题　目：Predictive analysis using heterogeneous textual data: A prompt-based approach

嘉　宾：董轶哲 教授 爱丁堡大学

主持人：张大可 助理教授 上海交通大学安泰经济与管理学院

时　间：2026年1月8日（周四）10:00-11:30

地　点：上海交通大学 徐汇校区安泰浩然楼306

内容简介:

This study explores the potential of leveraging diverse textual information to assess mSEs’ creditworthiness. To effectively integrate and interpret  heterogeneous narratives, we propose a prompt-based approach that captures the multifaceted nature of borrowers’ risk embedded in textual data. Using a unique dataset of agricultural mSE loans, we evaluate the proposed method under two configurations: off-the-shelf and fine-tuned prompting. Empirical results show that our approach significantly improves predictive performance, with loan officers’ assessments providing particularly valuable insights. Moreover, our method consistently outperforms established natural language processing benchmarks and demonstrates significant performance gains attributable to each component of the model architecture. We also evaluate the financial impact of incorporating diverse textual features and find that our method delivers significant business value. This study highlights the promise of our proposed method in financial decision-making and its broader applicability to interdisciplinary decision analytics.

演讲人简介：

董轶哲，任职于爱丁堡大学（University of Edinburgh）商学院。担任银行与风险分析教授 (Chair in Banking and Business Analytics)，管理科学与商业经济系系主任， 博士生导师, 爱丁堡信用研究中心 (Credit Research Centre, Edinburgh）研究员。主要研究领域包括公司金融，人工智能和机器学习在风险预测与金融投资中的应用，金融机构经营与风险管理。先后在European Journal of Operational Research, Journal of Corporate Finance, Nature Food, Journal Banking and Finance, British Journal of Management, British Accounting Review, Journal of Accounting and Public Policy, Journal of Financial Stability, European Journal of Finance, Abacus, International Journal of Forecasting, Journal of International Financial Markets, Institutions and Money, Information Systems Frontiers, Annals of Operations Research等国际著名学术期刊上发表50多篇学术论文。曾担任全欧/全英中国经济学会（CEA UK/EU）会长。现任 Journal of Chinese Economic and Business Studies 主编, European Journal of Finance, British Accounting Review and Eurasian Economic Review 副主编.

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