Andres Alonso : Citation Profile

Are you Andres Alonso?

Banco de España

3

H index

1

i10 index

28

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

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

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal1095
   Updated: 2024-11-04    RAS profile: 2024-03-08    
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Relations with other researchers

Works with:

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

Is cited by:

Gimeno, Ricardo (2)

Nizam, Kehkashan (2)

Gonzalez, Clara (2)

Yoshizaki, Yasunori (2)

Crosato, Lisa (1)

Liberati, Caterina (1)

Lozano-Vivas, Ana (1)

Altman, Edward (1)

Srhoj, Stjepan (1)

di Salvatore, Antonietta (1)

dos Santos, Toni Ricardo (1)

Cites to:

Albanesi, Stefania (16)

Auer, Raphael (5)

Lo, Andrew (5)

Frost, Jon (4)

Bover, Olympia (4)

Jimenez, Gabriel (4)

Saurina, Jesús (4)

Cornelli, Giulio (3)

PARLAPIANO, FABIO (3)

Gambacorta, Leonardo (3)

Huang, Yiping (3)

Main data

Where Andres Alonso has published?

Working Papers Series with more than one paper published# docs
Working Papers / Banco de España3
Occasional Papers / Banco de España2

Recent works citing Andres Alonso (2024 and 2023)

YearTitle of citing document
2023A Novel Credit Model Risk Measure: does more data lead to lower model risk in credit scoring models?. (2023). , Toni ; Schiozer, Rafael ; de Genaro, Alan ; Yoshida, Valter T. In: Working Papers Series. RePEc:bcb:wpaper:582.

Full description at Econpapers || Download paper

2024Improving survey information on household debt using granular credit databases. (2024). Moscatelli, Mirko ; di Salvatore, Antonietta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_839_24.

Full description at Econpapers || Download paper

2023Application of Machine Learning to a Credit Rating Classification Model: Techniques for Improving the Explainability of Machine Learning. (2023). Yoshizaki, Yasunori ; Miura, Kakeru ; Hashimoto, Ryuichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e06.

Full description at Econpapers || Download paper

2023A two-stage credit scoring model based on random forest: Evidence from Chinese small firms. (2023). Ballester, Laura ; Shen, Long ; Zhou, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002715.

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2023Knowledge mapping of model risk in banking. (2023). Torluccio, Giuseppe ; Rimo, Giuseppe ; Cosma, Simona. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003162.

Full description at Econpapers || Download paper

2023Business model contributions to bank profit performance: A machine learning approach. (2023). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002562.

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2023Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach. (2023). Fernandez-Aguado, Pilar Gomez ; Urea, Antonio Partal ; Gonzalez, Marta Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000338.

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2024Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

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2023Fintech Data Infrastructure for ESG Disclosure Compliance. (2023). Tierney, Peter ; Duran, Randall E. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:378-:d:1220834.

Full description at Econpapers || Download paper

2024.

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Works by Andres Alonso:

YearTitleTypeCited
2019Innovación financiera para una economía sostenible In: Occasional Papers.
[Full Text][Citation analysis]		paper1
2019Financial innovation for a sustainable economy In: Occasional Papers.
[Full Text][Citation analysis]		paper7
2020Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost In: Working Papers.
[Full Text][Citation analysis]		paper11
2021Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation In: Working Papers.
[Full Text][Citation analysis]		paper3
2022Accuracy of explanations of machine learning models for credit decisions In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Can machine learning models save capital for banks? Evidence from a Spanish credit portfolio In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2023Analysis of CBDC narrative by central banks using large language models In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2022Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction In: Financial Innovation.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team