2 papers
stat.ML2021
Look Who's Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default
Lisa Crosato, Caterina Liberati, Marco Repetto
Academic research and the financial industry have recently paid great attention to Machine Learning algorithms due to their power to solve complex learning tasks. In the field of f…
q-fin.TR2012
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil
Caterina Liberati, Massimiliano Marzo, Paolo Zagaglia +1
We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use…