Mercadier, Mathieu, Tarazi, Amine, Armand, Paul and Lardy, Jean-Pierre (2025) Monitoring bank risk around the world using unsupervised learning. European Journal of Operational Research, 324 . pp. 590-615. ISSN 1872-6860
Kumar Satish, Naresh, Mercadier, Mathieu, Muntean, Cristina Hava 
ORCID: 0000-0001-5082-9253 and Simiscuka, Anderson Augusto ORCID: 0000-0002-0851-2452
(2025)
Forecasting Ethereum Prices with Machine Learning, Deep Learning, and Explainable Artificial Intelligence Using Multi-source Market Articles and Hybrid Sentiment Analysis.
In: International Conference on Deep Learning Theory and Applications, June 12–13, 2025, Bilbao, Spain.
ISBN 978-3-032-04339-9
Mercadier, Mathieu, Rannou, Yves, Boutabba, Mohamed Amine and Chen, Jinzhao (2025) How Do Socially Responsible Investment Funds Go Green? The Influence of Investment Styles and managers' Experience. International Journal of Finance & Economics, 30 (3). pp. 3138-3168. ISSN 1099-1158
Mercadier, Mathieu and Strobel, Frank (2024) Bank insolvency risk, Z-score measures and unimodal returns: A refinement. The Quarterly Review of Economics and Finance, 98 . ISSN 1062-9769
Mercadier, Mathieu and Strobel, Frank (2023) (Simple) ΔCoVaR bounds. Applied Economics Letters, 30 (14). pp. 1874-1881. ISSN 1350-4851
Mercadier, Mathieu (2022) CDS approximation accuracy improvement with CART and random forest algorithms based on a time span including the COVID-19 pandemic period. In: Zopounidis, Constantin, Girard-Guerraud, Carine and Bouaiss, Karima, (eds.) Recent Trends in Financial Engineering: Towards More Sustainable Social Impact. World Scientific, New Jersey, pp. 39-63. ISBN 978-981-12-6048-3
