Wenke Sun, Guotai Chi, Ying Nan Zhou, Yuhui Dong (2026). Multi-window weighted random forests for listed companies default prediction: a dual-criterion temporal framework with hybrid feature selection. Annals of Operations Research.DOI
Ying Zhou, Zhihao Liu, Guotai Chi, Kunpeng Yuan, Shufan Jiang (2025). Credit Rating Model Based on the Difference in Loan Amounts. Computational Economics.DOI
Guotai Chi, Fengshan Bai, Hongping Tan, Ying Zhou (2025). Default Prediction Framework With Optimal Feature Set and Matching Ratio. Journal Of Forecasting, Vol. 440, No. 7.DOI
Ahmed Gooda, Chi Guotai, Ahmed Hassanein (2025). The interplay of real earnings management, internal control and credit ratings in China. Journal Of Financial Reporting And Accounting.DOI
Zhipeng Zhang, Guotai Chi, Ying Zhou, Ying Liu (2025). Predicting financial distress: the power of sentiment words in business plans. European Journal Of Finance.DOI
Shanshan Wang, Guotai Chi (2024). Cost-sensitive stacking ensemble learning for company financial distress prediction. Expert Systems With Applications, Vol. 255.DOI
Jin Xing, Guotai Chi, Ancheng Pan (2024). Instance-dependent misclassification cost-sensitive learning for default prediction. Research In International Business And Finance, Vol. 69.DOI
Ying Zhou, Xia Lin, Guotai Chi, Peng Jin, Mengtong Li (2024). EWT-SMOTE to improve default prediction performance in imbalanced data: Analysis of Chinese data. Journal Of Forecasting, Vol. 430, No. 3.DOI
Guotai Chi, Ahmed R. Gooda (2024). Internal control, debt risk, CEO education and earnings management evidence from China. Journal Of Financial Reporting And Accounting, Vol. 220, No. 1.DOI
Guotai Chi, Bingjie Dong, Ying Zhou, Peng Jin (2024). Long-horizon predictions of credit default with inconsistent customers*. Technological Forecasting And Social Change, Vol. 1980.DOI
Mohamed Abdelaziz Mandour, Guotai Chi, Gehad Abdullah Amran, Hussain Alsalman (2024). A Single Default Discrimination Model Based on the Selection of Multiple Single Models. IEEE Access.DOI
Mohamed Abdelaziz Mandour, Guotai Chi (2024). A Review Study of AI Methods for Credit Default Prediction. Algorithms for intelligent systems.DOI
Guotai Chi, Xv Huang, Ying Zhou, Xiubin Guo (2023). Discriminating the default risk of small enterprises: Stacking model with different optimal feature combinations. Expert Systems With Applications, Vol. 229.DOI
Guotai Chi, Jin Xing, Ancheng Pan (2023). Default forecasting based on a novel group feature selection method for imbalanced data. The Journal of Credit Risk.DOI
Guotai Chi, Mohamed Abdelaziz Mandour (2023). A modified hybrid feature-selection method based on a filter and wrapper approach for credit risk forecasting. Journal of Risk Model Validation.DOI
Qing-Li Dong, Guotai Chi (2023). Small and medium-sized enterprises’ time to default: an analysis using an improved mixture cure model with time-varying covariates. The Journal of Credit Risk.DOI
Ying Zhou, Lean Yu, Guotai Chi, Shijie Ding, Xu Liu (2022). An enterprise default discriminant model based on optimal misjudgment loss ratio. Expert Systems With Applications, Vol. 205.DOI
Ying Zhou, Guotai Chi, Jiangying Liu, Jian Xiong, Bijie Wang (2022). Default discrimination of credit card: Feature combination selection based on improved FDAF-score. Expert Systems With Applications, Vol. 206.DOI
Mohammad Shamsu Uddin, Guotai Chi, Mazin A. M. Al Janabi, Tabassum Habib, Kunpeng Yuan (2022). Modeling credit risk with a multi-stage hybrid model: An alternative statistical approach. Journal Of Forecasting, Vol. 410, No. 7.DOI
Mohammad S. Uddin, Guotai Chi, Mazin A. M. Al Janabi, Tabassum Habib (2022). Leveraging random forest in micro-enterprises credit risk modelling for accuracy and interpretability. International Journal Of Finance & Economics, Vol. 270, No. 30.DOI
Kunpeng Yuan, Guotai Chi, Ying Zhou, Hailei Yin (2022). A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description. Research In International Business And Finance, Vol. 59.DOI
Zhipeng Zhang, Guotai Chi, Sisira Colombage, Ying Zhou (2022). Credit scoring model based on a novel group feature selection method: The case of Chinese small-sized manufacturing enterprises. Journal Of The Operational Research Society, Vol. 730, No. 10.DOI
M. Abedin, Guotai Chi, P. Hájek, Tong Zhang (2022). Combining weighted SMOTE with ensemble learning for the class-imbalanced prediction of small business credit risk. Complex & Intelligent Systems.DOI
Lin Zhu, Da-Wen Yan, Zhihua Zhang, Guotai Chi (2022). Financial Distress Prediction of Chinese Listed Companies Using the Combination of Optimization Model and Convolutional Neural Network. Mathematical Problems in Engineering.DOI
Guotai Chi, Ying Zhou, Long Shen, Jian Xiong, Hong-Jian Yan (2022). EFFECT OF THE COMPANY RELATIONSHIP NETWORK ON DEFAULT PREDICTION: EVIDENCE FROM CHINESE LISTED COMPANIES. International Journal of Theoretical and Applied Finance.DOI
Tong Zhang, Guotai Chi (2021). A heterogeneous ensemble credit scoring model based on adaptive classifier selection: An application on imbalanced data. International Journal Of Finance & Economics, Vol. 260, No. 30.DOI
Guotai Chi, M. S. Uddin, Tabassum Habib, Ying Zhou, Rashidul Islam, Asad Chowdhury (2021). A hybrid model for credit risk assessment: empirical validation by real-world credit data. Journal of Risk Model Validation.DOI
Peng Zhang, Yong Zeng, Guotai Chi (2021). Time-consistent multiperiod mean semivariance portfolio selection with the real constraints. Journal of Industrial and Management Optimization.DOI
Zhe Li, Guotai Chi, Ying Zhou, Wen-Xuan Liu (2021). Research on listed companies’ credit ratings, considering classification performance and interpretability. Journal of Risk Model Validation.DOI
M. Abedin, Guotai Chi, Mohammed Mohi Uddin, Md. Shahriare Satu, Md. Imran Khan, P. Hájek (2021). Tax Default Prediction Using Feature Transformation-Based Machine Learning. IEEE Access.DOI
Ying Zhou, M. S. Uddin, Tabassum Habib, Guotai Chi, Kunpeng Yuan (2021). Feature selection in credit risk modeling: an international evidence. Economic Research-Ekonomska Istraživanja.DOI
Zhichong Zhao, Sisira Colombage, Guotai Chi (2020). Key Variables and Characteristics of Loan Loss Given Default: Empirical Evidence from 28 Provinces in China. Emerging Markets Finance And Trade, Vol. 560, No. 110.DOI
Guotai Chi, Shanli Yu, Ying Zhou (2020). A Novel Credit Evaluation Model Based on the Maximum Discrimination of Evaluation Results. Emerging Markets Finance And Trade, Vol. 560, No. 110.DOI
Hufeng Yang, Han Li, Zhen Hu, Guotai Chi (2020). Impacts of Venture Capital on Online P2P Lending Platforms: Empirical Evidence from China. Emerging Markets Finance And Trade, Vol. 560, No. 90.DOI
Baofeng Shi, Guotai Chi, Weiping Li (2020). Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach. Economic Modelling, Vol. 85.DOI
Guotai Chi, Kunpeng Yuan, Ying Zhou, Lingling Gong (2020). Determination of weights for an optimal credit rating model based on default and nondefault distance maximization. Journal of Risk Model Validation.DOI
Da-Wen Yan, Guotai Chi, K. Lai (2020). Financial Distress Prediction and Feature Selection in Multiple Periods by Lassoing Unconstrained Distributed Lag Non-linear Models. Mathematics.DOI
M. S. Uddin, Guotai Chi, Tabassum Habib, Ying Zhou (2020). An alternative statistical framework for credit default prediction. Journal of Risk Model Validation.DOI
Guotai Chi, Bin Meng (2019). Debt rating model based on default identification Empirical evidence from Chinese small industrial enterprises. Management Decision, Vol. 570, No. 9.DOI
Mohammad Zoynul Abedin, Chi Guotai, Fahmida-E-Moula, A. S. M. Sohel Azad, Mohammed Shamim Uddin Khan (2019). Topological applications of multilayer perceptrons and support vector machines in financial decision support systems. International Journal Of Finance & Economics, Vol. 240, No. 10.DOI
Shanli Yu, Guotai Chi, Xin Jiang (2019). Credit rating system for small businesses using the K-S test to select an indicator system. Management Decision, Vol. 570, No. 1.DOI
Ying Zhou, Tabassum Habib, Guotai Chi, M. S. Uddin (2019). Real-world credit scoring: a comparative study of statistical and artificial intelligent methods. International Journal of Knowledge Engineering and Data Mining.DOI
Guotai Chi, Shijie Ding, Xiankun Peng (2019). Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending. Mathematical Problems in Engineering.DOI
M. Abedin, Guotai Chi, F. Moula (2019). Weighted SMOTE-Ensemble Algorithms: Evidence from Chinese Imbalance Credit Approval Instances. International Conference on Data Intelligence and Security.DOI
Mohammad Zoynul Abedin, Guotai Chi, Fahmida-E-Moula, Zhang Tong, M. Hassan (2019). An optimized support vector machine intelligent technique using optimized feature selection methods: evidence from Chinese credit approval data. Journal of Risk Model Validation.DOI
Guotai Chi, M. S. Uddin, M. Abedin, Kunpeng Yuan (2019). Hybrid Model for Credit Risk Prediction: An Application of Neural Network Approaches. Int. J. Artif. Intell. Tools.DOI
Yajing Zhang, Guotai Chi (2018). A credit rating model based on a customer number bell-shaped distribution. Management Decision, Vol. 560, No. 5.DOI
M. Abedin, Guotai Chi, Sisira R. N. Colombage, Fahmida-E Moula (2018). Credit default prediction using a support vector machine and a probabilistic neural network.DOI
Yajing Zhang, Guotai Chi, Zhipeng Zhang (2018). Decision tree for credit scoring and discovery of significant features: An empirical analysis based on Chinese microfinance for farmers.DOI
Guotai Chi, Zhipeng Zhang (2017). Multi Criteria Credit Rating Model for Small Enterprise Using a Nonparametric Method. Sustainability, Vol. 90, No. 100.DOI
Chi Guotai, Mohammad Zoynul Abedin, Fahmida-E-Moula (2017). Modeling credit approval data with neural networks: An experimental investigation and optimization. Journal Of Business Economics And Management, Vol. 180, No. 20.DOI
Guotai Chi, Xiu-yan Sun, Dean Yang (2017). The Empirical Analysis of Scale Economies on Commercial Banks of China.
Shanli Yu, Guotai Chi (2017). Weight Optimization Model based on the Maximum Discriminating Power of Credit Evaluation Result. ICBIM 2017.DOI
Hongxia Li, Guotai Chi (2017). Assets and Liabilities Portfolio Optimal Model based on ES Controlled Interest Rate Risk. ICBIM 2017.DOI
B. Meng, Guotai Chi, Lingling Gong (2015). Credit Evaluation of Small Enterprises Based on Indicators' Diversification Maximized Combination Weighting Model.DOI
Chong Duan, Guotai Chi (2015). EVALUATION STUDY OF GREEN INDUSTRY BASED ON AN INTEGRATED WEIGHT ASSIGNED MODEL.
B. Meng, Guotai Chi (2015). New Combined Weighting Model Based on Maximizing the Difference in Evaluation Results and Its Application.DOI
Wei-Ping Li, Guotai Chi, Lan Wu (2015). Empirical Study on Saving and Investment Relation in China: 1952¡ª2011.
Lingling Gong, Guotai Chi, Baofeng Shi, Weiqing Yao (2015). Empirical Study on Indicators Selection Model Based on significant Discrimination and R Clustering Analysis.DOI
Hong-Hai Chen, Guotai Chi (2015). URBAN GREEN DEVELOPMENT EVALUATION INDICATOR SYSTEM MODEL BASED ON CLUSTERING-ROUGH SET AND APPLICATION.
Guotai Chi (2015). Research on Loan Pricing Model Based on the Interval DEA.
Lingling Gong, Guotai Chi, Yong-Qiang Du (2014). STUDY ON NON-STRUCTURAL DECISION FUZZY SET THEORY BASED OPTIMAL COMBINATION WEIGHTING MODEL FOR SMALL ENTERPRISE CREDIT EVALUATION.
Baofeng Shi, Guotai Chi (2014). A Model for Recognizing Key Factors and Applications Thereof to Engineering.DOI
Guotai Chi, Zhan-Jiang Li (2014). FORECAST MODEL OF STOCK INDEX FUTURES PRICES BASED ON SMALL SAMPLE.
Zhan-Jiang Li, Guotai Chi (2013). Rating model of credit risk of commercial bank based on differential weighting and optimum partition. 2013 6th International Conference on Information Management, Innovation Management and Industrial Engineering.DOI
Baofeng Shi, Guotai Chi (2013). A Credit Risk Evaluation Index Screening Model of Petty Loans for Small Private Business and Its Application -- The Case of Chinese Small Private Business Data.DOI
Zhan-Jiang Li, Guotai Chi, Zhan-Dong Xu (2013). Measurement Model of Project Risks of Commercial Banks Based on Combination Weighting.DOI
Guotai Chi (2013). Credit spread calculation model for banks based on term structure premium.
Guotai Chi (2013). Establishment of Green Industry Evaluation Indicators System Based on Cluster and Grey Relational Analysis.
Guotai Chi, N. Yang (2013). Information Use in the Chinese Loan Market.DOI
Zhan-Jiang Li, Guotai Chi (2013). Factors study of credit risks of farmer loans based on projection pursuit. Proceedings of 2013 IEEE International Conference on Service Operations and Logistics, and Informatics.DOI
Yong-Qiang Du, Guotai Chi (2013). The Establishment of Green Industry Evaluation Index System Based on Dynamic Clustering - an Empirical Study from Dalian in China. Journal of Software.DOI
Yanqiu Cheng, Guotai Chi (2013). Research on Loan Pricing Model Based on the Interval Efficiency.
Yong Cao, Li-Bing Zhou, Guotai Chi (2012). Default probability calculation model based on credit spread. Workshop on Autonomic Communication.
Guotai Chi (2012). Assets and Liabilities Optimization Model of the Risk Control Based on Nonlinear Interval Number.
Guotai Chi, Baofeng Shi (2012). Credit rating and LGD matching credit rating system and method based on.
Guotai Chi (2012). The ecosystem evaluation model based on improved group-Gl and the empirical study on provinces.
Guotai Chi (2012). Establishment of ecological evaluation indicators system based on correlation analysis-rough set theory. Journal of systems engineering.
Guotai Chi (2012). Bank assets and liabilities optimization model based on the immunities of the directional duration and directional convexity. Journal of systems engineering.
Zhan-Dong Xu, Guotai Chi (2011). Bank-enterprise project risk assessment model based on the information entropy method. International Conference on Artificial Intelligence, Management Science and Electronic Commerce.DOI
Li-Bing Zhou, Gang Li, Guotai Chi (2011). The Comprehensive Evaluation of the Human All-Round Development Based on G1- Standard Deviation and Empirical Study.DOI
Zhan-Dong Xu, Guotai Chi (2011). Bank-Enterprise Project Risk Evaluation Model Based on Risk Overlay. 2011 International Conference on Management and Service Science.DOI
Guotai Chi (2011). Loan pricing model based on the future DEA efficiency.
Yong Cao, Guotai Chi, Yanqiu Cheng (2011). Forecasting jump size of interest rate with ordered Probit model. International Conference on E-Business and E-Government.DOI
Guotai Chi (2011). The Ecosystem Evaluation Model Based on Kernel Principle Component Analysis and Its Applications. Zhongguo guanli kexue.
Guotai Chi, Yong Cao, Li-Bing Zhou (2011). Loan portfolio pricing model based on default correlation. International Conference on E-Business and E-Government.DOI
Fei Qi, Guotai Chi, Cong Sui (2011). The small sample credit risk rating and its empirical study. 2011 International Conference on Business Management and Electronic Information.DOI
Guotai Chi (2010). The Society Evaluation Model Based on Set-pair Analysis and Its Empirical Study on Vice-Provincial Cities. Yunchou yu guanli.
Guotai Chi (2010). Optimization Model of Asset-Liability Portfolio Based on Credit Risk Duration Immunization of Interest Rate Risk.
Guotai Chi (2010). Loan pricing model based on stochastic production function and application. Guanli kexue xuebao.
Guotai Chi (2010). The Empirical Analysis on the Endogenous Influence Factors of Chinese Commercial Bank Efficiencies. Forecasting.
Yong Cao, Guotai Chi, Jun-Zhang Dang (2010). Probability of Default Estimation Model for Listed Bank Based on Minimum Error. 2010 International Conference on Management and Service Science.DOI
Xiu-yan Sun, Bo-Yang Sun, Guotai Chi (2010). The Research on Distress Warning for Chinese Listed Commercial Banks: An Option-Based Approach. 2010 International Conference on Management and Service Science.DOI
Guotai Chi (2010). The Establishment of Human All-round Development Evaluation Indicator System Based on R-Cluster and Coefficient of Variation.
Guotai Chi (2010). Construction and Application of the Society Evaluation Model Based on TOPSIS and Grey Correlation Analysis. Gongcheng shuxue xuebao.
Haowen Wu, Guotai Chi (2009). Bank Assets and Liabilities Portfolio Optimization Model Based on the Dual-Gap Immunity of the Directional Duration and Directional Convexity. 2009 International Conference on Management and Service Science.DOI
Chao Yu, Guotai Chi, Zhong-Yuan Yang (2009). Optimal Model of Hedge Ratio based on Incremental and Existing Portfolio of the Maximum Return Probability.DOI
Gang Li, Guotai Chi (2009). A New Determining Objective Weights Method-Gini Coefficient Weight. 2009 First International Conference on Information Science and Engineering.DOI
Guotai Chi, Feng Chi, Guang-Jun Zhao (2009). Optimization Model of Incremental Loan Portfolio based on Risks Overlap of Incremental and Existing Portfolio.DOI
Guotai Chi (2009). The Comprehensive Evaluation of All-Round Human Development Based on Level Difference Maximization. Zhongguo ruankexue.
Guotai Chi (2009). Optimization model of incremental loan portfolio based on risks accumulation between new and old portfolio.
Guotai Chi (2009). Optimization Model of Asset-Liability Portfolio Based on Non-parallel Shift Interest Rate Risk Control.
Guotai Chi (2009). Optimal Model of Loans Portfolio Based on CVaR Risk Measurement and VaR Control.
Guotai Chi (2009). Technical efficiencies and their relationship in commercial banks in China. Ha'erbin gongye daxue xuebao.
Yun-Jiang Geng, Guotai Chi, Li Chang (2009). The Combination Weighting Evaluation Model and Empirical Study on Petrochemical Enterprises Performance. 2009 International Conference on Computational Intelligence and Software Engineering.DOI
Xiu-feng Sun, Kai Ren, Guotai Chi (2009). The empirical research on early warning of China's commercial banks failure based on matter-analysis with portfolio weighting. International Conference on Management Science and Engineering.DOI
Guotai Chi, Zhong-Yuan Yang (2009). Evaluation Model of Scientific Development based on Circulating Revision.DOI
Li-Bing Zhou, Gang Li, Guotai Chi (2009). The Evaluation Model of Chinese Human All-Round Development Based on Gini Coefficient-TOPSIS and Empirical Study. 2009 International Conference on Computational Intelligence and Software Engineering.DOI
Guotai Chi (2009). Analysis of Internet Banking Credit Risk. Dalian Ligong Daxue xuebao.
Guotai Chi (2009). Optimization Model of Loan's Portfolio Utility Maximization Based on the Yield of VaR. Journal of systems management.
Cong Sui, Guotai Chi (2009). Loan Pricing Model of Commercial Bank Based on DEA. International Conference on Electronic Commerce and Business Intelligence.DOI
Da-Wen Yan, Guotai Chi, Haowen Wu (2009). Assets and Liabilities Management Optimal Model Based on VaR Controlled Prepared Duration Gap. International Joint Conference on Computational Sciences and Optimization.DOI
Guotai Chi (2009). A model of dynamic fiducial margin for single futures based on VaR-WKDE.
Guotai Chi, Zhong-Yuan Yang (2009). Optimal Model of Strip-and-Roll Hedge based on the Min-Variance.DOI
Xiu-yan Sun, Guotai Chi (2009). The Empirical Analysis on Improvement Measure of Chinese Commercial Banks Efficiencies. 2009 International Conference on Management and Service Science.DOI
Yun-Jiang Geng, Guotai Chi (2009). Empirical Study on Chinese Social Development during Year 2001 to 2007 - Study Based on G1- TOPSIS Combination Weighting Evaluation. 2009 International Conference on Information Management, Innovation Management and Industrial Engineering.DOI
Yanqiu Cheng, Guotai Chi, Gang Li (2009). Ecosystem Evaluation Model Based on Interval Number G1 Weights and Its Empirical Study. 2009 International Conference on Computational Intelligence and Software Engineering.DOI
Cong Sui, Guotai Chi, Zhong-Yuan Yang (2009). The Study on Hedging Model Based on Risk Tolerance of Hedgers. Business Intelligence and Financial Engineering.DOI
Guang-Jun Zhao, Guotai Chi (2008). Futures Hedge Ratio Estimating Model Based on Kernel Estimator and EWMA Approach. International Conference on Wireless Communications, Networking and Mobile Computing.DOI
Guotai Chi, Wan-Wu Yang, Yu-Gang Wang (2008). Multi-futures Hedging Decision Model Based on Capital Constrain.DOI
Guang-Jun Zhao, Guotai Chi, Zhong-Yuan Yang (2008). A new futures optimal hedge ratio model.
Guotai Chi, Lupu Dan (2008). A Loan Portfolio Term Structure Optimization Model on base of Copula.
Guotai Chi (2008). Decision-making Model for Individual Incremental Loan in Total Loan Portfolio Optimization based on Credit Risk Transfer.
Zhong-Yuan Yang, Guotai Chi (2008). The Optimization Hedging Model Based on the Absolute Value-Deviation. International Conference on Wireless Communications, Networking and Mobile Computing.DOI
Guotai Chi (2008). Optimization Model of Banks' Assets Based on the Portfolio Value Maximization of Put Option.
Guotai Chi (2008). A Evaluation of Listed Companies Growth and Its Empirical Study.
Guotai Chi (2008). Dynamic Hedging Strategy and Its Empirical Study Based on DC-MSV Model. Journal of systems management.
Guotai Chi (2008). Research on futures optimal hedging model based on VaR and its application.
Guotai Chi (2007). The Efficiency Evaluation of China Commercial Bank Based on City Difference Coefficient.
Guotai Chi (2007). Empirical study on tourism environmental carrying capacity of Dalian city.
Guotai Chi (2007). Empirical study of listed company's growth phase and cash dividend. Dalian Ligong Daxue xuebao.
Guotai Chi, He Dong, Xiu-yan Sun (2007). Decision-making Model of Bank's Assets Portfolio based on Multi-period Dynamic Optimization.DOI
Guotai Chi, Feng Chi (2007). Optimization Model of Asset-Liability Portfolio Considering Duration Perfect Matching. IEEE International Conference on Control and Automation.DOI
Wan-Wu Yang, Guotai Chi (2007). Optimal Single Futures Hedging Model Based on Capital Constrain.