SSH/LSM Louvain School of Management (LSM)
Researcher in Quantitative Finance, especially optimization and machine learning for credit risk:
- Default prediction
- Loan selection
- Pattern recognition
2026
Dissertation
Working paper
Journal article
Germain, A., & Vrins, F. (2026). Credit selection in collateralized loan obligation: Efficient approximation through linearization and clustering. European Journal of Operational Research, 330(1), 326-342. https://doi.org/10.1016/j.ejor.2025.11.015 (Original work published 2026)
2024
| Year | Label | School |
|---|---|---|
| 2022 | Master of Business Engineering (Master of Science: MSc) | Katholieke Universiteit Leuven (KUL) (Belgique) |
| 2022 | Master ingénieur de gestion à finalité spécialisée | UCLouvain | Université catholique de Louvain (Belgique) |
<p>I am currently a Teaching Assistant on the following courses: </p>
<ul>
<li> Credit & Interest Rates Risk (LLSMS2226)</li>
</ul>