Learned Monotone Recurrent Features in Governed Credit Scoring: The Price of the Frame and the Necessity of Macro Conditioning
q-fin.RM, cs.LG, stat.AP
Submitted: 2026-10-06
Updated: 2026-10-06
Related papers
- Early Detection of Pension-Sponsor Distress from Public Filings: A Sponsor Vulnerability Index, Stress-Augmented VaR, and Dynamic Self-Investment Caps
- Is TabPFN the Silver Bullet for Insurance Pricing?
- A multi-view contrastive learning framework for spatial embeddings in risk modelling
- A Distributional Framework for Behavioral Characterization and Risk Management of Large Language Models
- Financial Tail Risk Beyond Lipschitz Continuity via Semi-Discrete Optimal Transport
- DisclosureBeta: A Measurement-Channel Theory for Regime-Conditioned Betas from LLM-Read Risk Disclosures