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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,236 papers · 148 categories

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2579 · Apr 202019922001200920182026
48 results for China SMEs

Study on how China's SMEs finance changed post-crisis, focusing on internal vs. external financing.

problem Analyzing SME financing problems before and after the global financial crisis.
method Regression analysis based on Trade-Off Theory, empirical research on 158 firms.
result SMEs with high growth rates are more likely to obtain external financing after a financial crisis.

Proposes SME for ASGD, revealing dynamics and optimal mini-batching.

problem Understanding and optimizing ASGD algorithms.
method Develops SME for ASGD, proving convergence and solving optimal control problem.
result ASGD converges to SME in continuous time limit and predicts ASGD trajectories.

This paper uses graph neural networks to predict SME default risk using transaction and ownership networks.

problem Predicting credit risk for SMEs facing limited financial histories and collateral constraints.
method Graph Neural Networks applied to multilayer network data of SME transactions and ownership.
result Combining network data with traditional data improves credit scoring and models contagion risk.

Small Medium-sized Enterprises (SMEs) face many obstacles when they try to access credit market. These obstacles are increased if the SMEs are innovative. In this case, financial data are insufficient or even not reliable. Thus, when building a judgemental rating model, mainly based on qualitative criteria (soft inform…

2013-08-05abs ↗pdf ↗

Study examines factors influencing lending to SMEs by Kenyan banks.

problem Lack of creditworthiness makes SMEs difficult to finance by banks.
method Descriptive research design, census of 43 banks, secondary data analysis.
result Bank size and liquidity significantly influence lending to SMEs, while credit risk and interest rates do not.

Paper proposes a method to evaluate SME credit risk using meta paths.

problem Evaluate credit risk of small and medium-sized enterprises with limited data.
method Exploits the representative power of information networks and meta paths to infer SME financial status.
result Meta path feature effectively identifies SMEs with credit risks.

SMEs provide a transparent testbed for RL evaluation.

problem Lack of precise, white-box diagnostics in RL environments.
method Synthetic Monitoring Environments (SMEs) with fully configurable task characteristics and known optimal policies.
result SMEs allow for precise evaluation of RL algorithms, revealing the impact of specific environmental properties.

Investment level and timing predict SME performance, especially during financial crises.

problem Estimating effective performance measurement systems for SMEs.
method Extreme value statistics applied to TTA and financial indicators.
result Low but growing TTA is key to positive SME performance during crises.

Pipeline learns topological features for protein stability prediction.

problem Predicting protein stability using topological features.
method Data-driven method to learn topological features, comparing with expert features.
result Topological features achieve 92%-99% of SME-based models' performance.

SmallML predicts customer churn for SMEs with small data, improving accuracy by 24.2 points.

problem AI exclusion of SMEs due to data scale mismatch.
method Bayesian transfer learning with hierarchical pooling and conformal prediction.
result 96.7% AUC on 100 obs SMEs, 24.2 point improvement over logistic regression.

AI random forest model improves credit risk scoring for Azerbaijani SMEs.

problem Improving accuracy in identifying defaulters for SME loans.
method Used Python to compare a Delphi model with a random forest model, measuring accuracy, precision, recall, and F-1 scores.
result Significant improvements in model performance (e.g., from 0.69 to 0.83 in accuracy).

DDSME outperforms SME in estimating multimodal distributions.

problem Efficiency of score matching in multimodal distributions.
method Diffusion-based denoising score matching (DDSME) compared to vanilla score matching (SME).
result DDSME avoids the error bound deterioration of SME with increasing mode separation.

Study combines intra-risk and contagion risk for SME bankruptcy prediction.

problem Predicting bankruptcy risk of SMEs considering both intra-risk and contagion risk.
method Proposes a novel model using Graph Neural Networks to combine intra-risk and contagion risk.
result Model outperforms state-of-the-art methods in bankruptcy prediction.

The abstract covers various aspects of eBusiness and eGovernment, including digital currencies, m-government services, gender inclusivity, eLearning, export performance, SME digitalization, and banking customer behavior.

problem Various challenges and opportunities in eBusiness and eGovernment.
method Critical review, UTAUT model with perceived risk theory, GAD approach, inductive research paradigm, one-on-one interviews, survey questionnaires, convenience sampling.
result Impediments to eLearning uptake, gender inclusivity in e-procurement, export performance of manufacturing firms, SME digitalization impact, measuring and modeling framework for Internet banking customers.

This study assesses e-readiness of Mexican SMEs and proposes a model.

problem Small and medium enterprises in Mexico struggle with e-business adoption.
method Survey research design, statistical analysis, adoption models.
result Data will be collected and analyzed to assess e-readiness and propose recommendations.

Study reveals holiday effect on China's time-honored brands, especially alcoholic beverages.

problem Understanding holiday impact on China's time-honored brands.
method Event study using listed companies of China's time-honored brands from 2012-2021.
result Time-honored brand stocks show significant post-holiday effect during Chinese New Year, alcoholic beverages more sensitive.

Meta-learning framework for credit risk assessment of SMEs, aligning financial statement dates with evaluation dates.

problem Temporal misalignment of credit scoring models leading to bias and inconsistent predictions.
method Two-step temporal decomposition: static model for annual PDs, dynamic model for monthly PDs; stacking architecture to aggregate multiple models.
result Framework effectively captures credit risk evolution over time, improving temporal consistency and predictive stability.

This paper measures financial market resilience in China and identifies key uncertainties.

problem Measuring financial market resilience in China.
method Quantitative analysis of total financial market and sub-markets, Diebold-Yilmaz connectedness approach.
result Financial market resilience in China is event-driven and influenced by geopolitical risks, economic and trade policy uncertainty, and U.S.-China tensions.

The MAXFLAT low-pass filter improves factor adjustment for better portfolio performance in China's stock market.

problem Improving factor adjustment for better portfolio performance in China's stock market.
method Using MAXFLAT low-pass volatility model to adjust factors and construct portfolios.
result Adjusted factors by MAXFLAT volatility model show better performance in both large and small cap universes.

Study shows how China's stock market reflects economic demand changes during COVID-19.

problem Understanding how stock market volatility is influenced by economic demand changes.
method Divided industries into demand-oriented groups and analyzed spillover networks.
result Spillover effects from demand-oriented sectors to consumption-oriented sectors increased during the outbreak.

PSQRNN model forecasts electricity consumption in China by integrating neural networks and quantile regression.

problem Electricity forecasting in China due to regional economic, social, and natural conditions.
method PSQRNN combines neural networks and semiparametric quantile regression to model electricity consumption.
result PSQRNN model outperforms traditional methods in forecasting electricity consumption in China.

Model predicts time evolution of supply chain networks under varying costs.

problem Regulating downstream relationships for sustainable SMEs.
method Time varying SCN model based on Lagrangian mechanics, incorporating EDES cost kernels.
result Model predicts bankruptcy and break-even states under different cost scenarios.

Paper uses t-SNE to classify China's Internet finance risks.

problem Systemic risk characteristics of China's Internet finance during macroeconomic shocks.
method t-SNE machine learning algorithm for data mining and risk classification.
result Identified peak and thick-tail characteristics of Internet financial systemic risk.

Study SGD dynamics in high-dimensional models, revealing consistent behavior across different batch sizes and learning rates.

problem Understanding SGD dynamics in high-dimensional multi-index models.
method Asymptotic analysis of SGD, developing mean-field equations and Gaussian diffusion approximations.
result Consistent SGD dynamics across different batch sizes and learning rates, distinct from gradient flow and online SGD.

Pension benefits in rural China lead to cognitive decline among the elderly.

problem Cognitive decline in late adulthood among rural Chinese elderly.
method Examined the effects of a new pension scheme on cognitive performance.
result Pension benefits negatively impact cognitive functioning, particularly delayed recall.

Study finds actuarial unfairness in China's pension system, proposing income-dependent annuitization rules.

problem Actuarial fairness in China's NDC pension system when mortality differs across income groups.
method Developed a mortality-differentiated Lee-Carter framework with group-specific baseline mortality schedules and a common period effect, estimated using national and subgroup data.
result Substantial actuarial unfairness in the current age-only divisor, with a reverse transfer from poorer to richer retirees.

This paper examines how the U.S.--China trade war affects stock markets, finding evidence of financial contagion and changes in risk channels.

problem The impact of the U.S.--China trade war on stock markets and financial contagion.
method Developed a novel jump-diffusion process to account for risk contagion, using high-frequency financial data and quasi-maximum likelihood estimator.
result Evidence of financial contagion from the U.S. to China, with changes in risk contagion channels.

This paper compares two stock factor models in China's A-share market.

problem Contradicting results in existing research on stock factor models.
method Empirical analysis using China's A-share data from 2005-2020, orthogonalizing redundant factors, and 25-group portfolio returns calculation.
result The five-factor model outperforms the three-factor model in explaining excess return rates.

Study finds fundamental analysis useful for predicting stock prices in China's transitional economy.

problem Investment predictability in China's transitional economy.
method Examined 3 industries (media, power, steel) with 3 types of correlation on 25 financial determinants of 60 Chinese companies over 4 years.
result Fundamental analysis can predict stock prices in China's transitional economy, contradicting the Efficient Market Hypothesis.