Arnaud Germain

AI/ML in Finance · Credit Risk · Portfolio Selection

About

I am a Ph.D. candidate in Finance at UCLouvain (LIDAM/LFIN). My research lies at the intersection of machine learning and finance, with applications to credit risk, portfolio construction and financial intermediation. I am on the 2025–26 job market.

EN/FR

Research

European Journal of Operational Research · Published

Credit Selection in Collateralized Loan Obligations: Efficient Approximation Through Linearization and Clustering

ScienceDirect

Working paper

Clagging: Generating and Combining Predictions Using Clustering

Working paper

Working paper

Early Warning System for Non-Performing Clients

Working paper

Teaching

Teaching Assistant in Credit & Interest Rate Risk (graduate) — 2023–2024, 2024–2025, 2025–2026
Written & oral assessments of the project (Python/R)

Conferences

2026
- 17^th Actuarial and Financial Mathematics Conference (Brussels)
- European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning (Bruges)
2025
- 41^st International Conference of the French Finance Association (University of Dijon)
- 14^th International Conference of the Financial Engineering and Banking Society (MBS)
- Credit Scoring and Credit Control Conference XIX (University of Edinburgh)
2024
- International Conference on Computational Finance (University of Amsterdam)
- 15^th Actuarial and Financial Mathematics Conference (Brussels)

Contact & Links

Email: [email protected]

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