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Modeling loss given default regressions

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Financial applications of artificial neural networks

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Economic factors and the stock market : a new perspective

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Dynamic Debt Structure, Market Value of Firm, and Recovery Rate

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This paper examines the determinants of the outcomes of the default recovery process. We find that a new variable that incorporates not only the percentage of debt more senior to the debt instrument, but also debt at the same rank, is the most important factor driving the recovery rate. It is...

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Hybrid metaheuristic solutions to inventory location routing problem

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Distributionally robust conditional quantile prediction with fixed design

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Robust service network design under demand uncertainty

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A hybrid algorithm for large-scale service network design considering a heterogeneous fleet

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