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Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
14
Impact Factor (IF)
0.78
5 Years IF
0.66
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2013 0 0.56 0.08 0 13 13 39 1 1 0 0 0 1 0.08 0.24
2014 0.46 0.55 0.28 0.46 26 39 143 11 12 13 6 13 6 5 45.5 5 0.19 0.23
2015 0.72 0.55 0.41 0.72 31 70 57 29 41 39 28 39 28 3 10.3 0 0.23
2016 0.53 0.53 0.36 0.47 52 122 142 44 85 57 30 70 33 3 6.8 7 0.13 0.21
2017 0.25 0.55 0.3 0.3 64 186 152 54 140 83 21 122 37 17 31.5 16 0.25 0.21
2018 0.41 0.57 0.38 0.45 146 332 348 125 265 116 48 186 84 49 39.2 21 0.14 0.24
2019 0.49 0.6 0.49 0.47 125 457 325 221 487 210 103 319 149 49 22.2 39 0.31 0.24
2020 0.65 0.73 0.55 0.57 144 601 185 329 816 271 177 418 238 72 21.9 34 0.24 0.34
2021 0.78 1.02 0.63 0.66 226 827 185 525 1341 269 209 531 353 108 20.6 75 0.33 0.39
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12014An Academic Response to Basel 3.5. (2014). Puccetti, Giovanni ; Wang, Ruodu ; Embrechts, Paul ; Ruschendorf, Ludger ; Beleraj, Antonela . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505.

Full description at Econpapers || Download paper

68
22018Credit Risk Analysis Using Machine and Deep Learning Models. (2018). Hassani, Bertrand ; Guegan, Dominique ; Addo, Peter Martey. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:38-:d:141267.

Full description at Econpapers || Download paper

38
32019Pricing Options and Computing Implied Volatilities using Neural Networks. (2019). Oosterlee, Cornelis ; Bohte, Sander M ; Liu, Shuaiqiang. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:16-:d:204491.

Full description at Econpapers || Download paper

27
42020A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models. (2020). Teichmann, Josef ; Khosrawi, Wahid ; Cuchiero, Christa. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:101-:d:420515.

Full description at Econpapers || Download paper

27
52016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Lee, Gee ; Yang, LU. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467.

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22
62017Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105.

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22
72019Machine Learning in Banking Risk Management: A Literature Review. (2019). Maddulety, K ; Sharma, Suneel ; Leo, Martin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:29-:d:211265.

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19
82013Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. (2013). Zitikis, Riardas ; Vernic, Raluca ; Asimit, Alexandru V.. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978.

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18
920141980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Cauwels, Peter ; Sornette, Didier. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639.

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18
102019High Frequency Price Change Spillovers in Bitcoin Markets. (2019). Giudici, Paolo ; Pagnottoni, Paolo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:111-:d:282751.

Full description at Econpapers || Download paper

18
112019Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices. (2019). Sharma, Gagan ; Srivastava, Mrinalini ; Jain, Mansi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:15-:d:203150.

Full description at Econpapers || Download paper

17
122020Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Agosto, Arianna ; Cafferata, Alessia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546.

Full description at Econpapers || Download paper

17
132018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

Full description at Econpapers || Download paper

15
142018An Individual Claims History Simulation Machine. (2018). Wuthrich, Mario V ; Gabrielli, Andrea. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:29-:d:138840.

Full description at Econpapers || Download paper

15
152019Bankruptcy Risk, Its Financial Determinants and Reporting Delays: Do Managers Have Anything to Hide?. (2019). Maria-del-Mar Camacho-Miñano, ; Lukason, Oliver. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:77-:d:246370.

Full description at Econpapers || Download paper

14
162021COVID-19 Pandemic and Investor Herding in International Stock Markets. (2021). GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie ; Nel, Jacobus. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:168-:d:634456.

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14
172018A Simple Traffic Light Approach to Backtesting Expected Shortfall. (2018). Curran, Michael ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:2-:d:126009.

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14
182018A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies. (2018). Korn, Ralf ; Nikoli, Zoran ; Krah, Anne-Sophie. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:62-:d:151752.

Full description at Econpapers || Download paper

13
192018Stochastic Modeling of Wind Derivatives in Energy Markets. (2018). Lavagnini, Silvia ; di Persio, Luca ; Benth, Fred Espen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:56-:d:146703.

Full description at Econpapers || Download paper

13
202019Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193.

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13
212016Community Analysis of Global Financial Markets. (2016). Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P ; Vodenska, Irena ; Havlin, Shlomo ; Zhou, DI. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

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13
222014Catastrophe Insurance Modeled by Shot-Noise Processes. (2014). Schmidt, Thorsten. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:3-24:d:33264.

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13
232015The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:420-444:d:55870.

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11
242017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Suleman, Tahir ; Umar, Zaghum. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

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11
252016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Peters, Gareth W ; Ye, Wilson ; Gerlach, Richard H. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470.

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11
262019Application of Machine Learning to Mortality Modeling and Forecasting. (2019). Pizzorusso, Virginia ; Levantesi, Susanna. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:26-:d:209175.

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11
272016The Wasserstein Metric and Robustness in Risk Management. (2016). Zheng, Jinsong ; Stahl, Gerhard ; Rhlicke, Robin ; Kiesel, Rdiger . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:32-:d:77044.

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11
282020Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902.

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11
292018Cryptocurrencies and Exchange Rates: A Relationship and Causality Analysis. (2018). Corelli, Angelo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:111-:d:174110.

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11
302014A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Zhang, Yuchong. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:425-433:d:41048.

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10
312017Bounded Brownian Motion. (2017). Carr, Peter. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:61-:d:119375.

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10
322018CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274.

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10
332013A Risk Model with an Observer in a Markov Environment. (2013). Ivanovs, Jevgenijs ; Albrecher, Hansjorg. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:148-161:d:30342.

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10
342016A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Luo, Xiaolin ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:22-:d:73342.

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9
352019DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719.

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9
362019Determining Distribution for the Product of Random Variables by Using Copulas. (2019). Wong, Wing-Keung ; Ly, Sal ; Pho, Kim-Hung. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:23-:d:208857.

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9
372018RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

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9
382019Claim Watching and Individual Claims Reserving Using Classification and Regression Trees. (2019). Moriconi, Franco ; de Felice, Massimo . In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:102-:d:275926.

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9
392019An Innovative Framework for Risk Management in Construction Projects in Developing Countries: Evidence from Pakistan. (2019). Khalid, Muhammad Irslan ; Sajid, Muhammad ; Raheel, Syyed Adnan ; Waqar, Ahsan ; Nawaz, Ahsan. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:24-:d:208853.

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8
402016A Note on Realistic Dividends in Actuarial Surplus Models. (2016). Wong, Bernard ; Tu, Vincent ; Avanzi, Benjamin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:37-:d:80958.

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8
412017An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims. (2017). Wu, Xueyuan ; Fergusson, Kevin ; Calderin-Ojeda, Enrique. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:60-:d:117944.

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8
422019Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification. (2019). Jain, Shashi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:74-:d:245327.

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8
432019Liquidity Risk Drivers and Bank Business Models. (2019). Mazzu, Sebastiano ; Galletta, Simona. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:89-:d:260870.

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8
442019Individual Loss Reserving Using a Gradient Boosting-Based Approach. (2019). Pigeon, Mathieu ; Duval, Francis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:79-:d:247985.

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8
452019Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617.

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7
462019Loss Reserving Models: Granular and Machine Learning Forms. (2019). Taylor, Greg. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:82-:d:250013.

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7
472018Consistent Valuation Across Curves Using Pricing Kernels. (2018). Mahomed, Obeid ; Macrina, Andrea. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:18-:d:134969.

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7
482020General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592.

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7
492017State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing. (2017). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:30-:d:99880.

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7
502016Optimal Reinsurance with Heterogeneous Reference Probabilities. (2016). Boonen, Tim J. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:26-:d:73448.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models. (2020). Teichmann, Josef ; Khosrawi, Wahid ; Cuchiero, Christa. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:101-:d:420515.

Full description at Econpapers || Download paper

27
22019Pricing Options and Computing Implied Volatilities using Neural Networks. (2019). Oosterlee, Cornelis ; Bohte, Sander M ; Liu, Shuaiqiang. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:16-:d:204491.

Full description at Econpapers || Download paper

26
32018Credit Risk Analysis Using Machine and Deep Learning Models. (2018). Hassani, Bertrand ; Guegan, Dominique ; Addo, Peter Martey. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:38-:d:141267.

Full description at Econpapers || Download paper

26
42014An Academic Response to Basel 3.5. (2014). Puccetti, Giovanni ; Wang, Ruodu ; Embrechts, Paul ; Ruschendorf, Ludger ; Beleraj, Antonela . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505.

Full description at Econpapers || Download paper

22
52019Machine Learning in Banking Risk Management: A Literature Review. (2019). Maddulety, K ; Sharma, Suneel ; Leo, Martin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:29-:d:211265.

Full description at Econpapers || Download paper

18
62019High Frequency Price Change Spillovers in Bitcoin Markets. (2019). Giudici, Paolo ; Pagnottoni, Paolo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:111-:d:282751.

Full description at Econpapers || Download paper

18
72019Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices. (2019). Sharma, Gagan ; Srivastava, Mrinalini ; Jain, Mansi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:15-:d:203150.

Full description at Econpapers || Download paper

17
82020Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Agosto, Arianna ; Cafferata, Alessia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546.

Full description at Econpapers || Download paper

17
92021COVID-19 Pandemic and Investor Herding in International Stock Markets. (2021). GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie ; Nel, Jacobus. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:168-:d:634456.

Full description at Econpapers || Download paper

14
102017Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105.

Full description at Econpapers || Download paper

13
112019Bankruptcy Risk, Its Financial Determinants and Reporting Delays: Do Managers Have Anything to Hide?. (2019). Maria-del-Mar Camacho-Miñano, ; Lukason, Oliver. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:77-:d:246370.

Full description at Econpapers || Download paper

13
122019Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193.

Full description at Econpapers || Download paper

13
132018An Individual Claims History Simulation Machine. (2018). Wuthrich, Mario V ; Gabrielli, Andrea. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:29-:d:138840.

Full description at Econpapers || Download paper

13
142018Stochastic Modeling of Wind Derivatives in Energy Markets. (2018). Lavagnini, Silvia ; di Persio, Luca ; Benth, Fred Espen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:56-:d:146703.

Full description at Econpapers || Download paper

13
152016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Lee, Gee ; Yang, LU. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467.

Full description at Econpapers || Download paper

12
162019Application of Machine Learning to Mortality Modeling and Forecasting. (2019). Pizzorusso, Virginia ; Levantesi, Susanna. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:26-:d:209175.

Full description at Econpapers || Download paper

11
172020Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902.

Full description at Econpapers || Download paper

11
182018Cryptocurrencies and Exchange Rates: A Relationship and Causality Analysis. (2018). Corelli, Angelo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:111-:d:174110.

Full description at Econpapers || Download paper

10
192018A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies. (2018). Korn, Ralf ; Nikoli, Zoran ; Krah, Anne-Sophie. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:62-:d:151752.

Full description at Econpapers || Download paper

9
202018A Simple Traffic Light Approach to Backtesting Expected Shortfall. (2018). Curran, Michael ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:2-:d:126009.

Full description at Econpapers || Download paper

8
212017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Suleman, Tahir ; Umar, Zaghum. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

Full description at Econpapers || Download paper

8
222018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

Full description at Econpapers || Download paper

8
232019Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification. (2019). Jain, Shashi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:74-:d:245327.

Full description at Econpapers || Download paper

8
242019Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617.

Full description at Econpapers || Download paper

7
252019Individual Loss Reserving Using a Gradient Boosting-Based Approach. (2019). Pigeon, Mathieu ; Duval, Francis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:79-:d:247985.

Full description at Econpapers || Download paper

7
262019Claim Watching and Individual Claims Reserving Using Classification and Regression Trees. (2019). Moriconi, Franco ; de Felice, Massimo . In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:102-:d:275926.

Full description at Econpapers || Download paper

7
272018RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

Full description at Econpapers || Download paper

7
282019Conditional Variance Forecasts for Long-Term Stock Returns. (2019). Sperlich, Stefan ; Scholz, Michael ; Nielsen, Jens Perch ; Mammen, Enno. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:113-:d:283683.

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7
292020General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592.

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7
302018CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274.

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312016The Wasserstein Metric and Robustness in Risk Management. (2016). Zheng, Jinsong ; Stahl, Gerhard ; Rhlicke, Robin ; Kiesel, Rdiger . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:32-:d:77044.

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322019An Innovative Framework for Risk Management in Construction Projects in Developing Countries: Evidence from Pakistan. (2019). Khalid, Muhammad Irslan ; Sajid, Muhammad ; Raheel, Syyed Adnan ; Waqar, Ahsan ; Nawaz, Ahsan. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:24-:d:208853.

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332019DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719.

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342019Modelling Recovery Rates for Non-Performing Loans. (2019). Bellotti, Anthony ; Ye, Hui. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:19-:d:207676.

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352021Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak. (2021). Aysan, Ahmet ; Topuz, Humeyra ; Ul, Asad. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:74-:d:535495.

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362019Loss Reserving Models: Granular and Machine Learning Forms. (2019). Taylor, Greg. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:82-:d:250013.

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372017Bounded Brownian Motion. (2017). Carr, Peter. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:61-:d:119375.

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382020A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics. (2020). Szolgyenyi, Michaela ; Steinicke, Alexander ; Kremsner, Stefan. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:136-:d:459366.

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392019LIBOR Fallback and Quantitative Finance. (2019). Henrard, Marc. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:88-:d:257801.

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402019Determining Distribution for the Product of Random Variables by Using Copulas. (2019). Wong, Wing-Keung ; Ly, Sal ; Pho, Kim-Hung. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:23-:d:208857.

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412016A Note on Realistic Dividends in Actuarial Surplus Models. (2016). Wong, Bernard ; Tu, Vincent ; Avanzi, Benjamin. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:37-:d:80958.

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422019Asymptotically Normal Estimators of the Ruin Probability for Lévy Insurance Surplus from Discrete Samples. (2019). Zhang, Zhimin ; Shimizu, Yasutaka. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:37-:d:219722.

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432021Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Palmer, Edward ; Ayuso, Mercedes. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249.

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442016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Peters, Gareth W ; Ye, Wilson ; Gerlach, Richard H. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470.

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452018Risk of Bankruptcy, Its Determinants and Models. (2018). Mokrišová, Martina ; Horváthová, Jarmila ; Mokriova, Martina ; Horvathova, Jarmila. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:117-:d:174784.

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462019Smallholder Farmers’ Willingness to Pay for Agricultural Production Cost Insurance in Rural West Java, Indonesia: A Contingent Valuation Method (CVM) Approach. (2019). Usami, Koichi ; Mutaqin, Dadang Jainal. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:69-:d:241592.

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472018Multivariate Birnbaum-Saunders Distributions: Modelling and Applications. (2018). Marchant, Carolina ; Leiva, Victor ; Aykroyd, Robert G. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:21-:d:135306.

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482020EM Estimation for the Poisson-Inverse Gamma Regression Model with Varying Dispersion: An Application to Insurance Ratemaking. (2020). Tzougas, George. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:97-:d:412191.

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492019Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:48-:d:227464.

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502015Life Insurance Cash Flows with Policyholder Behavior. (2015). Moller, Thomas ; Buchardt, Kristian. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:290-317:d:53175.

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Citing documents used to compute impact factor: 209
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2021Deep Learning for Constrained Utility Maximisation. (2020). Zheng, Harry ; Davey, Ashley. In: Papers. RePEc:arx:papers:2008.11757.

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2021Learning a functional control for high-frequency finance. (2020). Lehalle, Charles-Albert ; Lauriere, Mathieu ; Leal, Laura. In: Papers. RePEc:arx:papers:2006.09611.

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2021A Comparison of Artificial Neural Networks and Bootstrap Aggregating Ensembles in a Modern Financial Derivative Pricing Framework. (2021). Venter, Pierre J ; du Plooy, Ryno. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:254-:d:570259.

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2021Challenges in approximating the Black and Scholes call formula with hyperbolic tangents. (2021). Orlando, Giuseppe ; Taglialatela, Giovanni ; Mininni, Michele. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00305-8.

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2021Option Pricing, Zero Lower Bound, and COVID-19. (2021). Petrella, Lea ; Morelli, Giacomo. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:167-:d:634045.

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2021Implied volatility estimation of bitcoin options and the stylized facts of option pricing. (2021). Gulzar, Saqib ; Zulfiqar, Noshaba. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00280-y.

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2021Neural Options Pricing. (2021). Delise, Timothy. In: Papers. RePEc:arx:papers:2105.13320.

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2021Dividend optimisation: A behaviouristic approach. (2021). Eisenberg, Julia ; Brinker, Leonie Violetta. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:202-224.

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2021Reverse mortgages through artificial intelligence: new opportunities for the actuaries. (2021). Sibillo, Marilena ; Tizzano, Roberto ; Piscopo, Gabriella ; Lorenzo, Emilia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00274-y.

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2021Forecasting recovery rates on non-performing loans with machine learning. (2021). Vrins, Frédéric ; Gambetti, Paolo ; Brigo, Damiano ; Bellotti, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:428-444.

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2021Fintech platforms: Lax or careful borrowers’ screening?. (2021). Gallo, Serena. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00272-y.

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2021Performance Management for Growth: A Framework Based on EVA. (2021). Tudose, Mihaela ; Rusu, Valentina ; Avasilcai, Silvia. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:102-:d:510429.

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2021Go/No-Go Decision Model for Owners Using Exhaustive CHAID and QUEST Decision Tree Algorithms. (2021). , Hamza ; Gunduz, Murat. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:815-:d:481109.

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2021Research for Risk Management of Construction Projects in Taiwan. (2021). Chen, Bey-Kun ; Lin, Chien-Liang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2034-:d:498954.

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2021Dynamics of Transit Oriented Development, Role of Greenhouse Gases and Urban Environment: A Study for Management and Policy. (2021). Albasher, Gadah ; Hameed, Javaria ; Basheer, Muhammad Aamir ; Iqbal, Shahid ; Nawaz, Ahsan ; Ali, Liaqat ; Bai, Yong ; Raheel, Syyed Adnan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2536-:d:506414.

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2021Developing a Risk Management Process for Infrastructure Projects Using IDEF0. (2021). Liu, Yu-Fan ; Chen, Chun-Hung ; Cho, I-Cheng ; Tserng, Hui-Ping. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6958-:d:578809.

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2021Comparison of uncertainty quantification techniques for national greenhouse gas inventories. (2021). Fortin, Mathieu. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:26:y:2021:i:2:d:10.1007_s11027-021-09947-4.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2021Analytical Water Shortage Probabilities and Distributions of Various Lead Times for a Water Supply Reservoir. (2021). Shiau, Jenq-Tzong. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:35:y:2021:i:11:d:10.1007_s11269-021-02921-4.

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2021Monte Carlo Simulation of the Moments of a Copula-Dependent Risk Process with Weibull Interwaiting Time. (2021). Mohd, Siti Norafidah ; Zamzuri, Zamira Hasanah ; Syed, Sharifah Farah. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:109-:d:568536.

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2021Capturing the nonlinear impact in distress state: Enhancing scenario design of stress test. (2021). Harun, Cicilia ; Taruna, Aditya Anta. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:265-288.

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2021A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention. (2021). Stolbov, Mikhail ; Karminsky, Alexander M ; Shchepeleva, Maria A. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00257-x.

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2021Spillovers among Energy Commodities and the Russian Stock Market. (2021). Lorusso, Marco ; Costola, Michele. In: MPRA Paper. RePEc:pra:mprapa:108990.

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2021Mortality data correction in the absence of monthly fertility records. (2021). Elfassihi, Amal ; Boumezoued, Alexandre. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:486-508.

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2021Local mortality estimates during the COVID-19 pandemic in Italy. (2021). Letta, Marco ; Cerqua, Augusto ; Miccoli, Sara ; di Stefano, Roberta. In: Journal of Population Economics. RePEc:spr:jopoec:v:34:y:2021:i:4:d:10.1007_s00148-021-00857-y.

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2021Predicting Mortality by Causes in the Republic of Bashkortostan Using the Lee–Carter Model. (2021). Timiryanova, V M ; Askarova, Z F ; Prudnikov, V B ; Lakman, I A. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:32:y:2021:i:5:d:10.1134_s1075700721050063.

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2021A Deep Learning Integrated Cairns-Blake-Dowd (CBD) Sytematic Mortality Risk Model. (2021). Ngare, Philip ; Weke, Patrick ; Odhiambo, Joab. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:259-:d:570932.

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2021Accuracies of Model Risks in Finance using Machine Learning. (2021). SADEFO, Jules ; Fadugba, Jeremiah ; Osei, Salomey ; Kamdem, Jules Sadefo ; Mpinda, Berthine Nyunga. In: Working Papers. RePEc:hal:wpaper:hal-03191437.

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2021Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models. (2021). Chlebus, Marcin ; Ogonowski, Dominik ; Kozak, Anna ; Gosiewska, Alicja ; Gajda, Janusz ; Biecek, Przemyslaw ; Wojewnik, Piotr ; Sztachelski, Jakub. In: Papers. RePEc:arx:papers:2104.06735.

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2021Where does the Stimulus go? Deep Generative Model for Commercial Banking Deposits. (2021). Zhan, NI. In: Papers. RePEc:arx:papers:2101.09230.

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2021Machine learning approach to drivers of bank lending: evidence from an emerging economy. (2021). Ozbugday, Fatih Cemil ; Özgür, Önder ; Karagol, Erdal Tanas. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00237-1.

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2021Mirror, mirror on the wall: Machine predictions and self-fulfilling prophecies. (2021). Bauer, Kevin ; Gill, Andrej. In: SAFE Working Paper Series. RePEc:zbw:safewp:313.

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2021Machine learning for reliability engineering and safety applications: Review of current status and future opportunities. (2021). Saleh, Joseph Homer ; Xu, Zhaoyi. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:211:y:2021:i:c:s0951832021000892.

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2021Prospects of Artificial Intelligence and Machine Learning Application in Banking Risk Management. (2021). Milojevi, Nenad ; Redzepagic, Srdjan. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:41-57.

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2021Machine Learning in Finance-Emerging Trends and Challenges. (2021). Dutta, Abhishek ; Sen, Rajdeep. In: Papers. RePEc:arx:papers:2110.11999.

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2021Model of Assessing the Overdue Debts in a Commercial Bank Using Neuro-Fuzzy Technologies. (2021). Baltov, Rosen Rosenov ; Boiko, Tetiana ; Zabuta, Nani ; Afanasieva, Olga ; Kovalenko, Dmytro. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:216-:d:551569.

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2021Know Your Clients’ Behaviours: A Cluster Analysis of Financial Transactions. (2021). Thompson, John ; Grace, Chuck ; Reesor, Mark R ; Feng, Longlong ; John , . In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:50-:d:486652.

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2021A New Model Averaging Approach in Predicting Credit Risk Default. (2021). Cucculelli, Marco ; Jha, Paritosh Navinchandra. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:114-:d:570809.

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2021Confronting Machine Learning With Financial Research. (2021). Kim, Jack ; el Harzli, Ouns ; Lommers, Kristof. In: Papers. RePEc:arx:papers:2103.00366.

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2021Machine Learning (ML) Technologies for Digital Credit Scoring in Rural Finance: A Literature Review. (2021). Mahdavi, Mehregan ; Sharma, Suneel ; Kumar, Anil. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:192-:d:669198.

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2021Machine Learning Applied to Banking Supervision a Literature Review. (2021). Castelli, Mauro ; Guerra, Pedro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:136-:d:596740.

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2021The Absence of Arbitrage on the Complete Black-Scholes-Merton Regime-Switching Lévy Market. (2021). Anna, Sulima. In: Econometrics. Advances in Applied Data Analysis. RePEc:vrs:eaiada:v:25:y:2021:i:3:p:72-84:n:1.

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2021Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (2021). Li, Shuanming ; Jin, Zhuo ; Liu, Guo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:508-524.

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2021Pricing longevity derivatives via Fourier transforms. (2021). Vidal, Joo Pedro ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:81-97.

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2021A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (2021). Russ, Jochen ; Freimann, Arne ; Borger, Matthias . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:309-326.

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2021Conditional Systemic Risk Measures. (2020). Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:2010.11515.

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2021Tail risk measurement in crypto-asset markets. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302477.

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2021Skewness-based market integration: A systemic risk measure across international equity markets. (2021). Li, Xupei ; Jian, Zhihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000077.

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2021CEO overconfidence, firm-specific factors, and systemic risk: evidence from China. (2021). Hassan, Hassan ; Chen, Yingying ; Wahab, Salman ; Yi, Xianrong ; Safi, Adnan. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00066-7.

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2021Haezendonck-Goovaerts capital allocation rules. (2021). Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Centrone, Francesca ; Canna, Gabriele. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:173-185.

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2021Using Model Performance to Assess the Representativeness of Data for Model Development and Calibration in Financial Institutions. (2021). Verster, Tanja ; Schutte, Willem Daniel ; Kruger, Chamay. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:204-:d:675912.

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2021Disclosure of Non-Current Tangible Assets Information in Private Sector Entities Financial Statements: The Case of Lithuania. (2021). TERESIENE, DEIMANTE ; Keliuotyte-Staniuleniene, Greta ; Kanapickiene, Rasa. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:78-:d:557013.

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2021Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine. (2021). Denuit, Michel ; Trufin, Julien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021015.

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2021A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data. (2021). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10059-5.

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2021The short?run impact of COVID?19 on the activity in the insurance industry in the Republic of North Macedonia. (2021). Stojkoski, Viktor ; Ivanovski, Igor ; Jolakoski, Petar. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:3:p:221-242.

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2021Risk Assessment for Personalized Health Insurance Based on Real-World Data. (2021). Kyriazakos, Sofoklis ; Cesario, Alfredo ; Kostopoulou, Konstantina ; Matikas, George ; Kanavos, Stathis ; Pnevmatikakis, Aristodemos. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:46-:d:508517.

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2021Beyond risk parity – A machine learning-based hierarchical risk parity approach on cryptocurrencies. (2021). Burggraf, Tobias. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461232030177x.

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2021Machine Learning and Financial Literacy: An Exploration of Factors Influencing Financial Knowledge in Italy. (2021). Zacchia, Giulia ; Levantesi, Susanna. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:120-:d:516369.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2021What Best Explains Reporting Delays? A SME Population Level Study of Different Factors. (2021). Maria-del-Mar Camacho-Miñano, ; Lukason, Oliver. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:4663-:d:541119.

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2021A Decision Support System for Corporate Tax Arrears Prediction. (2021). Lukason, Oliver ; Siimon, Ie Renata. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8363-:d:602207.

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2021Not All Late Filers Are the Same: Distinguishing between Differences in Filing Behaviour. (2021). Stas, Lara ; Ceustermans, Stefanie ; Selleslagh, Thomas. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10862-:d:646936.

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2021Failure Prediction in the Condition of Information Asymmetry: Tax Arrears as a Substitute When Financial Ratios Are Outdated. (2021). Valgenberg, Germo ; Lukason, Oliver. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:470-:d:650839.

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2021Audit Report Lag. Differential Analysis between Spanish SMEs and Non-SMEs. (2021). Mareque, Mercedes ; Escaloni, Susana. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12830-:d:683293.

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2021The Role of Information in Assessing the Risk of Conducting Bankruptcy Proceedings. (2021). Bauer, Kinga ; Baran, Micha. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:64-:d:528392.

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2021What Best Predicts Corporate Bank Loan Defaults? An Analysis of Three Different Variable Domains. (2021). Lukason, Oliver ; Kohv, Keijo. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:29-:d:486527.

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2021Does Working Capital Management Influence Operating and Market Risk of Firms?. (2021). Nazir, Marina ; Ray, Samrat ; Poulova, Petra ; Akbar, Minhas. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:201-:d:674309.

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2021Micro-level parametric duration-frequency-severity modeling for outstanding claim payments. (2021). Pigeon, Mathieu ; Yanez, Juan Sebastian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:106-119.

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2021Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:112-:d:569870.

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2021Infinitely stochastic micro reserving. (2021). Peta, Michal ; Okhrin, Ostap ; MacIak, Matu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:30-58.

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2021Joint generalized quantile and conditional tail expectation regression for insurance risk analysis. (2021). Pitarque, Albert ; Bermudez, Lluis ; Guillen, Montserrat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:1-8.

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2021Robust estimates of insurance misrepresentation through kernel quantile regression mixtures. (2021). Li, Hong ; Su, Jianxi ; Song, Qifan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:625-663.

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2021Stochastic Claims Reserving Methods with State Space Representations: A Review. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:198-:d:672160.

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2021Synthetic forwards and cost of funding in the equity derivative market. (2021). Baviera, Roberto ; Azzone, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s154461232031655x.

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2021Dynamic term structure models for SOFR futures. (2021). Skovmand, David. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1520-1544.

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2021Sustainable development and financial institutions: Do banks environmental policies influence customer deposits?. (2021). Vermiglio, Carlo ; Naciti, Valeria ; Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:643-656.

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2021Stochastic loss reserving with mixture density neural networks. (2021). Wong, Bernard ; Taylor, Greg ; Avanzi, Benjamin ; Al-Mudafer, Muhammed Taher. In: Papers. RePEc:arx:papers:2108.07924.

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2021SynthETIC: an individual insurance claim simulator with feature control. (2020). Wong, Bernard ; Wang, Melantha ; Taylor, Gregory Clive ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2008.05693.

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2021SynthETIC: An individual insurance claim simulator with feature control. (2021). Wong, Bernard ; Wang, Melantha ; Taylor, Greg ; Avanzi, Benjamin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:296-308.

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2021Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models. (2021). Zhang, Zhaoyong ; Tsui, Albert K ; Bin, Joseph Zhi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9820-:d:627245.

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2021Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra ; Reddy, Krishna ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y.

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2021Sovereign Default Forecasting in the Era of the COVID-19 Crisis. (2021). Kristof, Tamas. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:494-:d:657397.

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2021Merton Investment Problems in Finance and Insurance for the Hawkes-based Models. (2021). Swishchuk, Anatoliy. In: Papers. RePEc:arx:papers:2104.02694.

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2021General Compound Hawkes Processes for Mid-Price Prediction. (2021). Delise, Timothy ; Sjogren, Myles. In: Papers. RePEc:arx:papers:2110.07075.

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2021Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models. (2021). Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:108-:d:568047.

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2021Investor attention and bitcoin liquidity: Evidence from bitcoin tweets. (2021). Choi, Hyungeun. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231930902x.

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2021Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak. (2021). Aysan, Ahmet ; Topuz, Humeyra ; Ul, Asad. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:74-:d:535495.

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2021Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Flori, Andrea ; Pecora, Nicolo ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136.

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2021Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies. (2021). Kyriazis, Nikolaos A. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00356-5.

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2021On Prices of Privacy Coins and Bitcoin. (2021). Hilmola, Olli-Pekka. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:361-:d:609649.

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2021The Accuracy of Risk Measurement Models on Bitcoin Market during COVID-19 Pandemic. (2021). Pinmanee, Chakrin ; Wiwattanalamphong, Karawan ; Kronprasert, Nopadon ; Likitratcharoen, Danai. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:222-:d:695318.

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2021Strengthen the Security Management of Customer Information in the Virtual Banks of Hong Kong through Business Continuity Management to Maintain Its Business Sustainability. (2021). Yin, Chang ; Gao, Gefei ; Si, Pengfei ; Tse, Daniel ; Chen, Haosheng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10918-:d:647822.

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2021Adapting the Default Weighted Survival Analysis Modelling Approach to Model IFRS 9 LGD. (2021). Schutte, Willem D ; Raubenheimer, Helgard ; Verster, Tanja ; Joubert, Morne. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:103-:d:566769.

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2021Calendar effect and in-sample forecasting. (2021). Vogt, Michael ; Nielsen, Jens Perch ; Martinez-Miranda, Maria Dolores ; Mammen, Enno. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:31-52.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2021Modality for scenario analysis and maximum likelihood allocation. (2021). Hofert, Marius ; Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:97:y:2021:i:c:p:24-43.

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2021Tail dependence and heavy tailedness in extreme risks. (2021). Yang, Fan ; Tan, Ken Seng ; Ji, Liuyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:282-293.

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2021A Finite Mixture Modelling Perspective for Combining Experts’ Opinions with an Application to Quantile-Based Risk Measures. (2021). Tzougas, George ; Barrieu, Pauline ; Makariou, Despoina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:115-:d:572157.

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2021Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach. (2021). Vo, Duc ; Powell, Robert J ; Dinh, Dung V. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000221.

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2021Theoretical Guarantees for Learning Conditional Expectation using Controlled ODE-RNN. (2020). Teichmann, Josef ; Krach, Florian ; Herrera, Calypso. In: Papers. RePEc:arx:papers:2006.04727.

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2021Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests. (2020). Cherchali, Adel ; Alfonsi, Aur'elien ; Infante, Jose Arturo. In: Papers. RePEc:arx:papers:2010.12651.

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2021Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests. (2021). Infante, Jose Arturo ; Cherchali, Adel ; Alfonsi, Aurelien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:234-260.

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2021Special Issue “Interplay between Financial and Actuarial Mathematics”. (2021). Eisenberg, Julia ; Constantinescu, Corina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:139-:d:601932.

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2021Does Reduction of Contribution Rate Affect the Sustainability of China’s Basic Endowment Insurance Fund?—Based on the Background of National Pooling and Collection Responsibility Transformation. (2021). Shang, Lunhui ; Chen, Pengjun. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:8757-:d:609005.

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2021Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Palmer, Edward ; Ayuso, Mercedes. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249.

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2021Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries. (2021). Lechman, Ewa ; Marszk, Adam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001153.

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2021Evaluation of the Accuracy of Machine Learning Predictions of the Czech Republic’s Exports to the China. (2021). Krulicky, Tomas ; Rowland, Zuzana ; Suler, Petr. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:76-:d:496972.

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2021Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660.

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2021Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00312-9.

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2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Patacca, Marco ; Focardi, Sergio ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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2021A literature review on blockchain in accounting research. (2021). Bellucci, Marco ; Manetti, Giacomo ; Bianchi, Damiano Cesa. In: Working Papers - Business. RePEc:frz:wpmmos:wp2021_04.rdf.

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2021The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market. (2021). Mansour-Ichrakieh, Layal. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:94-:d:507601.

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2021Identification of Going-Concern Risks in CSR and Integrated Reports of Polish Companies from the Construction and Property Development Sector. (2021). Szczepankiewicz, Elbieta Izabela. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:85-:d:548222.

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2021Robust deep hedging. (2021). Sester, Julian ; Schmidt, Thorsten ; Lutkebohmert, Eva. In: Papers. RePEc:arx:papers:2106.10024.

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2021Analysis of two-dimensional warranty data considering global and local dependence of heterogeneous marginals. (2021). Chen, Yunxia ; Lin, Kunsong . In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:207:y:2021:i:c:s0951832020308206.

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2021Promoting a novel method for warranty claim prediction based on social network data. (2021). Ashrafzadeh, Mahdi ; Ahmadi, Sadra ; Shokouhyar, Sajjad. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:216:y:2021:i:c:s0951832021005196.

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2021Cyber Risk Quantification: Investigating the Role of Cyber Value at Risk. (2021). Orlando, Albina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:184-:d:658715.

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2021Are Sports Bettors Biased toward Longshots, Favorites, or Both? A Literature Review. (2021). Cortis, Dominic. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:22-:d:478780.

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2021Dynamic Optimal Mean-Variance Portfolio Selection with a 3/2 Stochastic Volatility. (2021). Zhang, Yumo. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:61-:d:524187.

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2021Tail Risk and Extreme Events: Connections between Oil and Clean Energy. (2021). Angelini, Eliana ; Foglia, Matteo ; di Febo, Elisa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:39-:d:497495.

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2021Learning Bermudans. (2021). Aiolfi, Riccardo ; Fogliani, Filippo ; Scaringi, Marco ; Bianchetti, Marco ; Moreni, Nicola. In: Papers. RePEc:arx:papers:2105.00655.

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2021Special Issue “Audit and Financial Control Tools Aimed at Ensuring the Sustainable Performance of Organizations”. (2021). Bostan, Ionel. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10364-:d:636967.

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2021Arbitrage-free neural-SDE market models. (2021). Wang, Sheng ; Reisinger, Christoph ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:2105.11053.

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2021Accuracy of deep learning in calibrating HJM forward curves. (2021). Lavagnini, Silvia ; Detering, Nils ; Benth, Fred Espen. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00030-w.

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2021Deep self-consistent learning of local volatility. (2021). Guet, Claude ; Privault, Nicolas ; Wang, Zhe. In: Papers. RePEc:arx:papers:2201.07880.

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2021Stock Split Rule Changes and Stock Liquidity: Evidence from Bursa Malaysia. (2021). Zhang, Zhaoyong ; Ah, Abdollah ; Tabibian, Amir S. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:406-:d:624104.

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2021Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach. (2021). Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-64.

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2021Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach. (2021). Nasir, Imran ; Sheraz, Muhammad. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:89-:d:550572.

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2021BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2105.08310.

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2021Implementing the BBE Agent-Based Model of a Sports-Betting Exchange. (2021). Lau-Soto, Roberto ; Keen, James ; Hawkins, James ; Cliff, Dave. In: Papers. RePEc:arx:papers:2108.02419.

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2021Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits. (2021). Bravo, Jorge ; Oliveira, Luis ; Simes, Claudia. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:60-:d:524060.

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2021Ehrbare Staaten? Update 2021: Die Nachhaltigkeit der öffentlichen Finanzen in Europa. (2021). Will, Sebastian ; Rudolph, Karen ; Raffelhuschen, Bernd. In: Argumente zur Marktwirtschaft und Politik. RePEc:zbw:smwarg:160.

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2021Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate. (2021). Steinicke, Alexander ; Kremsner, Stefan ; Eisenberg, Julia. In: Papers. RePEc:arx:papers:2108.00234.

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2021Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics. (2021). Kock, Verena ; Frey, Rudiger. In: Papers. RePEc:arx:papers:2109.11403.

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2021Neural networks-based algorithms for stochastic control and PDEs in finance. (2021). Warin, Xavier ; Germain, Maximilien ; Pham, Huyen. In: Papers. RePEc:arx:papers:2101.08068.

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2021Neural networks-based algorithms for stochastic control and PDEs in finance *. (2021). Germain, Maximilien ; Pham, Huyen ; Warin, Xavier. In: Working Papers. RePEc:hal:wpaper:hal-03115503.

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2021Neural networks-based algorithms for stochastic control and PDEs in finance *. (2021). Warin, Xavier ; Pham, Huyen ; Germain, Maximilien. In: Post-Print. RePEc:hal:journl:hal-03115503.

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2021Near?miss telematics in motor insurance. (2021). Perezmarin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:569-589.

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2021Restructuring Measurements Impact on Bank Risk After the Global Financial Crisis — Empirical Evidence from Vietnam. (2021). Nguyen, Yen Thi. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:24:y:2021:i:03:n:s0219091521500193.

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2021An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount. (2021). Jeong, Himchan ; Tzougas, George. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:19-:d:477237.

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2021An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount. (2021). Jeong, Himchan ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108210.

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2021The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking. (2021). di Cerchiara, Alice Pignatelli ; Tzougas, George. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:602-625.

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2021Bivariate mixed Poisson regression models with varying dispersion. (2021). di Cerchiara, Alice Pignatelli ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114327.

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2021Monte Carlo Simulation of SDEs using GANs. (2021). Liu, Shuaiqiang ; Grzelak, Lech A ; Oosterlee, Cornelis W ; van Rhijn, Jorino. In: Papers. RePEc:arx:papers:2104.01437.

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2021Deep Hedging under Rough Volatility. (2021). Zuric, Zan ; Teichmann, Josef ; Horvath, Blanka. In: Papers. RePEc:arx:papers:2102.01962.

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2021Generative Adversarial Network: Some Analytical Perspectives. (2021). Cao, Haoyang ; Guo, Xin. In: Papers. RePEc:arx:papers:2104.12210.

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2021Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality. (2021). Gonon, Lukas. In: Papers. RePEc:arx:papers:2106.08900.

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2021Neural network approximation for superhedging prices. (2021). Reitsam, Thomas ; Gonon, Lukas ; Biagini, Francesca. In: Papers. RePEc:arx:papers:2107.14113.

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2021Multi-Asset Spot and Option Market Simulation. (2021). Bai, Lianjun ; Murray, Phillip ; Buehler, Hans ; Korn, Ralf ; Pachoud, Alexandre ; Wood, Ben ; Wiese, Magnus. In: Papers. RePEc:arx:papers:2112.06823.

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2021Consistent Recalibration Models and Deep Calibration. (2020). Teichmann, Josef ; Gambara, Matteo. In: Papers. RePEc:arx:papers:2006.09455.

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2021Accuracy of Deep Learning in Calibrating HJM Forward Curves. (2020). Lavagnini, Silvia ; Detering, Nils ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:2006.01911.

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2021Deep Hedging under Rough Volatility. (2021). Uri, AN ; Nuri, A ; Teichmann, Josef ; Horvath, Blanka. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:138-:d:597662.

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2021An Optimal Model of Financial Distress Prediction: A Comparative Study between Neural Networks and Logistic Regression. (2021). el Moudden, Abdeslam ; Oudgou, Mohamed ; el Goumi, Badreddine ; Jamali-Alaoui, Amine ; Zizi, Youssef. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:200-:d:674179.

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2021Smoothing, Decomposing and Forecasting Mortality Rates. (2021). Basellini, Ugofilippo ; Camarda, Carlo G. In: European Journal of Population. RePEc:spr:eurpop:v:37:y:2021:i:3:d:10.1007_s10680-021-09582-4.

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2021Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Miguelbravo, Jorge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408.

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2021Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments. (2021). Xiong, Heng ; Mamon, Rogemar ; Zhao, Yixing. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00287-5.

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2021Socio-Economic and Spatial Characteristics of Wielkopolski National Park: Application of the Hedonic Pricing Method. (2021). Zydro, Adam ; Chwiakowski, Cyprian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:5001-:d:546195.

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2021Statistical Modelling of the Market Value of Dwellings, on the Example of the City of Kraków. (2021). Preweda, Edward ; Jasiska, Elbieta. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9339-:d:618002.

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2021Machine Learning, Deep Learning, and Hedonic Methods for Real Estate Price Prediction. (2021). Yazdani, Mahdieh. In: Papers. RePEc:arx:papers:2110.07151.

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2021Risk of Increased Acceptance for Organizational Nepotism and Cronyism during the COVID-19 Pandemic. (2021). Stopczyski, Bartomiej ; Sukowski, Ukasz ; Ignatowski, Grzegorz. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:59-:d:523251.

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2021Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging. (2021). Nguyen, Duy ; Kirkby, Lars J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:408-428.

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2021.

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2021Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19. (2021). Polinesi, Gloria ; Recchioni, Maria Cristina ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:34-:d:493485.

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2021Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1162.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf509.

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2021Decision making with dynamic probabilistic forecasts. (2021). Tinsi, Laura ; Tankov, Peter. In: Papers. RePEc:arx:papers:2106.16047.

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2021Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180.

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2021The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies. (2021). Hasan, Mudassar ; Naseem, Muhammad Akram ; Nor, Safwan Mohd ; Ali, Rizwan ; Ul, Muhammad Zain ; Ur, Ramiz ; Ahmad, Muhammad Ishfaq. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:676-:d:479041.

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2021Sustainability stewardship: Does roundtable on sustainable palm oil certification create shareholder value?. (2021). Brindal, Mark ; Tey, Yeong Sheng. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:2:p:786-795.

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2021Impact of ESG Rating of Companies on the Portfolio Performance. (2021). Samyukth, Ramkumar. In: Shanlax International Journal of Management. RePEc:acg:managt:v:8:y:2021:i:4:p:34-42.

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2021Persistence in ESG and Conventional Stock Market Indices. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Makarenko, Inna ; Plastun, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9098.

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2021Carbon Reduction and Sustainable Investment: A Way to Sustainable Development. (2021). Nishad, Mohamed T. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:134-144.

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2021Revisiting the sustainable versus conventional investment dilemma in COVID-19 times. (2021). Sharma, Gagan ; Jain, Mansi ; Talan, Gaurav ; Tiwari, Aviral Kumar. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521003372.

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2021Ethical and unethical investments under extreme market conditions. (2021). Troster, Victor ; Kang, Sang Hoon ; Uddin, Gazi Salah ; Rholm, Anna ; Olofsson, Petter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002726.

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2021The Interaction between Banking Sector and Financial Technology Companies: Qualitative Assessment—A Case of Lithuania. (2021). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Kong, Jie ; Pieczulis, Ina ; Pu, Ruihui. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:21-:d:478320.

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2021Strategic Planning and Sustainable Innovation During the COVID-19 Pandemic: A Literature Review. (2021). Obrenovic, Bojan ; Godinic, Danijela ; Waiganjo, Moses. In: International Journal of Innovation and Economic Development. RePEc:mgs:ijoied:v:7:y:2021:i:5:p:52-59.

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2021Legaltech and Lawtech: Global Perspectives, Challenges, and Opportunities. (2021). Salmeron-Manzano, Esther. In: Laws. RePEc:gam:jlawss:v:10:y:2021:i:2:p:24-:d:532953.

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2021Conditional Probability of Jumps in Oil Prices. (2021). Lorenzo-Valdes, Arturo. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:4:a:4.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Time series models with infinite-order partial copula dependence. (2021). McNeil, Alexander J ; Bladt, Martin. In: Papers. RePEc:arx:papers:2107.00960.

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2021General Compound Hawkes Processes for Mid-Price Prediction. (2021). Delise, Timothy ; Sjogren, Myles. In: Papers. RePEc:arx:papers:2110.07075.

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2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:11:y:2021:i:6:p:488-500:id:2101.

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2021Bitcoin mining activity and volatility dynamics in the power market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003888.

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2021On equity market inefficiency during the COVID-19 pandemic. (2021). Vecer, Jan ; Taylor, Stephen ; Navratil, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100154x.

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2021Dispersion modelling of outstanding claims with double Poisson regression models. (2021). Shi, Yanlin ; Meng, Shengwang ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:572-586.

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2021Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221.

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2021In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829.

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2021Risk of Decline in Share Prices of Energy and Fuel Sector on the Warsaw Stock Exchange During the Two Waves of the COVID-19 Pandemic. (2021). Markowicz, Iwona ; Bieszk-Stolorz, Beata. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:4:p:977-996.

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2021The COVID-19 Pandemic and Its Impacts on Tourism Business in a Developing City: Insight from Vietnam. (2021). Dao, Canh Ngoc ; Vu, Giang ; Nguyen, Nhan Trong ; Duong, Long Hai ; Kim, Thuy Thi ; van Huynh, DA. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:172-:d:673212.

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2021Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. (2021). Just, Magorzata ; Echaust, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4147-:d:591470.

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2021Application of Canonical Variate Analysis to Compare Different Groups of Food Industry Companies in Terms of Financial Liquidity and Profitability. (2021). Kayzer, Dariusz ; Staniszewski, Ryszard ; Florek, Joanna ; Czerwiska-Kayzer, Dorota. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4701-:d:607600.

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2021Consumer Attitudes to the Smart Home Technologies and the Internet of Things (IoT). (2021). Strielkowski, Wadim ; Olinder, Nina ; Korneeva, Elena. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7913-:d:687631.

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2021A Transmission of Beta Herding during Subprime Crisis in Taiwan’s Market: DCC-MIDAS Approach. (2021). Kuo, Shih-Ming ; Zhang, Yuanyuan ; Wu, Hung-Che ; Chen, Yi-Chang. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:70-:d:700448.

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2021Impact of COVID-19 on the Stock Market by Industrial Sector in Chile: An Adverse Overreaction. (2021). Gallizo, Jose Luis ; Gonzalez, Pedro Antonio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:548-:d:677349.

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2021Green and Sustainable Life Insurance: A Bibliometric Review. (2021). Almasahli, Shahla Alsanah ; Alhammadi, Nouf ; Alqubaisi, Helal ; Alhameli, Abdullah ; Nobanee, Haitham ; Wazir, Noora. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:563-:d:684739.

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2021Does the Exchange Rate and Its Volatility Matter for International Trade in Ethiopia?. (2021). Desalegn, Goshu ; Tangl, Anita ; Fekete-Farkas, Maria ; Oshora, Betgilu ; Nguse, Tiblets. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:591-:d:697300.

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2021The Determinants of PayTech’s Success in the Mobile Payment Market—The Case of BLIK. (2021). Klimontowicz, Monika ; Bach, Joanna. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:422-:d:628924.

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2021Saudi Procurement System and Regulations: Overview of Local and International Administrative Contracts. (2021). Alanzi, Awad Ali. In: Laws. RePEc:gam:jlawss:v:10:y:2021:i:2:p:37-:d:554172.

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2021Managing the Risks of Innovative Activities Focused on the Consumer Market: Competitiveness vs. Corporate Responsibility. (2021). Bratarchuk, Tatyana V ; Prokofyev, Stanislav E ; Ragulina, Julia V. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:173-:d:644014.

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2021Practice of Non-Financial Reports Assurance Services in the Polish Audit Market—The Range, Limits and Prospects for the Future. (2021). Rutkowska-Ziarko, Anna ; Bartoszewicz, Anna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:176-:d:648091.

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2021FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead. (2021). Wendt, Stefan ; Rupeika-Apoga, Ramona. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:181-:d:656248.

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2021Public Pensions and Implicit Debt: An Investigation for EU Member States Using Ageing Working Group 2021 Projections. (2021). Tinios, Platon ; Chouzouris, Michail ; Symeonidis, Georgios. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:190-:d:664673.

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2021Machine Learning (ML) Technologies for Digital Credit Scoring in Rural Finance: A Literature Review. (2021). Mahdavi, Mehregan ; Sharma, Suneel ; Kumar, Anil. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:192-:d:669198.

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2021Stochastic Claims Reserving Methods with State Space Representations: A Review. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:198-:d:672160.

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2021Digital Banking in Northern India: The Risks on Customer Satisfaction. (2021). Rupeika-Apoga, Ramona ; Grima, Simon ; Kiran, Sood ; Kaur, Balijinder. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:209-:d:680747.

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2021Dataset Modelling of the Financial Risk Management of Social Entrepreneurship in Emerging Economies. (2021). Sergi, Bruno S ; Popkova, Elena G. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:211-:d:688278.

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2021Corporate Fight against the COVID-19 Risks Based on Technologies of Industry 4.0 as a New Direction of Social Responsibility. (2021). Litvinova, Tatiana N ; Sozinova, Anastasia A ; Inshakova, Agnessa O. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:212-:d:691078.

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2021Adaptation to the Risks of Digitalization: New Survival Trends for States in a Multipolar World. (2021). Shabunevich, Oleg V ; Ukolov, Vladimir F ; Ragulina, Julia V. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:218-:d:693236.

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2021Drivers of Individual Credit Risk of Retail Customers—A Case Study on the Example of the Polish Cooperative Banking Sector. (2021). Idasz-Balina, Marta. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:219-:d:693309.

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2021A Machine Learning Approach for Micro-Credit Scoring. (2021). Constantinescu, Corina ; Date, Paresh ; Nde, Titus Nyarko ; Ampountolas, Apostolos. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:50-:d:513405.

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2021Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits. (2021). Bravo, Jorge ; Oliveira, Luis ; Simes, Claudia. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:60-:d:524060.

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2021The Importance of Betting Early. (2021). Ricciuti, Roberto ; Nannicini, Tommaso ; Innocenti, Alessandro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:67-:d:530710.

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2021Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak. (2021). Aysan, Ahmet ; Topuz, Humeyra ; Ul, Asad. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:74-:d:535495.

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2021Identification of Going-Concern Risks in CSR and Integrated Reports of Polish Companies from the Construction and Property Development Sector. (2021). Szczepankiewicz, Elbieta Izabela. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:85-:d:548222.

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2021Risk Management in the Management Control System in Polish Local Government Units—Assumptions and Practice. (2021). Mormul, Katarzyna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:92-:d:551457.

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2021A New Model Averaging Approach in Predicting Credit Risk Default. (2021). Cucculelli, Marco ; Jha, Paritosh Navinchandra. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:114-:d:570809.

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2021Progressive Pension Formula and Life Expectancy Heterogeneity. (2021). Devolder, Pierre ; Diakite, Keivan. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:127-:d:587894.

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2021Special Issue “Interplay between Financial and Actuarial Mathematics”. (2021). Eisenberg, Julia ; Constantinescu, Corina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:139-:d:601932.

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2021Coherent Mortality Forecasting for Less Developed Countries. (2021). Li, Hong ; Lyu, Pintao ; Lu, Yang. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:151-:d:620762.

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2021Pension and Active Ageing: Lessons Learned from Civil Servants in Indonesia. (2021). Arifin, Evi Nurvidya ; Yulianto, Heri ; Widianto, Hendro Try ; Irsan, Ahmad ; Ananta, Aris. In: Social Sciences. RePEc:gam:jscscx:v:10:y:2021:i:11:p:436-:d:679436.

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2021Environmental Sustainability in Viticulture as a Balanced Scorecard Perspective of the Wine Industry: Evidence for the Portuguese Region of Alentejo. (2021). Dias, Ricardo Vinicius ; Novas, Jorge ; Sousa, Antonio ; Gomes, Maria Jose. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10144-:d:632945.

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More than 50 citations. List broken...

Recent citations received in 2020

YearCiting document
2020SABR smiles for RFR caplets. (2020). Willems, Sander. In: Papers. RePEc:arx:papers:2004.04501.

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2020Estimating Full Lipschitz Constants of Deep Neural Networks. (2020). Teichmann, Josef ; Krach, Florian ; Herrera, Calypso . In: Papers. RePEc:arx:papers:2004.13135.

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2020Modality for Scenario Analysis and Maximum Likelihood Allocation. (2020). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2005.02950.

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2020Sig-SDEs model for quantitative finance. (2020). Szpruch, Lukasz ; Salvi, Cristopher ; Arribas, Imanol Perez. In: Papers. RePEc:arx:papers:2006.00218.

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2020A Data-driven Market Simulator for Small Data Environments. (2020). Horvath, Blanka ; Buhler, Hans ; Wood, Ben ; Arribas, Imanol Perez ; Lyons, Terry. In: Papers. RePEc:arx:papers:2006.14498.

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2020Robust pricing and hedging via neural SDEs. (2020). Sabate-Vidales, Marc ; Gierjatowicz, Patryk ; Vzurivc, Vzan ; Szpruch, Lukasz ; vSivska, David . In: Papers. RePEc:arx:papers:2007.04154.

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2020Multivariate General Compound Point Processes in Limit Order Books. (2020). Swishchuk, Anatoliy ; Remillard, Bruno ; Guo, QI. In: Papers. RePEc:arx:papers:2008.00124.

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2020Solving path dependent PDEs with LSTM networks and path signatures. (2020). Szpruch, Lukasz ; Vsivska, David ; Sabate-Vidales, Marc. In: Papers. RePEc:arx:papers:2011.10630.

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2020Life insurance policies with cash flows subject to random interest rate changes. (2020). Banos, David R. In: Papers. RePEc:arx:papers:2012.15541.

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2020Pricing Defaulted Italian Mortgages. (2020). Schenk-Hoppé, Klaus ; Schenk-Hoppe, Klaus R ; Pelizza, Michela. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:31-:d:318795.

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2020Realized Measures to Explain Volatility Changes over Time. (2020). Floros, Christos ; Tsagkanos, Athanasios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:125-:d:371152.

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2020Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information?. (2020). Allen, David. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:202-:d:410152.

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2020Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Agosto, Arianna ; Cafferata, Alessia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546.

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2020Systematic Risk at the Industry Level: A Case Study of Australia. (2020). Vo, Duc ; McAleer, Michael ; Vu, Tan Ngoc ; Nguyen, Thang Cong. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:36-:d:344914.

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2020Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?. (2020). DeGiuli, Maria Elena ; de Giuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:44-:d:354452.

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2020Special Issue “Machine Learning in Insurance”. (2020). Nielsen, Jens Perch ; Kyriakou, Ioannis ; Asimit, Vali. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:54-:d:362822.

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2020A New Approach to Risk Attribution and Its Application in Credit Risk Analysis. (2020). Frei, Christoph. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:65-:d:371982.

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2020Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL. (2020). Pham, Ha ; Engelmann, Bernd. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:93-:d:407903.

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2020Multivariate General Compound Point Processes in Limit Order Books. (2020). Swishchuk, Anatoliy ; Remillard, Bruno ; Guo, QI. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:98-:d:412414.

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2020First Quarter Chronicle of COVID-19: An Attempt to Measure Governments’ Responses. (2020). Hu, Maoqi ; Henshaw, Kira ; Eisenberg, Julia ; Constantinescu, Corina ; del Carmen, Maria ; Ahin, Ule ; Zhu, Wei ; Wang, Jing. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:115-:d:439377.

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2020Portfolio Construction by Using Different Risk Models: A Comparison among Diverse Economic Scenarios. (2020). Hunjra, Ahmed ; Hanif, Mahnoor ; Sahito, Uroosa ; Colombage, Sisira ; Alawi, Suha Mahmoud. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:126-:d:453526.

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2020Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis. (2020). Sadaqat, Mohsin ; Ashraf, Badar Nadeem ; Shear, Falik. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:2-:d:466308.

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2020Mining Actuarial Risk Predictors in Accident Descriptions Using Recurrent Neural Networks. (2020). Marceau, Etienne ; Lamontagne, Luc ; Baillargeon, Jean-Thomas. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:7-:d:469884.

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2020Sustainable Funds’ Performance Evaluation. (2020). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Liu, Wei ; Merkyte, Justina ; Han, Yan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:8034-:d:421326.

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2020Companies’ Sustainable Growth, Accounting Quality, and Investments Performances. The Case of the Romanian Capital Market. (2020). Afrsinei, Mihai-Bogdan ; Georgescu, Iuliana Eugenia ; Toma, Constantin ; Pvloaia, Leontina ; Carp, Mihai. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9748-:d:449331.

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2020Tail Risk Measurement In Crypto-Asset Markets. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0186.

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2020On the use of growth models to understand epidemic outbreaks with application to COVID-19 data. (2020). Kakai, Romain Glele ; Lokonon, Bruno Enagnon ; Tovissode, Chenangnon Frederic. In: PLOS ONE. RePEc:plo:pone00:0240578.

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2020Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. (2020). Bartolucci, Francesco ; Ametrano, Ferdinando ; Forte, Gianfranco ; Pennoni, Fulvia. In: MPRA Paper. RePEc:pra:mprapa:106150.

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2020The concept of global governance in tourism franchises: a case study of TUI group. (2020). Aburumman, Asad H. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:8:y:2020:i:2:p:1321-1339.

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Recent citations received in 2019

YearCiting document
2019Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161.

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2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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2019A neural network-based framework for financial model calibration. (2019). Oosterlee, Cornelis W ; Grzelak, Lech A ; Borovykh, Anastasia ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:1904.10523.

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2019Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?. (2019). , J'Ozsef ; Petneh, G'Abor. In: Papers. RePEc:arx:papers:1909.05501.

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2019A multilevel analysis to systemic exposure: insights from local and system-wide information. (2019). Gnabo, Jean-Yves ; Gandica, Y'Erali. In: Papers. RePEc:arx:papers:1910.08611.

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2019A hybrid stochastic differential reinsurance and investment game with bounded memory. (2019). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: Papers. RePEc:arx:papers:1910.09834.

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2019Does Death Anxiety Moderate the Adequacy of Retirement Savings? Empirical Evidence from 40-Plus Clients of Spanish Financial Advisory Firms. (2019). Hernandez, Montserrat ; Herrador, Teresa ; Topa, Gabriela ; Garmendia, Pablo. In: IJFS. RePEc:gam:jijfss:v:7:y:2019:i:3:p:38-:d:246463.

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2019The Laws of Motion of the Broker Call Rate in the United States. (2019). Garivaltis, Alexander. In: IJFS. RePEc:gam:jijfss:v:7:y:2019:i:4:p:56-:d:272663.

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2019Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas. (2019). Wong, Wing-Keung ; Ly, Sal ; Pho, Kim-Hung. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:42-:d:213207.

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2019Competition in the Indian Banking Sector: A Panel Data Approach. (2019). Sathye, Milind ; Meng, Fanda ; Liu, Shuangzhe. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:136-:d:259962.

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2019Tax Arrears Versus Financial Ratios in Bankruptcy Prediction. (2019). Andresson, Art ; Lukason, Oliver. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:187-:d:296570.

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2019.

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2019.

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2019The W , Z / ? , ? Paradigm for the First Passage of Strong Markov Processes without Positive Jumps. (2019). Vardar-Acar, Ceren ; Grahovac, Danijel ; Avram, Florin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:18-:d:207330.

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2019Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617.

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2019Quantile Regression with Telematics Information to Assess the Risk of Driving above the Posted Speed Limit. (2019). Bermudez, Lluis ; Alcaiz, Manuela ; Guillen, Montserrat ; Perez-Marin, Ana M. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:80-:d:248378.

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2019Special Issue “Risk, Ruin and Survival: Decision Making in Insurance and Finance”. (2019). Zitikis, Riardas ; Sendova, Kristina ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:96-:d:265178.

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2019DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719.

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2019Credit Valuation Adjustment Compression by Genetic Optimization. (2019). Crepey, Stephane ; Chataigner, Marc. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:100-:d:272095.

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2019A Likelihood Approach to Bornhuetter–Ferguson Analysis. (2019). Nielsen, Bent ; Martinez-Miranda, Maria Dolores ; Margraf, Carolin ; Elpidorou, Valandis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:119-:d:296216.

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2019Risks Special Issue on “Granular Models and Machine Learning Models”. (2019). Taylor, Greg. In: Risks. RePEc:gam:jrisks:v:8:y:2019:i:1:p:1-:d:303264.

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2019Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador. (2019). Fernandez Bariviera, Aurelio ; Lanzarini, Laura ; Santana, Patricia Jimbo . In: Risks. RePEc:gam:jrisks:v:8:y:2019:i:1:p:2-:d:303464.

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2019Internet of Things and Their Coming Perspectives: A Real Options Approach. (2019). Cruz Rambaud, Salvador ; Cruz-Rambaud, Salvador ; Sanchez-Perez, Ana Maria ; Tarifa-Fernandez, Jorge. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3178-:d:237686.

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2019Sustainable Road Design: Promoting Recycling and Non-Conventional Materials. (2019). Dawson, Andrew ; Thom, Nicholas. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6106-:d:282895.

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2019On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region. (2019). Olah, Judit ; Ur, Faheem ; Khan, Muhammad Asif ; Pervaiz, Khansa ; Li, Chunling. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6636-:d:290359.

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2019Pay Me Later is Not Always Positively Associated with Bank Risk Reduction—From the Perspective of Long-Term Compensation and Black Box Effect. (2019). Yuan, Xuchuan ; Jiang, Minghui ; Ma, Tianyi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:35-:d:299541.

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2019Company’s Performance and Its Determinants: A Study on Dutch Lady Milk Industries Berhad. (2019). Pang, Xiao Xuan. In: MPRA Paper. RePEc:pra:mprapa:97168.

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2019The Impact Of Determinants The Factor That Influence The Company Performance:A Study On Padini Holding BHD In Malaysia.. (2019). Yan, Chong Wai. In: MPRA Paper. RePEc:pra:mprapa:97176.

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2019The Market Risk on Dominos Pizza Incorporations Peformance. (2019). Teoh, Wenji. In: MPRA Paper. RePEc:pra:mprapa:97244.

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2019Market Risk on Dominos Pizza Incorporations Performance. (2019). Wenji, Teoh. In: MPRA Paper. RePEc:pra:mprapa:97319.

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Recent citations received in 2018

YearCiting document
2018A subordinated CIR intensity model with application to Wrong-Way risk CVA. (2018). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1801.05673.

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2018On the Dependence between Quantiles and Dispersion Estimators. (2018). Marie, Kratz ; Marcel, Brautigam. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-18007.

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2018On fair reinsurance premiums; Capital injections in a perturbed risk model. (2018). ben Salah, Zied ; Garrido, Jose. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:11-20.

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2018Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall. (2018). Lok, Yen ; McNeil, Alexander J ; Kratz, Marie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:393-407.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Ilomäki, Jukka ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2018Misspecification Tests for Log-Normal and Over-Dispersed Poisson Chain-Ladder Models. (2018). Harnau, Jonas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:25-:d:137814.

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2018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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2018A User-Friendly Algorithm for Detecting the Influence of Background Risks on a Model. (2018). Zitikis, Riardas ; Gribkova, Nadezhda. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:100-:d:169915.

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2018The Interaction of Borrower and Loan Characteristics in Predicting Risks of Subprime Automobile Loans. (2018). Hill, Sophie ; Naseem, Sana ; Dhruva, Kamini ; Ghulam, Yaseen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:101-:d:169957.

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2018Fluctuation Theory for Upwards Skip-Free Lévy Chains. (2018). Vidmar, Matija. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:102-:d:170683.

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2018Association Rules for Understanding Policyholder Lapses. (2018). Valdez, Emiliano A ; Gan, Guojun ; Jeong, Himchan. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:69-:d:156870.

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2018Extreme Portfolio Loss Correlations in Credit Risk. (2018). Guhr, Thomas ; Muhlbacher, Andreas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:72-:d:158439.

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2018Company Value with Ruin Constraint in Lundberg Models. (2018). Hipp, Christian. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:73-:d:159090.

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2018Optimum Technology Product Life Cycle Technology Innovation Investment-Using Compound Binomial Options. (2018). Lin, Tyrone ; Liu, Chien-Yu ; Zeng, Fu-Min ; Ko, Chuan-Chuan. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:98-:d:169829.

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2018Measurement of Systemic Risk in a Common European Union Risk-Based Deposit Insurance System: Formal Necessity or Value-Adding Process?. (2018). Witkowska, Justyna ; Lakstutiene, Ausrine ; Barkauskaite, Aida. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:137-:d:187763.

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2018A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations. (2018). Pfeuffer, Marius ; Moser, Thorsten ; Fischer, Matthias. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:142-:d:188842.

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2018Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Groendyke, Chris ; Doyle, Daniel. In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723.

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2018On the Dependence between Quantiles and Dispersion Estimators. (2018). Kratz, Marie ; Brautigam, Marcel. In: Working Papers. RePEc:hal:wpaper:hal-02296832.

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2018Using App Inventor to provide the amortization schedule and the sinking fund schedule. (2018). Huang, Li-Fei. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500305.

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2018