2
H index
0
i10 index
11
Citations
Humboldt-Universität Berlin (50% share) | 2 H index 0 i10 index 11 Citations RESEARCH PRODUCTION: 1 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lukas Andreas Borke. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 4 |
| Year | Title of citing document |
|---|---|
| 2025 | Measuring systemic risk in China: A new hybrid approach incorporating ensemble learning and risk spillover networks. (2025). Huo, DA ; Wang, Chao ; Shi, Yongdong ; Yang, MO ; Xing, Weize ; Zhao, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25001015. Full description at Econpapers || Download paper |
| 2025 | The moderating role of government intervention in the relationship between investment in artificial intelligence and the development of financial markets. (2025). Garca, Javier Snchez ; Rambaud, Salvador Cruz ; Maturo, Fabrizio ; Perals, Paula Ortega. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500615x. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | An AI approach to measuring financial risk In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | AN AI APPROACH TO MEASURING FINANCIAL RISK.(2023) In: The Singapore Economic Review (SER). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2016 | Q3-D3-LSA In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | FRM: a Financial Risk Meter based on penalizing tail events occurrence In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | GitHub API based QuantNet Mining infrastructure in R In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Q3-D3-LSA In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | FRM: A financial risk meter based on penalizing tail events occurrence In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | GitHub API based QuantNet Mining infrastructure in R In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team