Christophe Mues

Business, Management and Accounting · Social Sciences

28h-index5.2kcitations117works6.42yr avg
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Research Topics

Financial Distress and Bankruptcy Prediction(32), Imbalanced Data Classification Techniques(21), Data Mining Algorithms and Applications(20), Credit Risk and Financial Regulations(20), Rough Sets and Fuzzy Logic(10)

Publications117 total

A Multimodal Approach to SME Credit Scoring Integrating Transaction and Ownership Networks
arXiv (Cornell University)·2025Open Access
Attention-based dynamic multilayer graph neural networks for loan default prediction
European Journal of Operational Research·2024· 29 citedOpen Access
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks
arXiv (Cornell University)·2024· 2 citedOpen Access
A Distributionally Robust Optimisation Approach to Fair Credit Scoring
arXiv (Cornell University)·2024Open Access
Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
arXiv (Cornell University)·2024· 1 citedOpen Access
Modelling credit card exposure at default using vine copula quantile regression
European Journal of Operational Research·2023· 9 citedOpen Access
Credit Risk and Artificial Intelligence: On the Need for Convergent Regulation
SSRN Electronic Journal·2023Open Access
A transformer-based model for default prediction in mid-cap corporate markets
European Journal of Operational Research·2022· 3 citedOpen Access
Deep residential representations: Using unsupervised learning to unlock elevation data for geo-demographic prediction
ISPRS Journal of Photogrammetry and Remote Sensing·2022Open Access
A mixture model for credit card exposure at default using the GAMLSS framework
International Journal of Forecasting·2022· 5 citedOpen Access
Editorial
Journal of the Operational Research Society·2022Open Access
The value of text for small business default prediction: A Deep Learning approach
European Journal of Operational Research·2021· 119 citedOpen Access
How can lenders prosper? Comparing machine learning approaches to identify profitable peer-to-peer loan investments
European Journal of Operational Research·2021· 44 cited
Preface to the Papers on ‘Credit Risk Modelling’
Journal of the Royal Statistical Society Series A (Statistics in Society)·2019
Call for papers special issue on credit risk modelling
Journal of the Operational Research Society·2019Open Access
Debtor level collection operations using Bayesian dynamic programming
Journal of the Operational Research Society·2019· 14 cited
Lyn Thomas 1946–2016
European Journal of Operational Research·2016· 1 cited
Exposure at default models with and without the credit conversion factor
European Journal of Operational Research·2016· 34 citedOpen Access
EditorialAuthor-Name: Crook, Jonathan
European Journal of Operational Research·2016
Editorial
European Journal of Operational Research·2015Open Access
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Frequent Co-authors

Bart Baesens(22), Jan Vanthienen(21), Rudy Setiono(9), Lyn C. Thomas(9), M.C. So(5), Geert Wets(4), Iain Brown(3), Johan Huysmans(3), David Martens(3), David Martens(3), Manu De Backer(3), Edward Tong(3), Gert Loterman(2), Bart Baesens(2), Raf Haesen(2), Cristián Bravo(2), Trevor Fitzpatrick(2), Tony Van Gestel(2), Mindy Leow(2), Anna Matuszyk(2)