Published Papers in Refereed Journals
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Distaso W., Roccazzella F., Vrins F., (2025). Business cycle and realized losses in the consumer credit industry, European Journal of Operational Research, 323 (3) 1024-1039.
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Roccazella F., Candelon B., (2024). Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB, Journal of Forecasting, 44 (3) 978-1008.
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ROCCAZZELLA Francesco, GAMBETTI Paolo, VRINS Frédéric, (2022). Optimal and robust combination of forecasts via constrained optimization and shrinkage, International Journal of Forecasting, 38 (1) 97-116.
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ROCCAZZELLA F., VRINS F., GAMBETTI P., (2022). Meta-learning approaches for recovery rate prediction, Risks, 10 (124) 1-29.
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Candelon B., LUISI A., ROCCAZZELLA F., (2022). Fragmentation in the European Monetary Union: Is it really over?, Journal of International Money and Finance, 122 (x) 102545.
Teaching
Grande Ecole (Bachelor cycle) :
- Quantitative methods for economics and finance
- Financial instruments and technology
Grande Ecole (Master cycle) :
- Computer based problem solving in cib
- Macroeconomic environment and monetary policy
