This study is based on the perspective of behavioral finance and systematically explores the impact mechanism of investor sentiment on financial credit through quantile regression models. The research background focuses on the practical needs of sustained growth in credit scale and structural optimization in the context of global financial market development, as well as the theoretical limitations of traditional finance in explaining market anomalies such as investor sentiment driven credit fluctuations; At the methodological level, principal component analysis was used to construct a composite indicator that includes direct (such as consumer confidence index) and indirect (such as closed-end fund discount rate and trading volume) emotional variables. Combined with macroeconomic control variables, a quantile regression model was used to characterize the heterogeneous impact characteristics of emotions on credit size, term structure (short-term/medium - to long-term loan ratio), and allocation structure (individual/institutional loan ratio) at different quantiles; Research has found that investor sentiment has a significant positive effect on credit scale (credit scale expands when sentiment is high), showing a dynamic feature of high sentiment driving up the proportion of medium - and long-term loans in credit term structure, and low sentiment increasing the proportion of short-term loans. On credit allocation structure, sentiment has a positive impact on personal loans and a negative impact on institutional loans, and quantile regression models have better explanatory power than traditional linear regression and VAR models because they can handle non normal distribution data and capture dynamic differences between variables; The research conclusion emphasizes that investor sentiment is a key link between direct and indirect financial markets, and quantile regression provides a new perspective on risk return balance for credit management. Future research can combine machine learning to optimize sentiment indicators and deepen the integration and application of quantile regression with other models.

Jiahe Sun. Quantile Regression Study on the Impact of Investor Sentiment on Financial Credit from the Perspective of Behavioral Finance. Machine Learning Theory and Practice (2025), Vol. 5, Issue 1: 99-107. https://doi.org/10.38007/ML.2025.050110.

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