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Contagion, Covid-19, Poisson autoregressive models
Copula, Two-step estimation, Operational Risk, VaR, Expected Shortfall
Credit risk management, Explainable AI , Financial Technologies , Similarity networks, Financial Networks, Machine Learning
operational risks, financial institutions, cyber risks, time to discovery, value-at-risk
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cyber risks, financial institutions, Operational risks, time to discovery, Value-At-Risk
Longitudinal models, Bayesian panel models, Credit risk, Default probability, Loss function
cyber risk, cloud services, financial institutions, bitcoin, cryptocurrencies, cyber cost, cyber regulation
Bitcoin, cloud services, cryptocurrencies, cyber cost, cyber regulation, cyber risk, financial institutions
Bayesian models, Rating models, Sustainable finance
Machine learning, Shapley values, Robo-advisory
Artificial Intelligence Risk Management, Concordance, Lorenz Curves, Ranks, Responsible Artificial Intelligence, Python
Machine Learning, Sustainability, Accuracy, Fairness, Explainability, Finance, Risk, AI Act.
Machine Learning, Sustainability, Accuracy, Fairness, explainability, Financial risk management
Centrality, COVID-19, Density, Financial Crises, Financial Networks, VAR
Lorenz Zonoids, Accuracy, Explainability, Fairness, Sustainability, Bitcoin price prediction
Shapley values, Lorenz Zonoids, Predictive accuracy
Credit Risk Management, Explainable AI, Expected Return, Financial Technologies
Artificial Intelligence, Lorenz Zonoids, Shapley values, Risk management
Portfolio Selection, Tail Risk, Extreme Downside Hedge, Systemic risk, Systematic risk.
stochastic processes, default probabilities, correlation networks, contagion effects
Artificial Intelligence, Predictive Accuracy, Receiver Operating Characteristic curve
Applied Bayesian models, Graphical Gaussian Models, Systemic financial risk
Contagion models, COVID-19, Poisson Autoregressive models, Reproduction number
Financial Contagion, Network Models, VAR, Bank Lending, Financial Markets
Crypto-Assets, Extreme Downside Hedge, Extreme Downside Correlation, Network Models, Systematic Risk, Systemic Risk
Clustering, Credit Scoring, Factor Models, FinTech, P2P Lending, Segmentation
Credit Risk Management, Explainable AI, Financial Technologies, Random Forest models.
Artificial Intelligence; Large Language Models; Credit Decisions
Artificial Intelligence, Large Language Models, Credit Decisions
Bayesian models, B-splines, COVID-19 disease, PARX models, INGARCHX models, NPI covariates.
Cryptocurrencies, Fintech, Stablecoins, Spillover, Variance Decomposition
Centrality, COVID-19, Financial Crises, NetVIX, Turbulence, VAR, VIX
Correlation networks, Network centrality, Portfolio optimization, Random Matrix theory
Machine learning, Quantitative trading, Recurrent networks, SAFE artificial intelligence
Feature attribution, Shapley values, Machine Learning, Explainability
Bail-In, CDS Spreads, Financial Networks, Systemic Risk
Credit Risk, Factor Models, Financial Technology, Peer-to-Peer, Scoring Models, Spatial Clustering
COVID-19, Epidemic Modelling, Hawkes Process, Interconnectedness, Mobility Networks.
Cyber Attacks, Concordance Measures, Operational Risks, Ordinal Data, Rank Regression
Diebold-Yilmaz Spillovers, Machine learning, Recurrent Neural Networks, Predictive accuracy
international banking, contagion risk, multi-layer networks, tensor decompositions
Banking, Contagion Risk, Multi-Layer Networks, Tensor Decompositions
Econometric models, Evaluating forecasts, Nonparametric methods
Financial Crisis, Graphical Lasso, Inter-Country Contagion, Inter-Institutional Contagion, Sovereign Crisis, Sparse Covariance Selection
COVID-19 Pandemic, Credit Rating models, Financial technologies
Credit Risk, Factor models, Fintech, Peer-to-Peer lending, Credit Scoring, Lasso, Segmentation
Credit Lending, Generative Artificial Intelligence, large language models, Trustworthy Artificial Intelligence.
Food industry, Extreme downside hedge, Extreme downside correlation, Systematic risk, Systemic risk.
Explainable Artificial Intelligence, Shapley Lorenz Values, Time series
Inequality measures, Gini index, Fourier transform, Bitcoin exchanges
Econometric models, Nonparametric methods, Explainable Models
Inequality measures, Gini index, Pietra index, Fourier transform, Scaling property
Ensemble tree models, Explainable AI, Concentration, Robustness, Cybersecurity, Phishing detection
Inequality Measurement, Multidimensional Inequality, Market Inequality, ESG, Decomposition Analysis, Sustainable Growth JEL: D63
Natural Language Processing, Accuracy, Sustainability, Responsible AI
Predictive accuracy, Concordance measures, Credit Scoring
Graphical network models, Islamic banking, Partial correlations, Systemic risk Measures
Bank of International Settlements data, Correlation networks, Exposure networks
Shapley-Lorenz, Artificial Intelligence Credit Scoring, Fairness Test
