My past - current projects examine the following (among others): 

• Searching for the optimal set of bankruptcy predictors while accounting for nonlinear effects

• Development of bankruptcy prediction models that optimally discriminate bankrupt from non-bankrupt firms

• Parameters estimation of structural credit risk models (e.g., asset value and volatility) through learning with artificial neural networks

• Constructing systemic risk indicators based on the distress conditions of financial institutions

• Constructing bankruptcy predictors that capture information shocks 

• Analyzing the effect of distressed news (terrorist attacks, bankruptcy announcements of financial institutions etc) on financial markets globally 

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Follow the links below to find more information about my publications and my working projects.