Sullivan Hué

Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects

Christophe Hurlin, Sullivan Hué, Sessi Tokpavi, 2021, Eur. J. Oper. Res..

Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds

Christophe Hurlin, Elena Ivona Dumitrescu, Sullivan Hué, 2020, SSRN Electronic Journal.

Measuring Network Systemic Risk Contributions: A Leave-One-Out Approach

S. Tokpavi, Yannick Lucotte, Sullivan Hué, 2018, Journal of Economic Dynamics and Control.

Explainable Performance

Christophe Hurlin, C. Pérignon, Sébastien Saurin, 2022, SSRN Electronic Journal.