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  15. Bellotti, Anthony [Author] ; Brigo, Damiano [Other]; Gambetti, Paolo [Other]; Vrins, Frédéric D. [Other]

    Forecasting Recovery Rates on Non-Performing Loans with Machine Learning

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    [S.l.]: SSRN, [2019]

    Published in: Credit Scoring and Credit Control Conference XVI

  16. Lassance, Nathan [Author]; Vanderveken, Rodolphe [Author]; Vrins, Frédéric D. [Author]

    On the Optimal Combination of Naive and Mean-Variance Portfolio Strategies

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    [S.l.]: SSRN, [2022]

  17. Brigo, Damiano [Author]; Jeanblanc, Monique [Author]; Vrins, Frédéric [Author]

    SDEs with uniform distributions : peacocks, conic martingales and mean reverting uniform diffusions - [This version: December 9, 2016]

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    [Louvain-la-Neuve]: CORE, [2016]

    Published in: Université catholique de Louvain: CORE discussion papers ; 201604600

  18. Adem, J. [Author] ; Theunissen, Arnaud [Other]; Verhasselt, S. [Other]; Gerstein-Alvarez, Moises [Other]; Vrins, Frédéric D. [Other]

    Understanding Decreasing CDS Curves

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    [S.l.]: SSRN, [2010]