← All authors Stefan Lessmann Humboldt-Universität zu Berlin (from arXiv:2003.06271, 2020) · ORCID · OpenAlex
56 papers in scope · 56 published · 1 on the econ.EM arXiv · 4,172 citations · h-index 28 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Anthony Strittmatter Michael Lechner Michael C. Knaus Stefan Wager Xinkun Nie Sanjog Misra Tengyuan Liang Susan Athey Max H. Farrell Gabriel Okasa Daniel Jacob Riccardo Di Francesco Guido W. Imbens Victor Chernozhukov Johannes Haupt Ulrike Unterhofer Vasilis Syrgkanis Luknath Debnath Ehsanul Bashar Pranto Md Shafin Sanyan Saad Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 56)
Fair models in credit: intersectional discrimination and the amplification of inequity
published 2026 · Annals of Operations Research · 6 citations
with Savina Kim, Galina Andreeva, Michael Rovatsos
Leveraging image-based generative adversarial networks for time series generation
published 2025 · International Journal of Forecasting · 3 citations · first circulated 2021
with Justin Hellermann
Uplift modeling with continuous treatments: A predict-then-optimize approach
published 2025 · European Journal of Operational Research · 2 citations · first circulated 2024
Interpretable, multidimensional evaluation framework for causal discovery from observational i.i.d. data
published 2025 · Information Sciences · 1 citations · first circulated 2024
with Georg Velev, G. Velev
The link between energy prices and stock markets in European Union countries
published 2025 · The North American Journal of Economics and Finance · 6 citations · first circulated 2024
with Robert-Adrian Grecu, Alexandru-Adrian Cramer, Daniel Traian Pele, Robert Grecu, Alexandru Cramer
Deep learning and NLP in cryptocurrency forecasting: Integrating financial, blockchain, and social media data
published 2025 · International Journal of Forecasting · 14 citations · first circulated 2023
Heteroscedasticity-aware stratified sampling to improve uplift modeling
published 2025 · European Journal of Operational Research · 1 citations · first circulated 2024
with Björn Bokelmann
Fighting sampling bias: A framework for training and evaluating credit scoring models
published 2025 · European Journal of Operational Research · 13 citations · first circulated 2024
with Nikita Kozodoi, Morteza Alamgir, Luís Moreira-Matias, Konstantinos G. Papakonstantinou
Multimodal Document Analytics for Banking Process Automation
published 2025 · Information Fusion · 6 citations · first circulated 2023
with Christopher Gerling
The Deep Promotion Time Cure Model
published 2024 · IEEE Transactions on Neural Networks and Learning Systems · 3 citations · first circulated 2023
with Victor Medina-Olivares, Nadja Klein
Fx-spot predictions with state-of-the-art transformer and time embeddings
published 2024 · Expert Systems with Applications · 27 citations
with Tizian Fischer, Marius Sterling
Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda
published 2023 · European Journal of Operational Research · 122 citations
Improving uplift model evaluation on randomized controlled trial data
published 2023 · European Journal of Operational Research · 8 citations
with Björn Bokelmann
Data-driven support for policy and decision-making in university research management: A case study from Germany
published 2022 · European Journal of Operational Research · 7 citations
Multiple Treatment Modeling for Target Marketing Campaigns: A Large-Scale Benchmark Study
published 2022 · Information Systems Frontiers · 11 citations
with Robin M. Gubela, Björn Stöcker
Uplift modeling with value-driven evaluation metrics
published 2021 · Decision Support Systems · 22 citations
with Robin M. Gubela
Fairness in credit scoring: Assessment, implementation and profit implications
published 2021 · European Journal of Operational Research · 166 citations
with Nikita Kozodoi, Johannes Jacob
published 2021 · European Journal of Operational Research · 24 citations · first circulated 2020
Deep learning for survival and competing risk modelling
published 2020 · Journal of the Operational Research Society · 29 citations
with Gabriel Blumenstock, Hsin-Vonn Seow
Deep learning for detecting financial statement fraud
published 2020 · Decision Support Systems · 281 citations
with Patricia Craja, Alisa Kim
Antisocial online behavior detection using deep learning
published 2020 · Decision Support Systems · 64 citations · first circulated 2019
Forex exchange rate forecasting using deep recurrent neural networks
published 2020 · Digital Finance · 88 citations
News will tell: Forecasting foreign exchange rates based on news story events in the economy calendar
published 2020 · The North American Journal of Economics and Finance · 32 citations
with Hamed Naderi Semiromi, Wiebke Peters
Predicting online shopping behaviour from clickstream data using deep learning
published 2020 · Expert Systems with Applications · 169 citations
with Dennis Koehn, Markus Schaal
Cost-sensitive business failure prediction when misclassification costs are uncertain: A heterogeneous ensemble selection approach
published 2020 · European Journal of Operational Research · 70 citations
with Koen W. De Bock, Kristof Coussement
Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting
published 2019 · European Journal of Operational Research · 118 citations · first circulated 2018
Response transformation and profit decomposition for revenue uplift modeling
published 2019 · European Journal of Operational Research · 52 citations
with Robin M. Gubela, Szymon Jaroszewicz
Incorporating textual information in customer churn prediction models based on a convolutional neural network
published 2019 · International Journal of Forecasting · 146 citations
with Arno De Caigny, Kristof Coussement, Koen W. De Bock
Targeting customers for profit: An ensemble learning framework to support marketing decision-making
published 2019 · Information Sciences · 75 citations · first circulated 2018
A multi-objective approach for profit-driven feature selection in credit scoring
published 2019 · Decision Support Systems · 137 citations
Conversion Uplift in E-Commerce: A Systematic Benchmark of Modeling Strategies
published 2019 · International Journal of Information Technology & Decision Making · 33 citations · first circulated 2018
with Robin M. Gubela, Artem Bequé, Fabian Gebert
Profit-Oriented Feature Selection in Credit Scoring Applications
published 2019 · Operations research proceedings · 1 citations
Multi-Valued Treatments Uplift Modeling for Continuous Outcomes
published 2019 · Journal of the Association for Information Systems
with Robin M. Gubela
no link
Improving crime count forecasts using Twitter and taxi data
published 2018 · Decision Support Systems · 91 citations
Residual value forecasting using asymmetric cost functions
published 2018 · International Journal of Forecasting · 6 citations
with Korbinian Dress, Hans-Jörg von Mettenheim
Robust identification of email tracking: A machine learning approach
published 2018 · European Journal of Operational Research · 20 citations
Changing perspectives: Using graph metrics to predict purchase probabilities
published 2017 · Expert Systems with Applications · 29 citations
Approaches for credit scorecard calibration: An empirical analysis
published 2017 · Knowledge-Based Systems · 48 citations
with Artem Bequé, Kristof Coussement, Ross W. Gayler
Car resale price forecasting: The impact of regression method, private information, and heterogeneity on forecast accuracy
published 2017 · International Journal of Forecasting · 71 citations
with Stefan Voß
Extreme learning machines for credit scoring: An empirical evaluation
published 2017 · Expert Systems with Applications · 147 citations
with Artem Bequé
Revenue Uplift Modeling.
published 2017 · Journal of the Association for Information Systems · 10 citations
no link
A comparative analysis of data preparation algorithms for customer churn prediction: A case study in the telecommunication industry
published 2016 · Decision Support Systems · 204 citations
with Kristof Coussement, Geert Verstraeten
Bridging the divide in financial market forecasting: machine learners vs. financial economists
published 2016 · Expert Systems with Applications · 192 citations
Data-Driven Product returns Prediction: a Cloud-based Ensemble Selection Approach.
published 2016 · European Conference on Information Systems · 3 citations
with Leonard Heilig, Julien Hofer, Stefan Voß
no link
Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research
published 2015 · European Journal of Operational Research · 1176 citations · first circulated 2003
A memetic approach to construct transductive discrete support vector machines
published 2013 · European Journal of Operational Research · 5 citations
with Hubertus Brandner, Stefan Voß
Modelling Mismatch In Predictive Analytics: A Case Study Illustration And Possible Remedy
published 2013 · European Conference on Information Systems · 2 citations
no link
Save the best for last? The treatment of dominant predictors in financial forecasting
published 2012 · Expert Systems with Applications · 3 citations
with Ming-Chien Sung
A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction
published 2011 · European Journal of Operational Research · 31 citations
Towards a methodology for measuring the true degree of efficiency in a speculative market
published 2011 · Journal of the Operational Research Society · 7 citations
with M-C Sung, J.E.V. Johnson
Unterstützung kundenbezogener Entscheidungsprobleme
published 2010 · WIRTSCHAFTSINFORMATIK · 1 citations
with Stefan Voß
Alternative methods of predicting competitive events: An application in horserace betting markets
published 2010 · International Journal of Forecasting · 37 citations
with Ming-Chien Sung, J.E.V. Johnson
DECISION SUPPORT IN CAR LEASING : A FORECASTING MODEL FOR RESIDUAL VALUE ESTIMATION
published 2010 · International Conference on Information Systems · 17 citations
with Mariana Listiani, Stefan Voß
no link
A reference model for customer-centric data mining with support vector machines
published 2008 · European Journal of Operational Research · 84 citations
with Stefan Voß
Identifying winners of competitive events: A SVM-based classification model for horserace prediction
published 2008 · European Journal of Operational Research · 36 citations
with Ming-Chien Sung, J.E.V. Johnson
The impact of preprocessing on data mining: An evaluation of classifier sensitivity in direct marketing
published 2005 · European Journal of Operational Research · 215 citations
with Sven F. Crone, Robert Stahlbock
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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