Concepedia

Sessi Tokpavi

ST

10

Publications

791

Citations

10

H-Index

2007

Active since

Affiliations

Centre National de la Recherche Scientifique(Current)

Université d'Orléans

IPAG Business School

Université Paris Cité

Sessi Tokpavi is an author at Centre National de la Recherche Scientifique specializing in finance, statistics, and engineering.

Top concepts

FinanceStatisticsEngineeringBusinessRisk ManagementManagementEconometricsRisk AnalysisSoftware TestingPredictive Analytics

Publications per year

2007–2021

9

Publications

10

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

Elena Dumitrescu, Sullivan Hué, Christophe Hurlin et al. · European Journal of Operational Research · 2021 · 361 citations · Full text

Engineering, Machine Learning, Data Mining +10

A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion

Bertrand Candelon, Sessi Tokpavi · RePEc: Research Papers in Economics · 113 citations

Backtesting Value-at-Risk: A GMM Duration-Based Test

Bertrand Candelon, Gilbert Colletaz, Christophe Hurlin et al. · Journal of Financial Econometrics · 2010 · 104 citations · Full text

Engineering, Risk Analysis, Time Series Econometrics +16

Measuring network systemic risk contributions: A leave-one-out approach

Sullivan Hué, Yannick Lucotte, Sessi Tokpavi · Journal of Economic Dynamics and Control · 2018 · 51 citations · Full text

Network Science, Engineering, Financial Network +7

Backtesting value-at-risk accuracy: a simple new test

Christophe Hurlin, Sessi Tokpavi · The Journal of Risk · 2007 · 48 citations

Engineering, Risk Model Validation, Safety Science +20

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