Follow
Mathieu Mercadier
Mathieu Mercadier
Assistant Professor in Business Analytics
Verified email at dcu.ie
Title
Cited by
Cited by
Year
Credit spread approximation and improvement using random forest regression
M Mercadier, JP Lardy
European Journal of Operational Research 277 (1), 351-365, 2019
542019
A one-sided vysochanskii-petunin inequality with financial applications
M Mercadier, F Strobel
European Journal of Operational Research 295 (1), 374-377, 2021
112021
Banks’ risk clustering using k-means: a method based on size and individual & systemic risks
M Mercadier, A Tarazi, P Armand, JP Lardy
Available at SSRN 3946293, 2021
52021
(Simple) ΔCoVaR bounds
M Mercadier, F Strobel
Applied Economics Letters 30 (14), 1874-1881, 2023
22023
How green are SRI labeled funds? Insights from a Machine Learning based clustering approach
Y Rannou, MA Boutabba, M Mercadier
Insights from a Machine Learning Based Clustering Approach (October 6, 2022), 2022
22022
How can SRI labels be reinvented in Europe? Evidence from the French SRI label
Y Rannou, MA Boutabba, M Mercadier
Evidence from the French Sri Label, 2022
12022
Quantum-enhanced versus classical Support Vector Machine: An application to stock index forecasting
M Mercadier
Available at SSRN 4630419, 2023
2023
How SRI Funds Go Green? The Role of Investment Styles and Experience of Fund Managers
M Mercadier, Y Rannou, MA Boutabba, J Chen
The Role of Investment Styles and Experience of Fund Managers, 2023
2023
Bank insolvency risk, Z-score measures and unimodal returns: A refinement
M Mercadier, F Strobel
Z-Score Measures and Unimodal Returns: a Refinement (January 17, 2023), 2023
2023
CDS Approximation Accuracy Improvement with Cart and Random Forest Algorithms Based on a Time Span Including the COVID-19 Pandemic Period
M Mercadier
Recent Trends in Financial Engineering: Towards More Sustainable Social …, 2023
2023
The system can't perform the operation now. Try again later.
Articles 1–10