Īndreas Muhlbacher ¨ and Thomas Guhr Credit Risk Meets Random Matrices: Coping withNon-Stationary Asset Correlations Reprinted from: Risks 2018, 6, 42, doi:10.3390/risks6020042. Peter Martey Addo, Dominique Guegan and Bertrand Hassani Credit Risk Analysis Using Machine and Deep Learning Models † Reprinted from: Risks 2018, 6, 38, doi:10.3390/risks6020038. vii Preface to ”Computational Methods for Risk Management in Economics and Finance”.
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