Yang, Bill Huajian and Tkachenko, Mykola (2012): Modeling of EAD and LGD: Empirical Approaches and Technical Implementation. Published in: Journal of Credit Risk , Vol. 8, No. 2 (18 June 2012)
Yang, Bill Huajian (2013): Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models. Published in: Journal of Risk Model Validation , Vol. 7, No. 4 (18 December 2013)
Yang, Bill Huajian (2013): Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests. Published in: Journal of Risk Model Validation , Vol. 8, No. 1 (18 March 2014)
Yang, Bill Huajian (2014): Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework. Published in: Journal of Risk Model Validation , Vol. 8, No. 3 (18 September 2014)
Yang, Bill Huajian and Du, Zunwei (2015): Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation. Published in: Journal of Risk Model Validation , Vol. 9, No. 2 (18 June 2015)
Yang, Bill Huajian and Du, Zunwei (2016): Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations. Published in: Journal of Risk Model Validation , Vol. 10, No. 3 (September 2016): pp. 1-19.
Yang, Bill Huajian (2017): Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing. Published in: Journal of Risk Model Validation , Vol. 11, No. 3 (January 2017)
Yang, Bill Huajian (2017): Smoothing Algorithms by Constrained Maximum Likelihood. Forthcoming in: Journal of Risk Model Validation (September 2017)
Yang, Bill Huajian (2017): Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component.
Yang, Bill Huajian (2017): Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure. Forthcoming in: Journal of Risk Model Validation (September 2017)
Yang, Bill Huajian (2019): Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy. Forthcoming in: International Journal of Machine Learning and Computing
Yang, Bill Huajian (2019): Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models. Forthcoming in: International Journal of Machine Learning and Computing
Yang, Bill Huajian (2019): Resolutions to flip-over credit risk and beyond. Published in: Big Data and Information Analytics , Vol. 3, No. 2 (18 March 2019): pp. 54-67.
Yang, Bill Huajian and Wu, Biao and Cui, Kaijie and Du, Zunwei and Fei, Glenn (2019): IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses. Forthcoming in: The Journal of Risk Model Validation
Yang, Bill Huajian and Yang, Jenny and Yang, Haoji (2020): Modeling Portfolio Loss by Interval Distributions. Published in: Big Data and Information Analytics , Vol. 5, No. 1 (4 August 2020): pp. 1-13.
Yang, Bill Huajian (2022): Modeling Path-Dependent State Transition by a Recurrent Neural Network. Forthcoming in: Big Data and Information Analytics
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