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Credit risk analysis using machine and deep learning models
Addo, Peter Martey
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Guégan, Dominique
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Hassani, Bertrand
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2018
Persistent link: https://www.econbiz.de/10011869013
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Portfolio symmetry and momentum
Billio, Monica
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Calés, Ludovic
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Guégan, Dominique
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2009
Persistent link: https://www.econbiz.de/10003913090
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A note on the interpretability of machine learning algorithms
Guégan, Dominique
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2020
Persistent link: https://www.econbiz.de/10012498600
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The Spectral Stress VaR (SSVaR)
Guégan, Dominique
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Hassani, Bertrand
;
Li, Kehan
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2015
Persistent link: https://www.econbiz.de/10011635436
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Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
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Hassani, Bertrand
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2015
Persistent link: https://www.econbiz.de/10011635443
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