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Explainable Performance
Sullivan Hué
,
Christophe Hurlin
,
Christophe Pérignon
,
Sébastien Saurin
2022
Preprints, Working Papers, ...
hal-03897380v1
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Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance
Christophe Pérignon
,
Olivier Akmansoy
,
Christophe Hurlin
,
Anna Dreber
,
Felix Holzmeister
et al.
2022
Preprints, Working Papers, ...
hal-03810013v1
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Statistique et probabilités en économie-gestion (2e édition)
Valérie Mignon
,
Christophe Hurlin
Dunod, 2022, Openbook, 978-2-10-083670-3
Books
hal-03698792v1
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Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects
Elena Ivona Dumitrescu
,
Sullivan Hué
,
Christophe Hurlin
,
Sessi Tokpavi
Journal articles
hal-03331114v1
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Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
Denisa Banulescu-Radu
,
Christophe Hurlin
,
Jérémy Leymarie
,
Olivier Scaillet
Journal articles
hal-03526444v1
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The Fairness of Credit Scoring Models
Christophe Hurlin
,
Christophe Perignon
,
Sébastien Saurin
2021
Preprints, Working Papers, ...
hal-03501452v1
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Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds
Elena Dumitrescu
,
Sullivan Hué
,
Christophe Hurlin
,
Sessi Tokpavi
2021
Preprints, Working Papers, ...
hal-02507499v3
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Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
Denisa Banulescu
,
Christophe Hurlin
,
Jeremy Leymarie
,
Olivier Scaillet
2020
Preprints, Working Papers, ...
halshs-03088668v1
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Reproducibility Certification in Economics Research
Christophe Hurlin
,
Christophe Pérignon
2020
Preprints, Working Papers, ...
hal-02896404v1
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Machine Learning et nouvelles sources de données pour le scoring de crédit
Christophe Hurlin
,
Christophe Pérignon
2019
Preprints, Working Papers, ...
halshs-02377886v2
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Certify reproducibility with confidential data
Christophe Pérignon
,
Kamel Gadouche
,
Christophe Hurlin
,
Roxane Silberman
,
Eric Debonnel
et al.
Journal articles
hal-03528358v1
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The counterparty risk exposure of ETF investors
Christophe Hurlin
,
Grégoire Iseli
,
Christophe Pérignon
,
Stanley Yeung
Journal articles
hal-03579305v1
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Pitfalls in systemic-risk scoring
Sylvain Benoît
,
Christophe Hurlin
,
Christophe Pérignon
Journal articles
hal-02292305v1
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Machine learning et nouvelles sources de données pour le scoring de crédit
Christophe Hurlin
,
Christophe Pérignon
Journal articles
hal-03532418v1
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Loss functions for LGD model comparison
Christophe Hurlin
,
Jérémy Leymarie
,
Antoine Patin
2018
Preprints, Working Papers, ...
halshs-01516147v3
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Loss Functions for LGD Models Comparison
Jérémy Leymarie
,
Christophe Hurlin
,
Antoine Patin
European Journal of Operational Research, 2018, 268 (1), pp.348-360
Journal articles
hal-01923050v1
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CoMargin
Jorge Cruz Lopez
,
Jeffrey Harris
,
Christophe Hurlin
,
Christophe Pérignon
Journal articles
hal-03579309v1
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Risk Measure Inference
Christophe Hurlin
,
Sébastien Laurent
,
Rogier Quaedvlieg
,
Stephan Smeekes
Journal articles
hal-01457393v1
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La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?
Régis Breton
,
Sébastien Galanti
,
Christophe Hurlin
,
Anne-Gaël Vaubourg
Journal articles
hal-01724249v1
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Do We Need High Frequency Data to Forecast Variances?
Denisa Banulescu-Radu
,
Christophe Hurlin
,
Bertrand Candelon
,
Sébastien Laurent
Journal articles
hal-01448237v1
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Forecasting High-Frequency Risk Measures
Denisa Banulescu
,
Gilbert Colletaz
,
Christophe Hurlin
,
Sessi Tokpavi
Journal articles
istex
hal-03554206v1
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CoMargin
Jorge A. Cruz Lopez
,
Jeffrey H. Harris
,
Christophe Hurlin
,
Christophe Pérignon
2015
Preprints, Working Papers, ...
halshs-00979440v3
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Where the Risks Lie: A Survey on Systemic Risk
Sylvain Benoît
,
Jean-Edouard Colliard
,
Christophe Hurlin
,
Christophe Pérignon
2015
Preprints, Working Papers, ...
halshs-01142014v2
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Where the Risks Lie: A Survey on Systemic Risk
Sylvain Benoît
,
Jean-Edouard Colliard
,
Christophe Hurlin
,
Christophe Pérignon
2015
Preprints, Working Papers, ...
hal-02011395v1
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Risk Measure Inference
Christophe Hurlin
,
Sebastien Laurent
,
Rogier Quaedvlieg
,
Stephan Smeekes
2015
Preprints, Working Papers, ...
halshs-00877279v3
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Statistique et probabilités en économie-gestion
Christophe Hurlin
,
Valérie Mignon
Dunod, 2015, Collection Openbook
Books
hal-01411459v1
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A DARE for VaR
Benjamin Hamidi
,
Christophe Hurlin
,
Patrick Kouontchou
,
Bertrand Maillet
Finance, 2015, 36 (1), 7-38 p
Journal articles
hal-02312327v1
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A DARE for VaR
Benjamin Hamidi
,
Christophe Hurlin
,
Patrick Kouontchou
,
Bertrand Maillet
Journal articles
hal-01243402v1
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Do We Need Ultra-High Frequency Data to Forecast Variances?
Georgiana-Denisa Banulescu
,
Bertrand Candelon
,
Christophe Hurlin
,
Sébastien Laurent
2014
Preprints, Working Papers, ...
halshs-01078158v1
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Implied Risk Exposures
Sylvain Benoît
,
Christophe Hurlin
,
Christophe Pérignon
2014
Preprints, Working Papers, ...
halshs-00836280v3
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