Elena-Ivona Dumitrescu

CEROS, Paris Nanterre University

200 avenue de la République

NANTERRE, 92000

France

SCHOLARLY PAPERS

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1

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Scholarly Papers (2)

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1.

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

Number of pages: 42 Posted: 07 Apr 2020 Last Revised: 15 Jan 2021
Elena-Ivona Dumitrescu, Sullivan Hué, Christophe Hurlin and sessi tokpavi
CEROS, Paris Nanterre University, Laboratoire d'Economie d'Orléans, University of Orleans and affiliation not provided to SSRN
Downloads 419 (99,706)
Citation 3

Abstract:

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

2.

Parameter Estimation With Out-of-Sample Objective

Number of pages: 53 Posted: 24 May 2018
Peter Reinhard Hansen and Elena-Ivona Dumitrescu
University of North Carolina (UNC) at Chapel Hill - Department of Economics and CEROS, Paris Nanterre University
Downloads 53 (512,172)
Citation 2

Abstract:

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Estimation, Forecasting, Out-of-Sample, LinEx Loss, Multi-Step Forecasting