Mathieu Mercadier

Personal Details

First Name:	Mathieu
Middle Name:
Last Name:	Mercadier
Suffix:
RePEc Short-ID:	pme946
	[This author has chosen not to make the email address public]
Terminal Degree:	2020 Laboratoire d'Analyse et de Prospective Économique (LAPE); Faculté de Droit et des Sciences Économiques; Université de Limoges (from RePEc Genealogy)

Affiliation

Business School
Dublin City University

Dublin, Ireland
http://www.dcu.ie/dcubs/
RePEc:edi:bsdcuie (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Mathieu Mercadier & Jean-Pierre Lardy, 2021. "Credit spread approximation and improvement using random forest regression," Papers 2106.07358, arXiv.org.
   • Mercadier, Mathieu & Lardy, Jean-Pierre, 2019. "Credit spread approximation and improvement using random forest regression," European Journal of Operational Research, Elsevier, vol. 277(1), pages 351-365.
   • Mathieu Mercadier & Jean-Pierre Lardy, 2019. "Credit Spread Approximation and Improvement using Random Forest Regression," Post-Print hal-02057019, HAL.
   • Mathieu Mercadier & Jean-Pierre Lardy, 2019. "Credit spread approximation and improvement using random forest regression," Post-Print hal-03241566, HAL.

   Cited by:

   1. Solomon Y. Deku & Alper Kara & Artur Semeyutin, 2021. "The predictive strength of MBS yield spreads during asset bubbles," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 111-142, January.
   2. Hoang Hiep Nguyen & Jean-Laurent Viviani & Sami Ben Jabeur, 2025. "Bankruptcy prediction using machine learning and Shapley additive explanations," Review of Quantitative Finance and Accounting, Springer, vol. 65(1), pages 107-148, July.
   3. Sami Ben Jabeur & Salma Mefteh-Wali & Jean-Laurent Viviani, 2024. "Forecasting gold price with the XGBoost algorithm and SHAP interaction values," Annals of Operations Research, Springer, vol. 334(1), pages 679-699, March.
   4. Nami, Nazanin & Pishchulov, Grigory & Quariguasi Frota Neto, Joao, 2025. "Circular economy application in pharmaceutical supply chains in the UK: a holistic evolutionary game approach," European Journal of Operational Research, Elsevier, vol. 326(3), pages 451-466.
   5. Nielson, Jordan & Bhaganagar, Kiran & Meka, Rajitha & Alaeddini, Adel, 2020. "Using atmospheric inputs for Artificial Neural Networks to improve wind turbine power prediction," Energy, Elsevier, vol. 190(C).
   6. Mercadier, Mathieu & Strobel, Frank, 2021. "A one-sided Vysochanskii-Petunin inequality with financial applications," European Journal of Operational Research, Elsevier, vol. 295(1), pages 374-377.
      • Mathieu Mercadier & Frank Strobel, 2021. "A one-sided Vysochanskii-Petunin inequality with financial applications," Post-Print hal-03241628, HAL.
   7. Tolga Yalçin & Pol Paradell Solà & Paschalia Stefanidou-Voziki & Jose Luis Domínguez-García & Tugce Demirdelen, 2023. "Exploiting Digitalization of Solar PV Plants Using Machine Learning: Digital Twin Concept for Operation," Energies, MDPI, vol. 16(13), pages 1-17, June.
   8. Hoang Hiep Nguyen & Jean-Laurent Viviani & Sami Ben Jabeur, 2023. "Bankruptcy prediction using machine learning and Shapley additive explanations," Post-Print hal-04223161, HAL.
   9. Mohammad S. Uddin & Guotai Chi & Mazin A. M. Al Janabi & Tabassum Habib, 2022. "Leveraging random forest in micro‐enterprises credit risk modelling for accuracy and interpretability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3713-3729, July.
   10. Yang, Cai & Zhang, Hongwei & Weng, Futian, 2024. "Effects of COVID-19 vaccination programs on EU carbon price forecasts: Evidence from explainable machine learning," International Review of Financial Analysis, Elsevier, vol. 91(C).
   11. Mercadier, Mathieu & Tarazi, Amine & Armand, Paul & Lardy, Jean-Pierre, 2025. "Monitoring bank risk around the world using unsupervised learning," European Journal of Operational Research, Elsevier, vol. 324(2), pages 590-615.
   12. Yılmaz, Ömer Faruk & Guan, Yongpei & Yılmaz, Beren Gürsoy & Yeni, Fatma Betül & Özçelik, Gökhan, 2025. "A comprehensive methodology combining machine learning and unified robust stochastic programming for medical supply chain viability," Omega, Elsevier, vol. 133(C).
   13. Chengyuan Li & Haoran Zhu & Hanjun Luo & Suyang Zhou & Jieping Kong & Lei Qi & Congjun Rao, 2023. "Spread Prediction and Classification of Asian Giant Hornets Based on GM-Logistic and CSRF Models," Mathematics, MDPI, vol. 11(6), pages 1-26, March.
   14. Santiago Carbo-Valverde & Pedro Cuadros-Solas & Francisco Rodríguez-Fernández, 2020. "A machine learning approach to the digitalization of bank customers: Evidence from random and causal forests," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-39, October.
   15. Efstathios Polyzos & Aristeidis Samitas & Ghulame Rubbaniy, 2024. "The perfect bail‐in: Financing without banks using peer‐to‐peer lending," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3393-3412, July.

2. Mathieu Mercadier & Frank Strobel, 2021. "A one-sided Vysochanskii-Petunin inequality with financial applications," Post-Print hal-03241628, HAL.
   • Mercadier, Mathieu & Strobel, Frank, 2021. "A one-sided Vysochanskii-Petunin inequality with financial applications," European Journal of Operational Research, Elsevier, vol. 295(1), pages 374-377.

   Cited by:

   1. Carnero, M. Ángeles & León, Ángel & Ñíguez, Trino-Manuel, 2025. "New bounds for tail risk measures," Finance Research Letters, Elsevier, vol. 75(C).
   2. Mercadier, Mathieu & Tarazi, Amine & Armand, Paul & Lardy, Jean-Pierre, 2025. "Monitoring bank risk around the world using unsupervised learning," European Journal of Operational Research, Elsevier, vol. 324(2), pages 590-615.
   3. Mercadier, Mathieu & Strobel, Frank, 2024. "Bank insolvency risk, Z-score measures and unimodal returns: A refinement," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).

Articles

1. Mercadier, Mathieu & Strobel, Frank, 2024. "Bank insolvency risk, Z-score measures and unimodal returns: A refinement," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).

   Cited by:

   1. Haddou, Samira & Boughrara, Adel, 2025. "How diversification shapes full-fledged Islamic bank Stability? A causal inference approach," International Review of Economics & Finance, Elsevier, vol. 102(C).
   2. Wang, Miao & Chen, Le & Chen, Dengyu & Ding, Kuan & Li, Bin & Lv, Peng & Song, Xudong & Jiao, Yue & Guo, Qinghua & Yu, Guangsuo & Huang, Ankui & Wei, Juntao, 2026. "Modeling study on biomass gasification for H2-rich syngas production based on machine learning: A comprehensive review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 226(PA).

2. Mercadier, Mathieu & Strobel, Frank, 2021. "A one-sided Vysochanskii-Petunin inequality with financial applications," European Journal of Operational Research, Elsevier, vol. 295(1), pages 374-377.
   • Mathieu Mercadier & Frank Strobel, 2021. "A one-sided Vysochanskii-Petunin inequality with financial applications," Post-Print hal-03241628, HAL.
   See citations under working paper version above.
3. Mercadier, Mathieu & Lardy, Jean-Pierre, 2019. "Credit spread approximation and improvement using random forest regression," European Journal of Operational Research, Elsevier, vol. 277(1), pages 351-365.
   • Mathieu Mercadier & Jean-Pierre Lardy, 2019. "Credit Spread Approximation and Improvement using Random Forest Regression," Post-Print hal-02057019, HAL.
   • Mathieu Mercadier & Jean-Pierre Lardy, 2019. "Credit spread approximation and improvement using random forest regression," Post-Print hal-03241566, HAL.
   • Mathieu Mercadier & Jean-Pierre Lardy, 2021. "Credit spread approximation and improvement using random forest regression," Papers 2106.07358, arXiv.org.
   See citations under working paper version above.

Chapters

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More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CMP: Computational Economics (2) 2021-06-21 2021-06-28. Author is listed
2. NEP-RMG: Risk Management (2) 2021-06-21 2021-06-21. Author is listed
3. NEP-BIG: Big Data (1) 2021-06-28. Author is listed

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