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Deputy Director of the Credit Risk Analysis Division
Min Qi is the Deputy Director of the Credit Risk Analysis Division of the Office of the Comptroller of the Currency (OCC).
"Loss Given Default of High Loan-to-Value Residential Mortgages," (with Xiaolong Yang), Journal of Banking and Finance, 33(5), 2009, p. 788-799.
"Distribution of extreme changes in Asian currencies: Tail index estimates and value at risk calculations," (with Raj Aggarwal), Applied Financial Economics, 19(13), 2009, p. 1083-1102.
"Trend time series modeling and forecasting with neural networks," (with G. Peter Zhang), IEEE Transactions on Neural Networks, 19(5), 2008, p. 808-816.
"Market Breadth, Trin Statistic, and Market Returns," (with Xinlei Zhao), Journal of Investing, 17(1), 2008, p. 65-73.
"Unrealistic Optimism in Consumer Credit Card Adoption," (with Sha Yang and Livia Markoczy), Journal of Economic Psychology, 28(2), April, 2007, p. 170-185.
"Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market," (with Yangru Wu), Journal of Money, Credit and Banking, 38(8), December, 2006, p. 2135-2158.
"Neural Network Forecasting for Seasonal and Trend Time Series," (with G. Peter Zhang), European Journal of Operational Research, 160(2), January, 2005, p. 501-514.
"The Impact of Time Duration between Trades on the Price of Treasury Futures Contracts," (with Mark E. Holder and Amit K. Sinha), Journal of Futures Markets, 24(10), October, 2004, p. 965-980.
"Nonlinear Prediction of Exchange Rates with Monetary Fundamentals," (with Yangru Wu), Journal of Empirical Finance, 10(5), 2003, p. 623-640.
"Do International Banks' Assessments of Country Risk Follow a Random Walk? An Empirical Investigation of the Middle East," (with Ilan Alon), Journal of International Business Research, 2(2), 2003, p. 125-141.
"Forecasting Consumer Credit Card Adoption: What Can We Learn about the Utility Function?" (with Sha Yang), International Journal of Forecasting, 19(1), 2003, p. 71-85.
"Predicting U.S. Recessions with Leading Indicators via Neural Network Models,"International Journal of Forecasting (Special Issue on "Reassessing Modern Business Cycles"), 17(3), 2001, p. 383-401.
"Pricing and Hedging Derivative Securities with Neural Networks: Bayesian Regularization, Early Stopping and Bagging," (with Ramazan Gencay), IEEE Transactions on Neural Networks (Special Issue on "Neural Networks in Financial Engineering"), 12(4), 2001, p. 726-734.
"An Investigation of Model Selection Criteria for Neural Network Time Series Forecasting," (with G. Peter Zhang), European Journal of Operational Research, 132(3), 2001, p. 666-680.
"Forecasting Aggregate Retail Sales: A Comparison of Artificial Neural Networks and Traditional Methods," (with Ilan Alon and Robert J. Sadowski), Journal of Retailing and Consumer Services, 8(3), 2001, p. 147-156.
"Nonlinear Predictability of Stock Returns Using Financial and Economic Variables," Journal of Business & Economic Statistics, 17(4), 1999, p. 419-429.
"Economic Factors and the Stock Market: A New Perspective," (with G.S. Maddala), Journal of Forecasting, 18(3), 1999, p. 151-166.
______, reprinted in Financial Forecasting, edited by Roy Batchelor and Pami Dua, in The International Library of Critical Writings in Financial Economics series, edited by Richard Roll, Edward Elgar, 2003.
"Financial Applications of Artificial Neural Networks," in: G.S. Maddala and C.R. Rao, eds., Handbook of Statistics, Vol. 14: Statistical Methods in Finance, North-Holland Elsevier Science Publishers, 1996, p. 529-552.