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19 November 2018
Brummelhuis, Raymond and Luo, Zhongmin (2018) Arbitrage opportunities in CDS term structure: theory and implications for OTC derivatives. SSRN Journal , ISSN 1556-5068.
2 April 2019
Brummelhuis, Raymond and Luo, Zhongmin (2019) Bank net interest margin forecasting and capital adequacy stress testing by machine learning techniques. SSRN Journal , ISSN 1556-5068.
30 April 2019
Brummelhuis, Raymond and Luo, Zhongmin (2019) CDS proxy construction via machine learning techniques part I: methodology and results. Journal of Financial Data Science 1 (2), pp. 111-127. ISSN 2640-3943.
Brummelhuis, Raymond and Luo, Zhongmin (2019) CDS proxy construction via machine learning techniques part II: parametrization, correlation, benchmarking. Journal of Financial Data Science 1 (2), pp. 128-151. ISSN 2640-3943.