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1. Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials

2. The Fairness of Credit Scoring Models

3. Computational Reproducibility in Finance: Evidence from 1,000 Tests.

5. Nonstandard Errors

6. Non-Standard Errors

11. atRisk: At-Risk

15. Risk Measure Inference

16. CoMargin

19. Statistique et probabilités en économie-gestion Ed. 2

21. Non-Standard Errors

30. Explainable Performance

31. Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance

37. Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects

38. Non-Standard Errors

39. Non-standard errors

41. Statistique et probabilités en économie-gestion

42. Backtesting marginal expected shortfalland related systemic risk measures

44. Non-Standard Errors

46. CoMargin.

50. Loss functions for LGD model comparison

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