Sessi Tokpavi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion
Journal of Business and Economic Statistics
2025-01-20Paper
Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
European Journal of Operational Research
2021-12-13Paper
Measuring network systemic risk contributions: a leave-one-out approach
Journal of Economic Dynamics and Control
2019-03-27Paper
Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach
European Journal of Operational Research
2016-10-06Paper


Research outcomes over time


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