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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 

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

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