DTD-VAE: Disentangled Temporal Dependencies VAE for Credit Risk Prediction

arXiv:2608.26473 · q-fin.RM, stat.ML · Submitted 2026-08-27 · Read on arXiv

q-fin.RM, stat.ML

Submitted: 2026-08-27

Updated: 2026-08-31

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• AUC — 54× in this paper · explained in 2 episodes
• Accuracy — 11× in this paper · explained in 1 episode
• Generative Model — 10× in this paper · explained in 2 episodes
• Element-wise Gating — 8× in this paper
• Interpretability — 8× in this paper · explained in 15 episodes
• Latent Space — 8× in this paper · explained in 7 episodes
• Generative Models — 7× in this paper · explained in 2 episodes
• Benchmark — 4× in this paper · explained in 2 episodes
• Mixture of Experts — 4× in this paper · explained in 2 episodes
• Robustness — 4× in this paper · explained in 5 episodes
• Ablation — 3× in this paper · explained in 1 episode
• Accuracy Ratio — 3× in this paper
• Adaptability — 3× in this paper · explained in 1 episode
• Loss Function — 3× in this paper · explained in 2 episodes
• Random Forest — 3× in this paper
• Representation Learning — 3× in this paper · explained in 2 episodes
• Ablation study — 2× in this paper · explained in 1 episode
• Adjacency Matrix — 2× in this paper · explained in 1 episode
• Bank Loan Status — 2× in this paper
• Generalization — 2× in this paper · explained in 13 episodes
• Give Me Some Credit — 2× in this paper
• Latent Representation — 2× in this paper · explained in 2 episodes
• Lending Club — 2× in this paper
• Transformer — 2× in this paper · explained in 2 episodes
• Ablation Studies — 1× in this paper · explained in 1 episode
• Activation Function — 1× in this paper · explained in 1 episode
• Adam — 1× in this paper · explained in 2 episodes
• Aggregation — 1× in this paper · explained in 1 episode
• Ensemble Learning — 1× in this paper · explained in 2 episodes
• Feature Extraction — 1× in this paper · explained in 2 episodes
• Feature Selection — 1× in this paper · explained in 4 episodes
• Generative Modeling — 1× in this paper · explained in 3 episodes
• Graph Construction — 1× in this paper · explained in 3 episodes
• Latent Representations — 1× in this paper · explained in 3 episodes
• Modular Architecture — 1× in this paper · explained in 4 episodes
• Non-stationarity — 1× in this paper · explained in 2 episodes
• Probabilistic Forecasting — 1× in this paper · explained in 3 episodes
• Prosper Loan — 1× in this paper
• Reconstruction Error — 1× in this paper · explained in 2 episodes
• Regularization — 1× in this paper · explained in 3 episodes
• Santander Customer Transaction — 1× in this paper
• Time Series Forecasting — 1× in this paper · explained in 3 episodes
• Variational Autoencoder (VAE) — 1× in this paper · explained in 3 episodes
• Variational Bayes — 1× in this paper · explained in 2 episodes
• Xtreme Gradient Boosting — 1× in this paper

Sources

• A Survey on Mixture of Experts in Large Language Models
• Auto-Encoding Variational Bayes
• Crocodile: Cross Experts Covariance for Disentangled Learning in Multi-Domain Recommendation
• GaVaMoE: Gaussian-Variational Gated Mixture of Experts for Explainable Recommendation
• Deep Stochastic Volatility Model

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