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Marcos Machado

University of Twente

SCHOLARLY PAPERS

6

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1,772

TOTAL CITATIONS

1

Scholarly Papers (6)

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1.

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
Joerg Osterrieder, Veni Arakelian, Ioana Florina Coita, Branka Hadji-Misheva, Audrius Kabasinskas, Marcos Machado and Codruta Mare
University of Applied Sciences of the Grisons, Council of Economic Advisors, Ministry of Finance, Hellenic Republic, Universitatea din Oradea, 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 734 (88,714)

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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

2.

Predicting Retail Customers' Distress: Early Warning Systems and Machine Learning Applications

Number of pages: 26 Posted: 08 Mar 2024
Jaap Beltman, Joerg Osterrieder and Marcos Machado
University of Twente, University of Applied Sciences of the Grisons and University of Twente
Downloads 349 (214,362)
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Early Warning Systems, Machine Learning, Meta-model, Retail Customers, Finance

3.

Forecasting Commercial Customers Credit Risk Through Early Warning Signals Data: A Machine Learning based Approach

Number of pages: 28 Posted: 09 Apr 2024
Marcos Machado, Joerg Osterrieder and Daniel Chen
University of Twente, University of Applied Sciences of the Grisons and University of Twente
Downloads 341 (233,602)

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Machine Learning, Early Warning System, Credit Risk, Watchlist, Financial Distress Predictions, XAI

4.

Modeling Commodity Price Co-Movement: Building on Traditional Methods & Exploring Applications of Machine Learning Models

Number of pages: 30 Posted: 08 Mar 2024
Luca Kozian, Joerg Osterrieder and Marcos Machado
University of Twente, University of Applied Sciences of the Grisons and University of Twente
Downloads 127 (569,079)

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Commodities, Co-movement, Gerber statistic, VAR, VARX, Random Forest

5.

Integration of Early Warning Systems and Customer Segmentation Methods in the Financial Industry - A Systematic Literature Review

Number of pages: 25 Posted: 08 Mar 2024
Alessandro Amato, Joerg Osterrieder and Marcos Machado
University of Twente, University of Applied Sciences of the Grisons and University of Twente
Downloads 119 (604,538)

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Early Warning Systems, Customer Segmentation, Lending Settings, Unsupervised Learning, Systematic Literature Review

6.

Digital Finance - Reaching New Frontiers

Number of pages: 12 Posted: 11 Dec 2022
Joerg Osterrieder, Branka Hadji-Misheva and Marcos Machado
University of Applied Sciences of the Grisons, University of Pavia - Department of Economics and Management and University of Twente
Downloads 102 (679,608)

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Digital Finance, Artificial Intelligence, Machine Learning, European Union