Citation profile for Andres Alonso

Andres Alonso : Citation Profile

Banco de España

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2019 - 2023). See details.
   Cites by year: 7
   Journals where Andres Alonso has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 4 (12.5 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal1095
   Updated: 2024-11-08    RAS profile: 2024-03-08
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Andres Alonso.

Is cited by:

Gimeno, Ricardo (2)

Yoshizaki, Yasunori (2)

Nizam, Kehkashan (2)

Gonzalez, Clara (2)

giannozzi, alessandro (1)

Srhoj, Stjepan (1)

PARLAPIANO, FABIO (1)

Lozano-Vivas, Ana (1)

Cascarino, Giuseppe (1)

Altman, Edward (1)

Crosato, Lisa (1)

Cites to:

Albanesi, Stefania (16)

Lo, Andrew (5)

Auer, Raphael (5)

Saurina, Jesús (4)

Frost, Jon (4)

Jimenez, Gabriel (4)

Bover, Olympia (4)

QIU, HAN (3)

PARLAPIANO, FABIO (3)

Huang, Yiping (3)

Gambacorta, Leonardo (3)

Main data

Where Andres Alonso has published?

Working Papers Series with more than one paper published	# docs
Working Papers / Banco de Espa�a	3
Occasional Papers / Banco de Espa�a	2

Recent works citing Andres Alonso (2024 and 2023)

Year	Title of citing document
2023	A Novel Credit Model Risk Measure: does more data lead to lower model risk in credit scoring models?. (2023). , Toni ; Schiozer, Rafael ; de Genaro, Alan ; Yoshida, Valter T. In: Working Papers Series. RePEc:bcb:wpaper:582. Full description at Econpapers \|\| Download paper
2024	Improving survey information on household debt using granular credit databases. (2024). Moscatelli, Mirko ; di Salvatore, Antonietta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_839_24. Full description at Econpapers \|\| Download paper
2023	Application of Machine Learning to a Credit Rating Classification Model: Techniques for Improving the Explainability of Machine Learning. (2023). Yoshizaki, Yasunori ; Miura, Kakeru ; Hashimoto, Ryuichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e06. Full description at Econpapers \|\| Download paper
2023	A two-stage credit scoring model based on random forest: Evidence from Chinese small firms. (2023). Ballester, Laura ; Shen, Long ; Zhou, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002715. Full description at Econpapers \|\| Download paper
2023	Knowledge mapping of model risk in banking. (2023). Torluccio, Giuseppe ; Rimo, Giuseppe ; Cosma, Simona. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003162. Full description at Econpapers \|\| Download paper
2023	Business model contributions to bank profit performance: A machine learning approach. (2023). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002562. Full description at Econpapers \|\| Download paper
2023	Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach. (2023). Fernandez-Aguado, Pilar Gomez ; Urea, Antonio Partal ; Gonzalez, Marta Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000338. Full description at Econpapers \|\| Download paper
2024	Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x. Full description at Econpapers \|\| Download paper
2023	Fintech Data Infrastructure for ESG Disclosure Compliance. (2023). Tierney, Peter ; Duran, Randall E. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:378-:d:1220834. Full description at Econpapers \|\| Download paper
2024	. Full description at Econpapers \|\| Download paper

Works by Andres Alonso:

Year	Title	Type	Cited
2019	Innovación financiera para una economía sostenible In: Occasional Papers. [Full Text][Citation analysis]	paper	1
2019	Financial innovation for a sustainable economy In: Occasional Papers. [Full Text][Citation analysis]	paper	7
2020	Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost In: Working Papers. [Full Text][Citation analysis]	paper	11
2021	Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation In: Working Papers. [Full Text][Citation analysis]	paper	3
2022	Accuracy of explanations of machine learning models for credit decisions In: Working Papers. [Full Text][Citation analysis]	paper	0
2022	Can machine learning models save capital for banks? Evidence from a Spanish credit portfolio In: International Review of Financial Analysis. [Full Text][Citation analysis]	article	3
2023	Analysis of CBDC narrative by central banks using large language models In: Finance Research Letters. [Full Text][Citation analysis]	article	0
2022	Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction In: Financial Innovation. [Full Text][Citation analysis]	article	3