Concepedia

Paolo Gambetti

PG

Statistics

Publications

5

Citations

169

H-Index

5

Active since

2019

Affiliations

UCLouvain(Current)

University of Nottingham Ningbo China

HEC Montréal

Imperial College London

Paolo Gambetti is an author at UCLouvain specializing in time series analysis, computing, and predictive analytics.

Publications per year

2019–2022

5

Publications

5

Forecasting recovery rates on non-performing loans with machine learning

Anthony Bellotti, Damiano Brigo, Paolo Gambetti et al. · International Journal of Forecasting · 2020 · 82 citations

Computing, Data Science, Finance +14

Recovery rates: Uncertainty certainly matters

Paolo Gambetti, Geneviève Gauthier, Frédéric Vrins · Journal of Banking & Finance · 2019 · 36 citations · Full text

Computing, Risk Management, Uncertainty Quantification +4

Optimal and robust combination of forecasts via constrained optimization and shrinkage

Francesco Roccazzella, Paolo Gambetti, Frédéric Vrins · International Journal of Forecasting · 2021 · 25 citations · Full text

Business, Decision Sciences, Forecasting +11

Forecasting Recovery Rates on Non-Performing Loans with Machine Learning

Anthony Bellotti, Damiano Brigo, Paolo Gambetti et al. · SSRN Electronic Journal · 2019 · 14 citations · Full text

Computing, Data Science, Finance +14

Meta-Learning Approaches for Recovery Rate Prediction

Paolo Gambetti, Francesco Roccazzella, Frédéric Vrins · Risks · 2022 · 12 citations · Full text

Business, Finance, Risk Management +17

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