Details about Denisa Banulescu-Radu

Access statistics for papers by Denisa Banulescu-Radu.

Last updated 2026-10-29. Update your information in the RePEc Author Service.

Short-id: pba2220

Working Papers

2025

1. Data science for insurance fraud detection: a review
   Post-Print, HAL
   See also Chapter Data Science for Insurance Fraud Detection: A Review, Springer Books, Springer (2025) (2025)
2. Modelling volatility in turbulent times: a Robust Realized GARCH framework
   Working Papers, HAL

2023

3. Practical guideline to efficiently detect insurance fraud in the era of machine learning: A household insurance case
   Post-Print, HAL View citations (1)

2022

4. L’intelligence artificielle, le machine learning et le deep learning: les défis de leur utilisation dans la détection de la fraude
   Post-Print, HAL

2021

5. Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
   Post-Print, HAL View citations (18)
   Also in Working Papers, University of Geneva, Geneva School of Economics and Management (2020)
   Working Papers, HAL (2020) View citations (3)
   See also Journal Article Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures, Management Science, INFORMS (2021) View citations (18) (2021)
6. Fraud detection in the era of Machine Learning: a household insurance case
   LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

2019

7. Do High-frequency-based Measures Improve Conditional Covariance Forecasts?
   LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans
   Also in Post-Print, HAL (2019)
8. Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences
   LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

2016

9. Do We Need High Frequency Data to Forecast Variances?
   Post-Print, HAL View citations (5)
   See also Journal Article Do We Need High Frequency Data to Forecast Variances?, Annals of Economics and Statistics, GENES (2016) View citations (2) (2016)

Journal Articles

2021

1. Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
   Management Science, 2021, 67, (9), 5730-5754 View citations (18)
   See also Working Paper Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures, Post-Print (2021) View citations (18) (2021)

2016

2. Do We Need High Frequency Data to Forecast Variances?
   Annals of Economics and Statistics, 2016, (123-124), 135-174 View citations (2)
   See also Working Paper Do We Need High Frequency Data to Forecast Variances?, Post-Print (2016) View citations (5) (2016)

2015

3. Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
   Journal of Banking & Finance, 2015, 50, (C), 575-588 View citations (67)

Chapters

2025

1. Data Science for Insurance Fraud Detection: A Review
   Springer
   See also Working Paper Data science for insurance fraud detection: a review, HAL (2025) (2025)