GERMAIN Arnaud
MSc in Business Engineering
Arnaud Germain is an Assistant Professor of Finance at NEOMA Business School.
His research lies at the intersection of machine learning and finance, with applications to credit risk, portfolio selection and financial intermediation. His work develops quantitative and data-driven tools to support financial decision-making. In one line of research, he studies credit selection for collateralized loan obligations using clustering and linear approximations to solve complex portfolio allocation problems.
This work is published in the European Journal of Operational Research.
He has also collaborated for his research with several financial institutions and organizations including the European Investment Fund, Morningstar DBRS and ING.
GERMAIN, A., "Early Warning System for Non-Performing Clients" in 17th Actuarial and Financial Mathematics Conference, 2026, Brussels, Belgium
GERMAIN, A., F. VRINS, "Clagging: Generating and combining predictions using clustering" in European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning, 2026, Bruges, Belgium
GERMAIN, A., F. D. VRINS, "Credit Selection in Collateralized Loan Obligation: Efficient Approximation Through Linearization and Clustering", European Journal of Operational Research, July 2026, vol. 330, no. 1, pp. 326-342
GERMAIN, A., F. D. VRINS, "Credit Selection in Collateralized Loan Obligation: Efficient Approximation Through Linearization and Clustering", European Journal of Operational Research, July 2026, vol. 330, no. 1, pp. 326-342
GERMAIN, A., "Early Warning System for Non-Performing Clients" in 17th Actuarial and Financial Mathematics Conference, 2026, Brussels, Belgium
GERMAIN, A., F. VRINS, "Clagging: Generating and combining predictions using clustering" in European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning, 2026, Bruges, Belgium
GERMAIN, A., F. VRINS, "Early Warning System for Non-Performing Clients" in Credit Scoring and Credit Control Conference XIX, 2025, Edinburgh, United Kingdom
GERMAIN, A., F. VRINS, "Credit selection in Collateralized Loan Obligation: efficient approximation through linearization and clustering" in 41st International Conference of the French Finance Association (University of Dijon), 2025, Dijon, France
GERMAIN, A., F. VRINS, "Credit selection in Collateralized Loan Obligation: efficient approximation through linearization and clustering"" in 14th International Conference of the Financial Engineering and Banking Society, 2025, Montpellier, France
GERMAIN, A., F. VRINS, "Loan selection for Collateralized Loan Obligation" in International Conference on Computational Finance, 2024, Amsterdam, Netherlands
GERMAIN, A., F. VRINS, "Optimal securitization of SME loans: the selection problem" in 15th Actuarial and Financial Mathematics Conference, 2024, Brussels, Belgium