Wangzhen Xia

Contact

Arcisstrasse 21
80333 Munich
Room: 3513
E-Mail: wangzhen.xia@tum.de

 

Research Interests

• Financial intermediation
• Securitization
• Machine learning
• Textual analysis

 

Working Papers

• Cehajic, A., Kaserer, C., & Xia, W. (2025) Evaluating the effectiveness of EU securitization regulation on the performance of the SME securitization market
• Medina-Olivare, V., Xia, W., Lessmann, S., & Klein, K. (2026) Semi-structured multi-state delinquency model for mortgage default [Preprint] arXiv. https://doi.org/10.48550/arXiv.2603.26309

 

Work in Progress

• Understanding the EU securitization market with machine learning algorithms (working title) with Victor Medina-Olivare (focuses: textual analysis, prediction with machine learning algorithms)

 

Office Hours

• By appointment