Academic papers in risk management

Academic Papers where

Academic Discipline

Risk management

Name	Publication URL	DOI	Academic Discipline	Author Names
‌ Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models	arxiv.org/pdf/2104.06735.pdf	doi.org/10.48550/arXiv.2104.06735	Machine learning Artificial Intelligence (AI) Computer science Risk management ‌ Quantitative finance	Alicja GosiewskaAnna KozakDominik OgonowskiJakub SztachelskiJanusz GajdaMarcin ChlebusPiotr WojewnikPrzemysław Biecek
‌ Baseline validation of a bias-mitigated loan screening model based on the European Banking Authoritys trust elements of Big Data & Advanced Analytics applications using Artificial Intelligence	arxiv.org/pdf/2206.08938.pdf	doi.org/10.48550/arXiv.2206.08938	Risk management ‌ Quantitative finance	Alessandro DanoviDavide MeloniFernando MetelliMarzio RomaStefano Olgiati
‌ On the statistics of scaling exponents and the Multiscaling Value at Risk	arxiv.org/pdf/2002.04164	doi.org/10.48550/arXiv.2002.04164	Risk management ‌ Statistical finance ‌ Quantitative finance	Giuseppe BrandiT. Di Matteo
‌ A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective	arxiv.org/pdf/2211.14997	doi.org/10.48550/arXiv.2211.14997	Machine learning Artificial Intelligence (AI) Computer science Risk management ‌ Quantitative finance	Fuzhen ZhuangGang KouHuaming DuJi LiuQing LiYu Zhao
‌ Multichannel Contagion vs Stabilisation in Multiple Interconnected Financial Markets	arxiv.org/pdf/1701.06975.pdf	doi.org/10.48550/arXiv.1701.06975	Risk management Computational finance ‌ Quantitative finance	Antoaneta Serguieva
‌ COVID19-HPSMP: COVID-19 Adopted Hybrid and Parallel Deep Information Fusion Framework for Stock Price Movement Prediction	arxiv.org/pdf/2101.02287.pdf	doi.org/10.48550/arXiv.2101.02287	Machine learning Computer science Electrical engineering Risk management Signal processing ‌ Statistical finance ‌ Quantitative finance	Arash MohammadiFarnoosh NaderkhaniFarnoush RonaghiMohammad Salimibeni
‌ Optimal Monitoring and Mitigation of Systemic Risk in Financial Networks	arxiv.org/pdf/1410.2570	doi.org/10.48550/arXiv.1410.2570	Computer science Mathematics Risk management ‌ Quantitative finance	Borja Peleato-InarreaIlya PollakXiaojun LinZhang Li
‌ Propagation of carbon tax in credit portfolio through macroeconomic factors	arxiv.org/pdf/2307.12695	doi.org/10.48550/arXiv.2307.12695	Economics Risk management ‌ Mathematical finance ‌ Quantitative finance	Antoine JacquierGéraldine BouveretJean-François ChassagneuxLionel SopgouiSmail Ibbou
‌ Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals	arxiv.org/pdf/2308.15135	doi.org/10.48550/arXiv.2308.15135	Mathematics Risk management ‌ Mathematical finance ‌ Portfolio Management ‌ Quantitative finance	Blanka HorvathMagnus WieseOwen Futter
‌ Modelling Chinas Credit System with Complex Network Theory for Systematic Credit Risk Control	arxiv.org/pdf/1812.01341	doi.org/10.48550/arXiv.1812.01341	Risk management ‌ Quantitative finance	Kangjuan LyuLi HuangXuan Lu
‌ Stressing Dynamic Loss Models	arxiv.org/pdf/2211.03221	doi.org/10.48550/arXiv.2211.03221	Risk management ‌ Quantitative finance	Emma KroellSebastian JaimungalSilvana M. Pesenti
‌ The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool	arxiv.org/pdf/2010.08890	doi.org/10.48550/arXiv.2010.08890	Risk management ‌ Statistical finance ‌ Quantitative finance	Giuseppe BrandiIoannis P. AntoniadesL. G. MagafasT. Di Matteo
‌ Stochastic loss reserving with mixture density neural networks	arxiv.org/pdf/2108.07924	doi.org/10.48550/arXiv.2108.07924	Risk management Statistics ‌ Quantitative finance	Benjamin AvanziBernard WongGreg TaylorMuhammed Taher Al-Mudafer
‌ Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity	arxiv.org/pdf/2202.10588	doi.org/10.48550/arXiv.2202.10588	Risk management ‌ Quantitative finance	Gareth W. PetersGeorgy SofronovJiwook JangMatteo MalavasiPavel V. ShevchenkoStefan Trück
‌ Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness	arxiv.org/pdf/1406.0389	doi.org/10.48550/arXiv.1406.0389	Risk management Statistics ‌ Quantitative finance	J. D. Opdyke
‌ Sparse Structural Approach for Rating Transitions	arxiv.org/pdf/1708.00062	doi.org/10.48550/arXiv.1708.00062	Risk management ‌ Quantitative finance	Volodymyr Perederiy
‌ Financial Contagion in a Generalized Stochastic Block Model	arxiv.org/pdf/1803.08169	doi.org/10.48550/arXiv.1803.08169	Mathematics Probability Risk management ‌ Quantitative finance	Daniel RitterKonstantinos PanagiotouNils DeteringThilo Meyer-Brandis
‌ Tsallis Relative entropy from asymmetric distributions as a risk measure for financial portfolios	arxiv.org/pdf/2205.13625	doi.org/10.48550/arXiv.2205.13625	Risk management ‌ Statistical finance ‌ Quantitative finance	Sandhya DeviSherman Page
‌ Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective	arxiv.org/pdf/1409.1451	doi.org/10.48550/arXiv.1409.1451	Computer science Economics Risk management ‌ Quantitative finance	Ariane ChapelleEfstathios PanayiGareth W. Peters
‌ Measuring Price Risk Aversion through Indirect Utility Functions: A Laboratory Experiment	arxiv.org/pdf/2209.02653	doi.org/10.48550/arXiv.2209.02653	Economics Finance Risk management ‌ Mathematical finance ‌ Quantitative finance	Ali Zeytoon-Nejad
‌ The European debt crisis: Defaults and market equilibrium	arxiv.org/pdf/1209.6369	doi.org/10.48550/arXiv.1209.6369	Physics Finance Risk management ‌ Statistical finance ‌ Quantitative finance	Marco LagiYaneer Bar-Yam
‌ An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality	arxiv.org/pdf/1310.6025.pdf	doi.org/10.48550/arXiv.1310.6025	Mathematics Probability Risk management ‌ Statistical theory ‌ Quantitative finance	Iosif Pinelis
‌ Barcelona in the face of globalization, how to think of the city through the organization and evaluation of major events?	arxiv.org/pdf/2212.13901	doi.org/10.48550/arXiv.2212.13901	Physics Risk management ‌ Quantitative finance	Patrice Ballester
‌ Non-exchangeability of copulas arising from shock models	arxiv.org/pdf/1808.09698.pdf	doi.org/10.48550/arXiv.1808.09698	Mathematics Probability Risk management ‌ Statistical theory ‌ Quantitative finance	Blaž MojškercDamjana Kokol BukovšekMatjaž OmladičTomaž Košir
‌ An assets-liabilities dynamical model of banking system and systemic risk governance	arxiv.org/pdf/1905.12431	doi.org/10.48550/arXiv.1905.12431	Risk management ‌ Quantitative finance	Francesca MarianiLorella Fatone

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