João Garcia

A GARCH Forecasting Model to Predict Day-Ahead Electricity Prices

Reinaldo C. Garcia, Javier Contreras, M. vanAkkeren et al. · IEEE Transactions on Power Systems · 2005 · 708 citations

Computing, Economics, Electrical Engineering +17

A support vector machine approach to credit scoring

Tony Van Gestel, Bart Baesens, João Garcia et al. · ePrints Soton (University of Southampton) · 2003 · 105 citations

Computing, Computer Science, Finance +17

A process model to develop an internal rating system: Sovereign credit ratings

Tony Van Gestel, Bart Baesens, Peter Van Dijcke et al. · Decision Support Systems · 2005 · 72 citations

Public Affairs, Finance, Public Debt +13

Lévy base correlation

João Garcia, Serge Goossens, Viktoriya Masol et al. · Wilmott Journal · 2009 · 33 citations

Business, Economics, Finance +13

COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS

Damiano Brigo, João Garcia, Nicola Pede · International Journal of Theoretical and Applied Finance · 2015 · 28 citations

Business, Economics, Finance +17