About PhD Student Research Research groups Member of: Centre for Operational Research, Management Science and Information Systems (CORMSIS) Research interests Credit Risk Deep learning Fixed Income Markets Portfolio Risk Management Publications 2 publications Page 1 of 1 Attention-based dynamic multilayer graph neural networks for loan default prediction Sahab Zandi, Kamesh Korangi, María Óskarsdóttir, Christophe Mues & Cristián Bravo, 2024, European Journal of Operational Research, 1-14 DOI: 10.1016/j.ejor.2024.09.025 Type: article A transformer-based model for default prediction in mid-cap corporate markets Kameswara Rao Korangi, Christophe Mues & Cristián Bravo, 2022, European Journal of Operational Research DOI: 10.1016/j.ejor.2022.10.032 Type: article
