Christophe hurlin website

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August undefined, 2024

WebChristophe Hurlin Department of Economics University of Orléans, France [email protected] Christophe Pérignon Finance Department HEC Paris, France [email protected] Victoria Stodden Department of Statistics Columbia University New York City, USA [email protected] Abstract—We believe computational science as … WebJul 12, 2024 · Christophe Hurlin, C. Pérignon; Published 12 July 2024; Economics; SSRN Electronic Journal; Reproducibility is key for building trust in research, yet it is not widespread in economics. We show how external certification can improve reproducibility in economics research. Such certification can be conducted by a trusted third party or …

The Fairness of Credit Scoring Models by Christophe Hurlin, …

WebCHRISTOPHE HURLIN* This paper proposes an original and unified toolbox to evaluate financial crisis early-warning systems (EWS). It presents four main advantages. First , it is a model free method which can be used to assess the forecasts issued from different EWS (probit, logit, Markov switching models, or combinations of models). WebEarly life. Hurlin was born in New York City and raised in Westchester County, New York. Her mother, was a Paul Taylor Dance Company dancer and left the company when she … the roman atwood podcast

Catherine Hurlin - Wikipedia

WebAlong with Christophe Hurlin, he co-founded RunMyCode, an online repository allowing researchers to share code and data associated with published papers (800,000+ individual visits); and cascad, a certification … WebChristophe Hurlin’s Post. Christophe Hurlin 4mo Report this post Vendredi, j’ai eu l’immense honneur et le plaisir d’assister à la soutenance de la thèse de ... WebJul 5, 2007 · A Theoretical and Empirical Comparison of Systemic Risk Measures. HEC Paris Research Paper No. FIN-2014-1030. Number of pages: 47 Posted: 21 Dec 2011 … tracks hanging system

A Theoretical and Empirical Comparison of Systemic Risk …

Catherine Hurlin - Wikipedia

WebFeb 18, 2024 · Our framework provides guidance on how algorithmic fairness can be monitored by. lenders, controlled by their regulators, and improved for the benefit of … WebMar 15, 2015 · Christophe Hurlin. University of Orleans. Christophe Pérignon. HEC Paris - Finance Department. Date Written: November 17, 2015. Abstract. We review the extensive literature on systemic risk and connect it to the current regulatory debate. While we take stock of the achievements of this rapidly growing field, we identify a gap between two … track shack winter parkWebBacktesting Marginal Expected Shortfall and Related Systemic Risk Measures. Denisa Banulescu-Radu. Laboratoire d'Economie d'Orleans, University of Orléans, 45067 … the roman attitude toward other religions was

"WebChristophe Hurlin External Author. RSS Show all. Staff working papers CoMargin. Staff Working Paper 2013-47 Jorge Cruz Lopez, Jeffrey H. Harris, Christophe Hurlin, … " - Christophe hurlin website

Christophe hurlin website

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WebCandelon, Bertrand, Elena-Ivona Dumitrescu, and Christophe Hurlin. "How to evaluate an early-warning system: Toward a uniﬁed statistical framework for assessing ﬁnancial crises forecasting methods." IMF Economic Review 60.1 (2012): 75-113. Kaminsky, Graciela, Saul Lizondo, and Carmen M. Reinhart. "Leading indicators of currency crises." WebChristophe Pérignon is Professor of Finance and Associate Dean for Research at HEC Paris, France. He is also the co-holder of the ACPR (Banque de France) Chair in Regulation and Systemic Risk. ... Journal of Banking and Finance, May 2024, vol. 102, pp 215-230, (in coll. with C. HURLIN, S. YEUNG, G. ISELI) Machine learning et nouvelles sources ...

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http://www.runmycode.org/companion/view/175 WebFeb 18, 2024 · Christophe Hurlin. University of Orleans. Christophe Pérignon. HEC Paris - Finance Department. Sébastien Saurin. University of Orleans, Laboratoire d'économie d'Orléans, Students. Date Written: May 19, 2024. Abstract. In credit markets, screening algorithms aim to discriminate between good-type and bad-type

WebChristophe Hurlin. Professor of Economics, University of Orleans. Verified email at univ-orleans.fr - Homepage. ... S Benoit, G Colletaz, C Hurlin, C Pérignon. Available at SSRN … Web2 PUBLICATIONS (Continued) Machine Learning et Nouvelles Sources de données pour le scoring de crédit, Revue d’Economie Financière, 135 (2024), 21-50 (with Christophe Hurlin) The Counterparty Risk Exposure of ETF Investors, Journal of Banking and Finance, 102 (2024), 215-230 (with Christophe Hurlin, Grégoire Iseli, and Stanley Yeung)

WebChristophe Hurlin External Author. RSS Show all. Staff working papers CoMargin. Staff Working Paper 2013-47 Jorge Cruz Lopez, Jeffrey H. Harris, Christophe Hurlin, Christophe Pérignon. We present CoMargin, a new methodology to estimate collateral requirements for central counterparties (CCPs) in derivatives markets. ... WebJul 5, 2007 · A Theoretical and Empirical Comparison of Systemic Risk Measures. HEC Paris Research Paper No. FIN-2014-1030. Number of pages: 47 Posted: 21 Dec 2011 Last Revised: 21 Jan 2014. Sylvain Benoit, Gilbert Colletaz, Christophe Hurlin and Christophe Pérignon. Université Paris Dauphine - LEDa-SDFi, University of Orleans, University of …

WebAug 26, 2024 · Christophe Pérignon is professor of finance and associate dean for research at HEC Paris, and Christophe Hurlin is professor of economics at the University of Orléans, France. They are co-founders of cascad , the Certification Agency for Scientific Code and Data.

http://www.runmycode.org/coder/view/151 track shared expensesWebDec 21, 2011 · Christophe Hurlin. University of Orleans. Christophe Pérignon. HEC Paris - Finance Department. Date Written: June 18, 2013. Abstract. We derive several popular systemic risk measures in a common framework and show that they can be expressed as transformations of market risk measures (e.g., beta). We also derive conditions under … theromanblindshopWebDec 20, 2024 · Christophe Hurlin Professeur d'Economie à l'Université d'Orléans, directeur du LEO et responsable du master ESA Published Dec 20, 2024 the roman army is know as aWebElena, Dumitrescuy, Sullivan, Hu e z, Christophe, Hurlin x, Sessi, Tokpavi {January 15, 2024 Abstract In the context of credit scoring, ensemble methods based on decision trees, such as the random forest method, provide better classi cation performance than standard logistic regression models. However, logistic regression remains the benchmark ... trackshare.comWebyLEO, University of Orleans. email: [email protected]. A substantial part of the work for this paper was undertaken in the Department of Economics of the University Paris IX Dauphine, EURIsCO. zI am grateful for the comments received from the participants of the econometric seminars at University trackshare issuesWebProfessor of Economics, Université d’Orléans, since 2002. Member of the scientific council of the ACPR, since 2024. Short Term Consultant, World Bank, 2004, 2005 et 2011. … tracks harcourtWebChristophe Hurlin. Home. Publications. Reproducible Research. Teaching Resources CV. More. Teaching resources. Notes: Download the syllabus, slides, exercises, exams, and … Christophe Hurlin. Home. Publications. Reproducible Research. Teaching … Chapitre 2 (pdf): Hurlin C. et Mignon V. (2005), Une synthèse des Tests de … Candelon B., Colletaz G., Hurlin C. and Tokpavi S. (2011), Backtesting Value-at … Notes: These teaching resources correspond to the course "Statistique … Colletaz G. and Hurlin C. (2007), Rapport pour l'Institut pour la Recherche de la … Résumé : Cette note propose une brève présentation des modèles à retards … Examen GMM 2010 : Test GMM de validitation d'intervalle de confiance, … Christophe Hurlin. Home. Publications. Reproducible Research. Teaching … Notes: ces ressources pédagogiques correspondent au cours d' Économétrie … track shared links to 3rd party content