Details about Andres Alonso

Access statistics for papers by Andres Alonso.

Last updated 2024-03-08. Update your information in the RePEc Author Service.

Short-id: pal1095

Working Papers

2022

1. Accuracy of explanations of machine learning models for credit decisions
   Working Papers, Banco de España

2021

2. Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
   Working Papers, Banco de España View citations (6)

2020

3. Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost
   Working Papers, Banco de España View citations (13)

2019

4. Financial innovation for a sustainable economy
   Occasional Papers, Banco de España View citations (9)
5. Innovación financiera para una economía sostenible
   Occasional Papers, Banco de España View citations (1)

Journal Articles

2023

1. Analysis of CBDC narrative by central banks using large language models
   Finance Research Letters, 2023, 58, (PC) View citations (3)

2022

2. Can machine learning models save capital for banks? Evidence from a Spanish credit portfolio
   International Review of Financial Analysis, 2022, 84, (C) View citations (4)
3. Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction
   Financial Innovation, 2022, 8, (1), 1-35 View citations (9)