Biblio

Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effectsJournal articleElena Dumitrescu, Sullivan Hué, Christophe Hurlin et Sessi Tokpavi, European Journal of Operational Research, Volume 297, Issue 3, pp. 1178-1192, 2022

Risk Measure InferenceJournal articleChristophe Hurlin, Sébastien Laurent, Rogier Quaedvlieg et Stephan Smeekes, Journal of Business & Economic Statistics, Volume 35, Issue 4, pp. 499-512, 2017

Do We Need High Frequency Data to Forecast Variances?Journal articleDenisa Banulescu-Radu, Christophe Hurlin, Bertrand Candelon et Sébastien Laurent, Annals of Economics and Statistics, Issue 123/124, pp. 135-174, 2016