Christophe Mues
University of Southampton
H-index: 29
Europe-United Kingdom
Top articles of Christophe Mues
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A Distributionally Robust Optimisation Approach to Fair Credit Scoring | arXiv preprint arXiv:2402.01811 | Pablo Casas Christophe Mues Huan Yu | 2024/2/2 |
Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction | arXiv preprint arXiv:2402.00299 | Sahab Zandi Kamesh Korangi María Óskarsdóttir Christophe Mues Cristián Bravo | 2024/2/1 |
Modelling credit card exposure at default using vine copula quantile regression | European Journal of Operational Research | Suttisak Wattanawongwan Christophe Mues Ramin Okhrati Taufiq Choudhry Mee Chi So | 2023/11/16 |
Credit Risk and Artificial Intelligence: On the Need for Convergent Regulation | Available at SSRN 4615412 | Cristián Bravo Raffaella Calabrese Stefan Lessmann Christophe Mues María Óskarsdóttir | 2023/10/27 |
A transformer-based model for default prediction in mid-cap corporate markets | European Journal of Operational Research | Kamesh Korangi Christophe Mues Cristián Bravo | 2023/7/1 |
A mixture model for credit card exposure at default using the GAMLSS framework | International Journal of Forecasting | Suttisak Wattanawongwan Christophe Mues Ramin Okhrati Taufiq Choudhry Mee Chi So | 2023/1/1 |
Deep residential representations: Using unsupervised learning to unlock elevation data for geo-demographic prediction | ISPRS Journal of Photogrammetry and Remote Sensing | Matthew Stevenson Christophe Mues Cristián Bravo | 2022/5/1 |
The value of text for small business default prediction: A deep learning approach | European Journal of Operational Research | Matthew Stevenson Christophe Mues Cristián Bravo | 2021/12/1 |
How can lenders prosper? Comparing machine learning approaches to identify profitable peer-to-peer loan investments | European Journal of Operational Research | Trevor Fitzpatrick Christophe Mues | 2021/10/16 |
Co-Authors
