Francesco Roccazzella

IESEG School of Management

SCHOLARLY PAPERS

2

DOWNLOADS

113

TOTAL CITATIONS

5

Scholarly Papers (2)

1.

Business Cycle and Realized Losses in the Consumer Credit Industry

Number of pages: 36 Posted: 09 Jan 2024
Francesco Roccazzella, Walter Distaso and Frédéric D. Vrins
IESEG School of Management, Imperial College Business School and LFIN/LIDAM, UCLouvain
Downloads 64 (681,310)

Abstract:

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Credit Risk, Consumer Credit, Loss Given Default, Non-Performing Loans

2.

Meta-Learning Approaches for Recovery Rate Prediction

Number of pages: 33 Posted: 26 Mar 2022
Francesco Roccazzella, Paolo Gambetti and Frédéric D. Vrins
IESEG School of Management, Louvain Finance Center (LFIN), UCLouvain and LFIN/LIDAM, UCLouvain
Downloads 49 (768,938)
Citation 5

Abstract:

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Finance, Forecasting, Credit Risk, Machine Learning, Recovery rate