Machine learning based methods for ratemaking health care insurance.

Authors: Ben Hamida, Amal, Kacem, Manel, de Peretti, Christian, Belkacem, Lotfi

Source: International Journal of Market Research; Nov2024, Vol. 66 Issue 6, p810-831, 22p

Subject Terms: ARTIFICIAL neural networks, MACHINE learning, INSURANCE companies, INSURANCE policies, HEALTH insurance

The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?

Authors: Ben Hamida, Amal, de Peretti, Christian, Belkacem, Lotfi

Source: In International Review of Financial Analysis October 2024 95 Part C

Investor behavior in the currency option market during the COVID-19 pandemic

Authors: Dammak, Wael, Boutouria, Nahla, Ben Hamad, Salah, de Peretti, Christian

Source: In The Journal of Economic Asymmetries November 2023 28

Pricing of European currency options considering the dynamic information costs

Authors: Dammak, Wael, Hamad, Salah Ben, de Peretti, Christian, Eleuch, Hichem

Source: In Global Finance Journal November 2023 58

Political patronage and banks' leverage in the Middle Eastern and North African region: A new neural panel regression analysis

Authors: Braham, Rihem, de Peretti, Christian, Belkacem, Lotfi

Source: QUARTERLY REVIEW OF ECONOMICS AND FINANCE. 89:298-306

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100190940811.0x000001&indx=1&recIds=ETOCvdc_100190940811.0x000001

Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches

Authors: Talbi, Marwa, Bedoui, Rihab, de Peretti, Christian, Belkacem, Lotfi

Source: In Resources Policy October 2021 73

The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa

Authors: Braham, Rihem, de Peretti, Christian ^*, Belkacem, Lotfi

Source: In Research in International Business and Finance October 2020 53

Dynamics and causality in distribution between spot and future precious metals: A copula approach

Authors: Talbi, Marwa, de Peretti, Christian, Belkacem, Lotfi

Source: In Resources Policy June 2020 66

Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach

Authors: Sabkha, Saker, de Peretti, Christian, Hmaied, Dorra

Source: In Research in International Business and Finance December 2019 50:106-133

An artificial neural network based heterogeneous panel unit root test in case of cross sectional independence

Authors: de Peretti, Christian, Siani, Carole, Cerrato, Mario

Source: 2009 International Joint Conference on Neural Networks Neural Networks, 2009. IJCNN 2009. International Joint Conference on. :2487-2493 Jun, 2009

Relation: 2009 International Joint Conference on Neural Networks (IJCNN 2009 - Atlanta)

Algorithm for Making Decision with the Incremental Cost-Effectiveness Ratio handling the Mirror Decision-Making Problem

Authors: Siani, Carole, de Peretti, Christian

Source: The Proceedings of the Multiconference on "Computational Engineering in Systems Applications" Computational Engineering in Systems Applications, IMACS Multiconference on. 1:366-371 Oct, 2006

Relation: The Proceedings of the Multiconference on "Computational Engineering in Systems Applications"

Bootstrapping tests for conditional heteroskedasticity based on artificial neural network

Authors: de Peretti, Christian, Siani, Carole

Source: The Proceedings of the Multiconference on "Computational Engineering in Systems Applications" Computational Engineering in Systems Applications, IMACS Multiconference on. 1:372-379 Oct, 2006

Relation: The Proceedings of the Multiconference on "Computational Engineering in Systems Applications"

Do political connections affect bank leverage? Evidence from some Middle Eastern and North African countries

Authors: Braham, Rihem, de Peretti, Christian, Belkacem, Lotfi

Source: JOURNAL OF MANAGEMENT AND GOVERNANCE. 23(4):989-1006

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100127107909.0x000001&indx=1&recIds=ETOCvdc_100127107909.0x000001

International risk spillover in sovereign credit markets: an empirical analysis

Authors: Sabkha, Saker, de Peretti, Christian, Mezzez Hmaied, Dorra

Source: Managerial finance. 45(8):1020-1040

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100120302297.0x000001&indx=1&recIds=ETOCvdc_100120302297.0x000001

On the informational market efficiency of the worldwide sovereign credit default swaps

Authors: Sabkha, Saker, de Peretti, Christian, Hmaied, Dorra

Source: Journal of asset management. 20(7):581-608

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100129904659.0x000001&indx=1&recIds=ETOCvdc_100129904659.0x000001

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The Credit Default Swap market contagion during recent crises: international evidence

Authors: Sabkha, Saker, de Peretti, Christian, Hmaied, Dorra

Source: Review of quantitative finance and accounting. 53(1):1-46

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100127747530.0x000001&indx=1&recIds=ETOCvdc_100127747530.0x000001

How Do Macroeconomic Variables Volatilities Affect Stock Markets Dynamics? Evidence From MENA Zone.

Authors: Mechri, Nesrine^1,2 nesrine.mechri@gmail.com, de Peretti, Christian² christian.de-peretti@univ-lyon1.fr, Ben Hamad, Salah³ benhamad_saleh@yahoo.fr

Source: International Journal of Business. 2022, Vol. 27 Issue 3, p1-21. 21p.

Subject Terms: *Volatility (Securities), *Stock exchanges, *Market volatility, *Rate of return on stocks, *Foreign exchange market, *Portfolio managers (Investments), Zoning, GARCH model

Predictive models to estimate utility from clinical questionnaires in schizophrenia: findings from EuroSC

Authors: Siani, Carole, de Peretti, Christian, Millier, Aurélie, Boyer, Laurent, Toumi, Mondher

Source: Quality of Life Research, 2016 Apr 01. 25(4), 925-934.

Access URL: https://www.jstor.org/stable/44852866

DOES DERIVATIVE INSTRUMENTS USE INCREASE ACCOUNTING PERFORMANCE OF BANKS IN EMERGING AND RECENTLY DEVELOPED COUNTRIES?

Authors: Keffala, Mohamed Rochdi, de Peretti, Christian

Source: Savings and Development, 2016 Jan 01. 40(1), 75-101.

Access URL: https://www.jstor.org/stable/90002020