Branka Hadji-Misheva

University of Pavia - Department of Economics and Management

Strada Nuova, 65

Pavia , 27100

Italy

SCHOLARLY PAPERS

5

DOWNLOADS

668

SSRN CITATIONS
Rank 41,988

SSRN RANKINGS

Top 41,988

in Total Papers Citations

22

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

The Applicability of Self-Play Algorithms to Trading and Forecasting Financial Markets: A Feasibility Study

Number of pages: 15 Posted: 11 Mar 2021
University of Liechtenstein, University of Pavia - Department of Economics and Management, ZHAW School of Management and Law, University of Twente and Zurich University of Applied Sciences
Downloads 287 (201,958)
Citation 2

Abstract:

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artificial intelligence, self-play, machine learning, financial markets, trading

2.

An Overview - Stress Test Designs for the Evaluation of AI and ML Models Under Shifting Financial Conditions to Improve the Robustness of Models

Number of pages: 30 Posted: 22 Nov 2023
University of Twente, Council of Economic Advisors, Ministry of Finance, Hellenic Republic, Independent, University of Pavia - Department of Economics and Management, Kaunas University of Technology, University of Twente and Babes-Bolyai University - Faculty of Economics and Business Administration
Downloads 171 (329,681)

Abstract:

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Artificial Intelligence, Machine Learning, Financial Risk Management, Stress Testing, Model Robustness, Regulatory Compliance, Basel Committee Guidelines, Predictive Analytics, Financial Stability, Risk Governance

3.

Latent Factor Models for Credit Scoring in P2P Systems

Number of pages: 15 Posted: 09 Feb 2019
Daniel Felix Ahelegbey, Paolo Giudici and Branka Hadji-Misheva
University of Essex - Department of Mathematics, University of Pavia and University of Pavia - Department of Economics and Management
Downloads 92 (528,008)
Citation 6

Abstract:

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Credit Risk, Factor Models, Financial Technology, Peer-to-Peer, Scoring Models, Spatial Clustering

4.

Digital Finance - Reaching New Frontiers

Number of pages: 12 Posted: 11 Dec 2022
Joerg Osterrieder, Branka Hadji-Misheva and Marcos Machado
University of Twente, University of Pavia - Department of Economics and Management and University of Twente
Downloads 63 (654,620)

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Digital Finance, Artificial Intelligence, Machine Learning, European Union

5.

Factorial Network Models To Improve P2P Credit Risk Management

Frontiers in Artificial Intelligence, Vol. 2, Article 8, 2019
Number of pages: 13 Posted: 02 Apr 2019 Last Revised: 26 Aug 2019
Daniel Felix Ahelegbey, Paolo Giudici and Branka Hadji-Misheva
University of Essex - Department of Mathematics, University of Pavia and University of Pavia - Department of Economics and Management
Downloads 55 (698,582)
Citation 16

Abstract:

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Credit Risk, Factor models, Fintech, Peer-to-Peer lending, Credit Scoring, Lasso, Segmentation