Zilong Liu

University of Illinois Urbana-Champaign

Dr. Zilong Liu, a Clinical Assistant Professor at the Gies College of Business, University of Illinois Urbana-Champaign, expertly blends over eight years of industry experience in quantitative risk management into his teaching and research. Having contributed significantly at institutions like Discover Financial Services and KeyBank, Dr. Liu specializes in credit risk management and fair lending within fintech and financial services. His research focuses on utilizing artificial intelligence to enhance financial decision-making and ensure equitable opportunities, particularly through developing advanced machine learning models for credit risk prediction and loss forecasting.

Articles by Zilong Liu

Original research

Machine learning prediction of loss given default in government-sponsored enterprise residential mortgages

The authors apply machine learning techniques to Loss Given Default estimation, identifying key variables in LGD prediction and evaluating the performance of various models.

19 Sep 2024

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