Credit scoring based on a continuous scale for on-line credit quality control. - Kirill Romanyuk (EAIS, 2015)

A Credit Risk Model Based on Contour Subspaces for Decision Support Systems in Loan Granting. - Kirill Romanyuk (IntelliSys (1), 2016)

Time Series Analysis of Financial Statements for Default Modelling. - Kirill Romanyuk; Yuri Ichkitidze (SAI (1), 2020)

The Challenges of Using Big Data in the Consumer Credit Sector. - Kirill Romanyuk (SAI (2), 2021)

Impact of the COVID-19 Pandemic on the US Credit Default Swap Market. - Kirill Romanyuk (Complex., 2021)

Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression. - Darko B. Vukovic; Kirill Romanyuk; Sergey Ivashchenko; Elena M. Grigorieva (Expert Syst. Appl., 2022)

Dynamics in the Predictability of Credit Default Swap Spreads of EU Companies. - Kirill Romanyuk; Sarvar Anvarov; Mark Shumilov; Alecksey Zheleyko (Complex., 2023)