Zobrazeno 1 - 10
of 145
pro vyhledávání: '"Mues, Christophe"'
Apart from assessing individual asset performance, investors in financial markets also need to consider how a set of firms performs collectively as a portfolio. Whereas traditional Markowitz-based mean-variance portfolios are widespread, network-base
Externí odkaz:
http://arxiv.org/abs/2407.15532
Credit scoring has been catalogued by the European Commission and the Executive Office of the US President as a high-risk classification task, a key concern being the potential harms of making loan approval decisions based on models that would be bia
Externí odkaz:
http://arxiv.org/abs/2402.01811
Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may result in default risk propagating over a network. In this paper, we
Externí odkaz:
http://arxiv.org/abs/2402.00299
Publikováno v:
ISPRS Journal of Photogrammetry and Remote Sensing, 187, 378-392 (2022)
LiDAR (short for "Light Detection And Ranging" or "Laser Imaging, Detection, And Ranging") technology can be used to provide detailed three-dimensional elevation maps of urban and rural landscapes. To date, airborne LiDAR imaging has been predominant
Externí odkaz:
http://arxiv.org/abs/2112.01421
Publikováno v:
European Journal of Operational Research, 308, 306-320 (2023)
In this paper, we study mid-cap companies, i.e. publicly traded companies with less than US $10 billion in market capitalisation. Using a large dataset of US mid-cap companies observed over 30 years, we look to predict the default probability term st
Externí odkaz:
http://arxiv.org/abs/2111.09902
Publikováno v:
In European Journal of Operational Research 1 March 2025 321(2):586-599
Publikováno v:
European Journal of Operational Research 295 (2): 758-771 (2021)
Compared to consumer lending, Micro, Small and Medium Enterprise (mSME) credit risk modelling is particularly challenging, as, often, the same sources of information are not available. Therefore, it is standard policy for a loan officer to provide a
Externí odkaz:
http://arxiv.org/abs/2003.08964
Publikováno v:
In European Journal of Operational Research 16 November 2023 311(1):387-399
Publikováno v:
In European Journal of Operational Research 1 July 2023 308(1):306-320
Publikováno v:
In International Journal of Forecasting January-March 2023 39(1):503-518