A transformer-based model for default prediction in mid-cap corporate markets. - Kamesh Korangi; Christophe Mues; Cristián Bravo (Eur. J. Oper. Res., 2023)

Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks. - Kamesh Korangi; Christophe Mues; Cristián Bravo (CoRR, 2024)

Attention-based dynamic multilayer graph neural networks for loan default prediction. - Sahab Zandi; Kamesh Korangi; María Óskarsdóttir; Christophe Mues; Cristián Bravo (Eur. J. Oper. Res., 2025)