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Photo of Arnaud Germain

Arnaud Germain

Maître de conférences invité
arnaud.germain@uclouvain.be

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
Thèse

Germain, A. (2026). On clustering for credit risk management : applications to loan selection and default prediction.

https://research.dial.uclouvain.be/handle/2078.5/278799


Document de travail

Germain, A., & Vrins, F. (2026). Clagging: An efficient alternative to bagging (LIDAM Discussion Paper LFIN 2026/02).

https://research.dial.uclouvain.be/handle/2078.5/273216


Article de journal

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)

https://research.dial.uclouvain.be/handle/2078.5/272956


2024
Document de travail

Germain, A., & Vrins, F. (2024). Credit selection in Collateralized Loan Obligation: efficient approximation through linearization and clustering (LIDAM Discussion Paper LFIN 2024/06).

https://research.dial.uclouvain.be/handle/2078.5/233435


Année Libellé Établissement
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)

I am currently Teaching Assistant on the following courses:
 

Credit and Interest Rates Risk (LLSMS2226)