Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost A Alonso, JM Carbo Banco de Espana Working Paper, 2020 | 54 | 2020 |
Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction A Alonso Robisco, JM Carbó Martínez Financial Innovation 8 (1), 70, 2022 | 46 | 2022 |
Innovación financiera para una economía sostenible A Alonso, JM Marqués Occasional Papers, 2019 | 42 | 2019 |
Financial innovation for a sustainable economy A Alonso, JM Marqués Banco de España Occasional Paper, 2019 | 40 | 2019 |
Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation A Alonso, JM Carbó Banco de Espana Working Paper, 2021 | 32 | 2021 |
Can machine learning models save capital for banks? Evidence from a Spanish credit portfolio A Alonso-Robisco, JM Carbó International Review of Financial Analysis 84, 102372, 2022 | 30 | 2022 |
Inteligencia artificial y finanzas: una alianza estratégica A Alonso, JMC Martínez Documentos ocasionales-Banco de España, 1-17, 2022 | 17* | 2022 |
Analysis of CBDC narrative by central banks using large language models A Alonso-Robisco, JM Carbó Finance Research Letters 58, 104643, 2023 | 15 | 2023 |
Machine Learning methods in climate finance: a systematic review A Alonso, JM Carbó, JM Marqués Banco de Espana Working Paper, 2023 | 10 | 2023 |
Measuring the model risk‑adjusted performance of machine learning algo‑rithms in credit default prediction. Financ Innov 8: 70 A Alonso Robisco, JM Carbó Martínez | 8 | 2022 |
Accuracy of Explanations of Machine Learning Models for Credit Decision A Alonso, JM Carbó Banco de Espana Working Paper, 2022 | 7 | 2022 |
Innovación financiera para una economía sostenible (Financial Innovation for a Sustainable Economy) A Alonso, JM Marqués Banco de Espana Occasional Paper, 2019 | 4 | 2019 |
Inteligencia Artificial y Finanzas: una alianza estratégica (Artificial Intelligence and Finance: a Strategic Alliance) A Alonso, JM Carbó Banco de España Occasional Paper, 2022 | 3 | 2022 |
Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation A Alonso-Robisco, JM Carbó Documentos de Trabajo/Banco de España, 2105, 2021 | 3 | 2021 |
Analysis of CBDC narrative of central banks using large language models A Alonso, JMC Martínez Documentos de trabajo-Banco de España, 1, 2023 | 2 | 2023 |
Aprendizaje automático en modelos de concesión de crédito: oportunidades y riesgos A Alonso-Robisco, JM Carbo BIG DATA, 79, 2023 | 2 | 2023 |
How Do Central Banks Identify Risks? A Survey of Indicators C Broto, J Alonso, E Cáceres García, LG Fernandez Lafuerza, J Galán, ... | 2 | 2021 |
La titulización como herramienta de gestión del riesgo de crédito: el caso pionero del Instituto de Crédito Oficial A Alonso, R Robledo Análisis financiero internacional, 65-75, 2007 | 2 | 2007 |
Houston, we have a problem: can satellite information bridge the climate-related data gap? A Alonso, JM Carbo, E Kormanyos, E Triebskorn Banco de Espana Occasional Paper, 2024 | 1 | 2024 |
Where and how machine learning plays a role in climate finance research A Alonso-Robisco, J Bas, JM Carbo, A de Juan, JM Marques Journal of Sustainable Finance & Investment, 1-42, 2024 | 1 | 2024 |