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Details about Mathieu Mercadier

Workplace:École Supérieure de Commerce de Clermont (Clermont Business School), (more information at EDIRC)

Access statistics for papers by Mathieu Mercadier.

Last updated 2022-07-07. Update your information in the RePEc Author Service.

Short-id: pme946

Jump to Journal Articles

Working Papers

2021

  1. A one-sided Vysochanskii-Petunin inequality with financial applications
    Post-Print, HAL Downloads
    See also Journal Article A one-sided Vysochanskii-Petunin inequality with financial applications, European Journal of Operational Research, Elsevier (2021) Downloads (2021)
  2. Credit spread approximation and improvement using random forest regression
    Papers, arXiv.org Downloads
    Also in Post-Print, HAL (2019) Downloads View citations (7)
    Post-Print, HAL (2019) View citations (8)
    See also Journal Article Credit spread approximation and improvement using random forest regression, European Journal of Operational Research, Elsevier (2019) Downloads View citations (7) (2019)

Journal Articles

2021

  1. A one-sided Vysochanskii-Petunin inequality with financial applications
    European Journal of Operational Research, 2021, 295, (1), 374-377 Downloads
    See also Working Paper A one-sided Vysochanskii-Petunin inequality with financial applications, Post-Print (2021) Downloads (2021)

2019

  1. Credit spread approximation and improvement using random forest regression
    European Journal of Operational Research, 2019, 277, (1), 351-365 Downloads View citations (7)
    See also Working Paper Credit spread approximation and improvement using random forest regression, Papers (2021) Downloads (2021)
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