DLST: A Novel Framework for Market Risk Stress Testing via EXformer

Fusheng Chen, Jing Liu, Zhongming Han, Li Han. DLST: A Novel Framework for Market Risk Stress Testing via EXformer. In International Joint Conference on Neural Networks, IJCNN 2025, Rome, Italy, June 30 - July 5, 2025. pages 1-8, IEEE, 2025. [doi]

Abstract

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