta, Joerg Osterrieder, Yiting Liu, Anastasija Dubrovska, Liana Stanca, Nadi Serhan Aydin, Ramona Rupeika-Apoga, Huei-Wen Teng, Gokce Nur Yilmaz, Jana Péliová, Martin Alexy, Chemseddine Tidjani, Codruta Mare and Olivija Filipovska
University of Twente, Universitatea din Oradea, Bern University of Applied Sciences (BFH), University of Hamburg - Faculty of Business, Economics, and Social Sciences, Cyprus University of Technology, Cyprus University of Technology, University of Twente, University of Twente, Institute for Policy Research (IPR), University of Bath, Warsaw School of Economics (SGH) - Department of Economics I, University of Twente, University of Twente, University St. Kliment Ohridski, Babes-Bolyai University, Istinye University - Faculty of Engineering and Natural Sciences, University of Latvia, National Yang Ming Chiao Tung University, TED University, University of Economics in Bratislava, University of Economics in Bratislava, Centre de Recherche en Économie Appliquée pour le Développement (CREAD), Babes-Bolyai University - Faculty of Economics and Business Administration and Geostrategic Institute Global
Downloads 121 (474,531)

Abstract:

Loading...

Fraud Detection, Crowdfunding, Lending Settings, Finance Industry, Alternative Finance Methods

4.

Network Centrality and Credit Risk: A Comprehensive Analysis of Peer-to-Peer Lending Dynamics

Downloads 66 (676,622)
Citation 1

Network Centrality and Credit Risk: A Comprehensive Analysis of Peer-to-Peer Lending Dynamics

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 12 Mar 2024
Yiting Liu, Lennart John Baals, Joerg Osterrieder and Branka Hadji Misheva
University of Twente, University of Twente, University of Twente and Zurich University of Applied Sciences
Downloads 37 (888,478)
Citation 1

Abstract:

Loading...

P2P-lending, Credit-Default Prediction, Machine Learning (ML), Network Centrality

Network Centrality and Credit Risk: A Comprehensive Analysis of Peer-to-Peer Lending Dynamics

Number of pages: 16 Posted: 25 Jan 2024
Yiting Liu, Lennart John Baals, Joerg Osterrieder and Branka Hadji Misheva
University of Twente, University of Twente, University of Twente and Zurich University of Applied Sciences
Downloads 29 (963,815)

Abstract:

Loading...

P2P-lending, Credit-Default Prediction, Machine Learning (ML), Network Centrality

5.

Leveraging Network Topology for Credit Risk Assessment in P2P Lending: A Comparative Study under the Lens of Machine Learning

Expert Systems with Applications, Forthcoming
Number of pages: 59 Posted: 12 Mar 2024
Yiting Liu, Lennart John Baals, Joerg Osterrieder and Branka Hadji Misheva
University of Twente, University of Twente, University of Twente and Zurich University of Applied Sciences
Downloads 58 (719,783)

Abstract:

Loading...

P2P-lending, Credit-Default Prediction, Machine Learning (ML), Network Centrality

6.

Leveraging Network Topology for Credit Risk Assessment in P2p Lending: A Comparative Study Under the Lens of Machine Learning

Number of pages: 59 Posted: 24 Aug 2023
Lennart John Baals, Yiting Liu, Joerg Osterrieder and Branka Hadji Misheva
University of Twente, University of Twente, University of Twente and Zurich University of Applied Sciences
Downloads 55 (737,601)

Abstract:

Loading...

P2P-lending, Credit-Default Prediction, machine learning (ML), Network Centrality