Li, W.,
Paraschiv, F. & Sermpinis, G. (2022). A Data-driven Explainable Case-based
Reasoning Approach for Financial Risk Detection. Under review. Available at: http://arxiv.org/pdf/2107.08808. First round R&R in Quantitative Finance.
Böhnke, V., Paraschiv, F., & Reite, E.J. (2022). Back to the Roots of Internal Credit Risk Models : Why Do Banks’ Risk-Weighted Asset Levels Converge over Time? Available at: EFMA 2021_stage-2049_question-FullPaper_id-150.pdf (efmaefm.org)
Escobar, D., Paraschiv, F. & Schürle, M. (2022). Pricing electricity futures with distortion functions under model ambiguity. (Awarded by the Austrian Operations Research Society). Under review.
Patriarca, C., Russo, M. & Paraschiv, F. (2022). Design Thinking Behind Vehicle-to-Grid: Smart Charging Parking for Urban Areas. Under review.
Benth, F.E., Paraschiv, F., Russo, M. (2022). A Multifactor Random Field Model for the Term Structure of Interest Rates. Work in progress.
Halser, C., Paraschiv, F., Russo, M. (2022). Natural Gas Markets on Three Continents. Work in progress.
Paraschiv, F., Russo, M. (2022). Do Corporate Green Bonds Fetch a Greenium? Work in progress.
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