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Uncertainty in historical value-at-risk : an alternative quantile-based risk measure

Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Mathematical and statistical methods for actuarial …, (pp. 119-128). 2017

Persistent link: https://www.econbiz.de/10012098775

Artificial intelligence, data, ethics : an holistic approach for risks and regulation

Bogroff, Alexis; Guégan, Dominique - 2019

Persistent link: https://www.econbiz.de/10012107748

Turning point chronology for the euro area : a distance plot approach

Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: Journal of business cycle measurement and analysis : a … (2014) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10011922977

Measuring risks in the tail: the extreme VaR and its confidence interval

Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Risk and decision analysis 6 (2017) 3, pp. 213-224

Persistent link: https://www.econbiz.de/10011925077

Credit risk analysis using machine and deep learning models

Addo, Peter Martey; Guégan, Dominique; Hassani, Bertrand - In: Risks : open access journal 6 (2018) 2, pp. 1-20

Due to the advanced technology associated with Big Data, data availability and computing power, most banks or lending institutions are renewing their business models. Credit risk predictions, monitoring, model reliability and effective loan processing are key to decision-making and transparency....

Persistent link: https://www.econbiz.de/10011866377