Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Regulatory Learning: how to supervise machine learning models? An application to credit scoring.

AUC, Big data, Credit scoring, Machine learning, Regulation

Regulatory learning: How to supervise machine learning models? An application to credit scoring.

AUC, Big data, Credit scoring, Machine learning, Regulation

Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds.

Credit scoring, Econo- metrics, Econometrics, Interpretability, Machine Learning, Machine learning, Risk management

Machine Learning and new data sources for credit scoring.

Apprentissage automatique, Credit scoring, Machine Learning ML, New data, Nouvelles données, Scoring de crédit

Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds *.

Credit scoring, Econometrics, Interpretability, Machine Learning, Risk management

Essays on credit risk modeling.

Algorithme génétique, Apprentissage machine, Artificial intelligence, Bank, Banque, Basel 3, Bâle 3, Credit Scoring, Credit rating, Default probability, Genetic algorithm, Grandes entreprises, Intelligence artificielle, Large corporates, Logistic regression, Machine learning, Modélisation prédictive, Notation, PME, Predictive modelling, Probabilité de défaut, Régression logistique, SME

Least Impulse Response Estimator for Stress Test Exercises.

Basel Regulation, Beta Regression, Credit Scoring, Expected Loss-Given-Default, Impulse Response, LIR Estimation, Moebius Transformation, Pseudo-Maximum Likelihood, Stress Test

Least impulse response estimator for stress test exercises.

Basel Regulation, Beta Regression, Credit Scoring, Expected Loss-Given-Default, Impulse Response, LIR Estimation, Moebius Transformation, Pseudo-Maximum Likelihood, Stress Test

Least Impulse Response Estimator for Stress Test Exercises.

Basel Regulation, Beta Regression, Credit Scoring, Expected Loss-Given-Default, Impulse Response, LIR Estimation, Moebius Transformation, Pseudo-Maximum Likelihood, Stress Test