Research Staff(alphabetical)

“Can machine learning models save capital for banks? Evidence from a Spanish credit portfolio”

Andrés Alonso-Robisco & José Manuel Carbó (2022)

International Review of Financial Analysis, Volume 84, November 2022, 102372

JEL codes: C45, C38, G21

“Application of Machine Learning Models and Interpretability Techniques to Identify the Determinants of the Price of Bitcoin”

José Manuel Carbó y Sergio Gorjón (2022)

Banco de España Working Paper 2215

SUERF Policy Brief N386, July 2022

https://www.suerf.org/suer-policy-brief/50093/application-of-machine-learning-models-and-interpretability-techniques-to-identify-the-determinants-of-the-price-of-bitcoin

JEL codes: C40, C45, G12, G15

“Accuracy of explanations of machine learning models for credit decisions”

Andrés Alonso y José Manuel Carbó (2022)

Banco de España Working Paper 2222

JEL codes: C55, C63, G17

“El interés por la innovación financiera en España. Un análisis con Google Trends”

José Manuel Carbó y Esther Díez (2021)

Banco de España Occasional Paper 2112

JEL codes: C21, O31, O33

“Metros, agglomeration and displacement. Evidence from London”

José M.Carbó, Daniel J, Graham & Csaba G.Pogonyi (2021)

Regional Science and Urban Economics, Volume 90, September 2021, 103681

“Measuring the model risk‑adjusted performance of machine learning algorithms in credit default prediction”

Andrés Alonso y José Manuel Carbó (2021)

Financial Innovation 8: 70

“Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation ”

Andrés Alonso and José Manuel Carbó (2021)

Banco de España Working Paper 2105

“Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost”

Andrés Alonso y José Manuel Carbó (2020)

Banco de España Working Paper 2032

JEL codes: C53, D81, G17

“Quantifying the impacts of air transportation on economic productivity: a quasi-experimental causal analysis”

Carbo, J. M., & Graham, D. J. (2020)

Economics of Transportation, 24, 100195

JEL codes: L93, R4, R1

“On the risk-adjusted performance of machine learning models in credit default prediction” (1 MB)

Andrés Alonso and José Manuel Carbó (2020)

SUERF Policy Note Issue No 210, December 2020

JEL codes: C53, D81, G17

“Evaluating the causal economic impacts of transport investments: evidence from the Madrid–Barcelona high speed rail corridor”

J.M. Carbó, Dan Graham, Anupriya, Patricia Melo and Daniel Casas (2019)

Journal of Applied Statistics, volume 46, 2019, issue 9

“Do changes in air transportation affect productivity? A cross‐country panel approach”

L. AitBihiOuali, J.M. Carbo and D. J. Graham (2020)

Regional Science, Policy and Practice, 2020;12: pp. 493–50