Kirill Romanyuk

According to our database, Kirill Romanyuk authored at least 7 papers between 2015 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2023

Dynamics in the Predictability of Credit Default Swap Spreads of EU Companies.

Kirill Romanyuk, Sarvar Anvarov, Mark Shumilov, Alecksey Zheleyko

Complex., 2023

2022

Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression.

Darko B. Vukovic, Kirill Romanyuk, Sergey Ivashchenko, Elena M. Grigorieva

Expert Syst. Appl., 2022

2021

Impact of the COVID-19 Pandemic on the US Credit Default Swap Market.

Kirill Romanyuk

Complex., 2021

The Challenges of Using Big Data in the Consumer Credit Sector.

Kirill Romanyuk

Proceedings of the Intelligent Computing, 2021

2020

Time Series Analysis of Financial Statements for Default Modelling.

Kirill Romanyuk, Yuri Ichkitidze

Proceedings of the Intelligent Computing, 2020

2016

A Credit Risk Model Based on Contour Subspaces for Decision Support Systems in Loan Granting.

Kirill Romanyuk

Proceedings of SAI Intelligent Systems Conference (IntelliSys) 2016, 2016

2015

Credit scoring based on a continuous scale for on-line credit quality control.

Kirill Romanyuk

Proceedings of the 2015 IEEE International Conference on Evolving and Adaptive Intelligent Systems, 2015