Credit spread approximation and improvement using random forest regression. - Mathieu Mercadier; Jean-Pierre Lardy (Eur. J. Oper. Res., 2019)

A one-sided Vysochanskii-Petunin inequality with financial applications. - Mathieu Mercadier; Frank Strobel (Eur. J. Oper. Res., 2021)

Monitoring bank risk around the world using unsupervised learning. - Mathieu Mercadier; Amine Tarazi; Paul Armand; Jean-Pierre Lardy (Eur. J. Oper. Res., 2025)