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: 6
   Journals where Andres Alonso has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 4 (13.79 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal1095
   Updated: 2024-04-18    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:

Gonzalez, Clara (2)

Yoshizaki, Yasunori (2)

Gimeno, Ricardo (2)

Lozano-Vivas, Ana (1)

Liberati, Caterina (1)

PARLAPIANO, FABIO (1)

giannozzi, alessandro (1)

Cascarino, Giuseppe (1)

Altman, Edward (1)

Duran, Miguel (1)

Srhoj, Stjepan (1)

Cites to:

Albanesi, Stefania (16)

Lo, Andrew (5)

Saurina, Jesús (4)

Jimenez, Gabriel (4)

Bover, Olympia (4)

PARLAPIANO, FABIO (3)

Huang, Yiping (3)

QIU, HAN (3)

Giudici, Paolo (2)

Goldsmith-Pinkham, Paul (2)

Gambacorta, Leonardo (2)

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
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
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

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	9
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	2