| Credit risk analysis using machine and deep learning models PM Addo, D Guegan, B Hassani Risks 6 (2), 38, 2018 | 333 | 2018 |
| Nonlinear dynamics and recurrence plots for detecting financial crisis PM Addo, M Billio, D Guegan The North American Journal of Economics and Finance 26, 416-435, 2013 | 86 | 2013 |
| Credit risk analysis using machine and deep learning models. Risks, 6 (2), 38 PM Addo, D Guegan, B Hassani | 15 | 2018 |
| Understanding exchange rates dynamics MP Addo, M Billio, D Guegan Proceedings of the 20th international conference on computational statistics …, 2012 | 14 | 2012 |
| Nonlinear dynamics and wavelets for business cycle analysis PM Addo, M Billio, D Guégan Wavelet applications in economics and finance, 73-100, 2014 | 12 | 2014 |
| Alternative methodology for turning-point detection in business cycle: A wavelet approach PM Addo, M Billio, D Guegan Documents de travail du Centre d'Economie de la Sorbonne 12023, 1-18, 2012 | 11 | 2012 |
| Exploring nonlinearity on the CO2 emissions, economic production and energy use nexus: a causal discovery approach PM Addo, C Manibialoa, F McIsaac Energy Reports 7, 6196-6204, 2021 | 9 | 2021 |
| The univariate MT-STAR model and a new linearity and unit root test procedure PM Addo, M Billio, D Guégan Computational statistics & data analysis 76, 4-19, 2014 | 7 | 2014 |
| Turning point chronology for the euro area: A distance plot approach PM Addo, M Billio, D Guegan OECD Journal: Journal of Business Cycle Measurement and Analysis 2014 (1), 1-14, 2014 | 6 | 2014 |
| The kiss of information theory that captures systemic risk PM Addo, P De Peretti, H Gatfaoui, J Runge | 5 | 2014 |
| Multivariate self-exciting threshold autoregressive models with exogenous input PM Addo arXiv preprint arXiv:1407.7738, 2014 | 4 | 2014 |
| Turning point chronology for the Euro-Zone: A Distance Plot Approach PM Addo, M Billio, D Guegan | 3 | 2013 |
| Insights to the European debt crisis using recurrence quantification and network analysis PM Addo | 2 | 2015 |
| A test for a new modelling: The Univariate MT-STAR Model MP Addo, M Billio, D Guegan Documents de travail du Centre d'Economie de la Sorbonne 11083, 1-19, 2011 | 2 | 2011 |
| Detection and quantification of causal dependencies in multivariate time series: a novel information theoretic approach to understanding systemic risk PM Addo, P De Peretti Documents de travail du centre d’economie de la sorbonne, Universite …, 2014 | 1 | 2014 |
| Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks PM Addo | | 2015 |
| OECD Journal: Journal of Business Cycle Measurement and Analysis: Turning point chronology for the euro area PM Addo, M Billio, D Guégan OECD: Organisation for Economic Co-operation and Development, 2014 | | 2014 |
| Modern approaches for nonlinear data analysis of economic and financial time series PM Addo Université Panthéon-Sorbonne-Paris I; Università degli studi (Venise, Italie), 2014 | | 2014 |
| Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis PM Addo, M Billio, DGU EGAN Documents de travail du Centre d'Economie de la Sorbonne, 2013 | | 2013 |
| A New Modelling Test: The Univariate MT-STAR Model PM Addo, M Billio, DGU EGAN Documents de travail du Centre d'Economie de la Sorbonne, 2013 | | 2013 |
Bertrand HassaniUniversité Paris 1 Pantheon-Sorbonne, University College LondonVerified email at quant.global
