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Nonlinear dynamics and recurrence plots for detecting financial crisis

Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: The North American journal of economics and finance : a … 26 (2013), pp. 416-435

Persistent link: https://www.econbiz.de/10010367574

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

Portfolio symmetry and momentum

Billio, Monica; Calés, Ludovic; Guégan, Dominique - 2009

Persistent link: https://www.econbiz.de/10003913090

Evaluation of regime switching models for real-time business cycle analysis of the euro area

Billio, Monica; Ferrara, Laurent; Guégan, Dominique; … - In: Journal of forecasting 32 (2013) 7, pp. 577-586

Persistent link: https://www.econbiz.de/10010202176

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