281 citations
- University of LeicesterGB34 papers
- University of BucharestRO9 papers
- Sapienza University of RomeIT7 papers
- Vrije Universiteit BrusselBE7 papers
- London South Bank UniversityGB6 papers
- Babeș-Bolyai UniversityRO5 papers
- University of LiègeBE5 papers
- Universitatea Națională de Știință și Tehnologie Politehnica BucureștiRO4 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- Laboratoire Paul PainlevéFR3 papers
- Trinity College DublinIE3 papers
- University of TehranIR3 papers
79 papers
Incorporating data drift to perform survival analysis on credit risk
Jianwei Peng, Stefan Lessmann
Survival analysis has become a standard approach for modelling time to default by time-varying covariates in credit risk. Unlike most existing methods that implicitly assume a stat…
Note on pre-taxation reported data by UK FTSE-listed companies. A search for Benford's laws compatibility
Marcel Ausloos, Probowo Erawan Sastroredjo, Polina Khrennikova
Pre-taxation analysis plays a crucial role in ensuring the fairness of public revenue collection. It can also serve as a tool to reduce the risk of tax avoidance, one of the UK gov…
New inequality indicators for team ranking in multi-stage female professional cyclist races
Marcel Ausloos
Cycling competition is highly interesting since the team ranking is based on the best performance of some subset of team members. The paper develops new inequality indicators, a me…
Should one (be allowed to) replace the Cippolini's?
Marcel Ausloos
One examines and discusses proposals on whether riders could be replaced in a team during multi-stage races, and how much a team final time at the end of the race would change (be…
Eco-Innovation and Earnings Management: Unveiling the Moderating Effects of Financial Constraints and Opacity in FTSE All-Share Firms
Probowo Erawan Sastroredjo, Marcel Ausloos, Polina Khrennikova
Our research investigates the relationship between eco-innovation and earnings management among 567 firms listed on the FTSE All-Share Index from 2014 to 2022. By examining how sus…
A theory of best choice selection through objective arguments grounded in Linear Response Theory concepts
Marcel Ausloos, Giulia Rotundo, Roy Cerqueti
In this paper, we propose how to use objective arguments grounded in statistical mechanics concepts in order to obtain a single number, obtained after aggregation, which would allo…