2
H index
0
i10 index
14
Citations
Marcin Chlebus : Citation Profile
Uniwersytet Warszawski | RESEARCH PRODUCTION: 8 Articles 19 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2014 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Marcin Chlebus. | Is cited by:
| Cites to:
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Main data
Where Marcin Chlebus has published?
| Journals with more than one article published | # docs |
|---|---|
| Central European Economic Journal | 5 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Faculty of Economic Sciences, University of Warsaw | 18 |
Recent works citing Marcin Chlebus (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper |
| 2025 | Comparative analysis of financial data differentiation techniques using LSTM neural network. (2025). Gajda, Janusz ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19243. Full description at Econpapers || Download paper |
| 2025 | Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models. (2025). Ślepaczuk, Robert ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19617. Full description at Econpapers || Download paper |
| 2024 | What makes accidents severe! explainable analytics framework with parameter optimization. (2024). Moqbel, Murad ; Topuz, Kazim ; Abdulrashid, Ismail ; Ahmed, Abdulaziz. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:425-436. Full description at Econpapers || Download paper |
| 2024 | GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks. (2024). Buczyński, Mateusz ; Buczynski, Mateusz ; Chlebus, Marcin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10390-7. Full description at Econpapers || Download paper |
| 2025 | Factors driving the adoption of AI-powered marketing in financial services: a practitioner field study. (2025). Pandey, Shivendra Kumar ; Chintalapati, Srikrishna. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:52:y:2025:i:1:d:10.1007_s40622-025-00429-z. Full description at Econpapers || Download paper |
Works by Marcin Chlebus:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Can Lognormal, Weibull or Gamma Distributions Improve the EWS-GARCH Value-at-Risk Forecasts? In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2021 | Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | One-day prediction of state of turbulence for financial instrument based on models for binary dependent variable In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
| 2018 | One-day-ahead forecast of state of turbulence based on todays economic situation In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2017 | EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk In: Central European Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2016 | EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions In: Central European Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2019 | Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions.(2019) In: Central European Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Ridesharing in the Polish Experience: A Study using Unified Theory of Acceptance and Use of Technology In: Central European Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | Nvidias Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem In: Central European Economic Journal. [Full Text][Citation analysis] | article | 4 |
| 2020 | Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels In: Financial Internet Quarterly (formerly e-Finanse). [Full Text][Citation analysis] | article | 0 |
| 2016 | One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH(1,1), CAViaR and the historical simulation models depending on the stability of financial markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Size does matter. A study on the required window size for optimal quality market risk models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Comparison of tree-based models performance in prediction of marketing campaign results using Explainable Artificial Intelligence tools In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | So close and so far. Finding similar tendencies in econometrics and machine learning papers. Topic models comparison. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Towards better understanding of complex machine learning models using Explainable Artificial Intelligence (XAI) - case of Credit Scoring modelling In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | HRP performance comparison in portfolio optimization under various codependence and distance metrics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Machine learning in the prediction of flat horse racing results in Poland In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Predicting football outcomes from Spanish league using machine learning models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The effectiveness of Value-at-Risk models in various volatility regimes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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