Browsing by Author "Nagano, Marcelo Seido"

Now showing items 1-2 of 2

    • A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries 

      Rossetti, Nara; Nagano, Marcelo Seido; Meirelles, Jorge Luis Faria ( Universidad ESAN. ESAN Ediciones, 2017-06-01 )
      Purpose – This paper aims to analyse the volatility of the fixed income market from 11 countries (Brazil, Russia, India, China, South Africa, Argentina, Chile, Mexico, USA, Germany and Japan) from January 2000 to December ...
      acceso abierto

    • A recent review on optimisation methods applied to credit scoring models 

      Kamimura, Elias Shohei; Pinto, Anderson Rogerio Faia; Nagano, Marcelo Seido ( Universidad ESAN. ESAN Ediciones, 2023-12-11 )
      Purpose: This paper aims to present a literature review of the most recent optimisation methods applied to Credit Scoring Models (CSMs). Design/methodology/approach: The research methodology employed technical procedures ...
      acceso abierto