Christophe Hurlin

According to our database, Christophe Hurlin authored at least 7 papers between 2012 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2022

Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects.

Elena Dumitrescu, Sullivan Hué, Christophe Hurlin, Sessi Tokpavi

Eur. J. Oper. Res., 2022

Explainable Performance.

Sullivan Hué, Christophe Hurlin, Christophe Pérignon, Sébastien Saurin

CoRR, 2022

The Fairness of Credit Scoring Models.

Christophe Hurlin, Christophe Pérignon, Sébastien Saurin

CoRR, 2022

2021

Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.

Denisa Banulescu-Radu, Christophe Hurlin, Jérémy Leymarie, Olivier Scaillet

Manag. Sci., 2021

2018

Loss functions for Loss Given Default model comparison.

Christophe Hurlin, Jérémy Leymarie, Antoine Patin

Eur. J. Oper. Res., 2018

2013

Is public capital really productive? A methodological reappraisal.

Christophe Hurlin, Alexandru Minea

Eur. J. Oper. Res., 2013

2012

RunMyCode.org: A novel dissemination and collaboration platform for executing published computational results.

Victoria Stodden, Christophe Hurlin, Christophe Pérignon

Proceedings of the 8th IEEE International Conference on E-Science, 2012