| Credit spread approximation and improvement using random forest regression M Mercadier, JP Lardy European Journal of Operational Research 277 (1), 351-365, 2019 | 60 | 2019 |
| A one-sided vysochanskii-petunin inequality with financial applications M Mercadier, F Strobel European Journal of Operational Research 295 (1), 374-377, 2021 | 14 | 2021 |
| 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 | 6 | 2021 |
| (Simple) ΔCoVaR bounds M Mercadier, F Strobel Applied Economics Letters 30 (14), 1874-1881, 2023 | 2 | 2023 |
| 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 | 2 | 2022 |
| Quantum-enhanced versus classical Support Vector Machine: An application to stock index forecasting M Mercadier Available at SSRN 4630419, 2023 | 1 | 2023 |
| 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 | 1 | 2022 |
| Bank insolvency risk, Z-score measures and unimodal returns: A refinement M Mercadier, F Strobel The Quarterly Review of Economics and Finance, 101919, 2024 | | 2024 |
| 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 |
| 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 |
