Search Results - subject:"LASSO regression"

Financial Risk Meter based on expectiles

Ren, Rui; Lu, Meng-Jou; Li, Yingxing; Härdle, Wolfgang - 2021

The Financial Risk Meter (FRM) is an established mechanism that, based on conditional Value at Risk (VaR) ideas, yields insight into the dynamics of network risk. Originally, the FRM has been composed via Lasso based quantile regression, but we here extend it by incorporating the idea of...

Persistent link: https://www.econbiz.de/10012500095

A machine learning approach for comparing the largest firm effect

Kim, Jang Ho; Han, Jiwoon; Kang, Taehyeon; Fabozzi, Frank J. - In: Emerging markets review 54 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014336723

Determinants of the prices of residential properties in Pakistan

Wahid, Abdul; Kowalewski, Oskar; Mantell, Edmund H. - In: Journal of property investment & finance 41 (2023) 1, pp. 35-49

Persistent link: https://www.econbiz.de/10014232080

A machine learning approach to predicting bicycle demand during the COVID-19 pandemic

Baumanis, Carolina; Hall, Jennifer; Machemehl, Randy - In: Research in transportation economics 100 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014456400

LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities

Pontines, Victor; Rummel, Ole - In: Finance research letters 55 (2023) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10014473047

Valuing local and dual-class IPOs in the Alternative Investment Market

Wahid, Abdul; Mumtaz, Muhammad Zubair; Mantell, Edmund H. - In: Estudios de Economía 47 (2020) 2, pp. 245-271

.) The purpose of this study is to determine the observable factors that affect valuation in the AIM. We apply OLS, LASSO … regression, and Extreme Bounds Analysis (EBA) techniques on historical accounting data to test our theory of valuation. The …

Persistent link: https://www.econbiz.de/10014486146

Failure prediction of Indian Banks using SMOTE, Lasso regression, bagging and boosting

Shrivastava, Santosh Kumar; Jeyanthi, P. Mary; Oberoi, … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-17

a balanced form. Lasso regression is used to reduce the redundant features from the failure predictive model. To avoid … from the selection of the most significant bank failure specific indicators using lasso regression, converting data from …

Persistent link: https://www.econbiz.de/10012657573

Failure prediction of Indian Banks using SMOTE, Lasso regression, bagging and boosting

Shrivastava, Santosh Kumar; Jeyanthi, P. Mary; Oberoi, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012219373

Valuing local and dual-class IPOs in the Alternative Investment Market

Wahid, Abdul; Mumtaz, Muhammad Zubair; Mantell, Edmund H. - In: Estudios de economía 47 (2020) 2, pp. 245-271

Persistent link: https://www.econbiz.de/10012406031

Estimadores encogidos en modelos de ecuaciones simultáneas para el análisis del mercado de carne de bovino en México

López García, María del Rosario; Ramírez Valverde, … - In: EconoQuantum : Revista de Economía y Negocios 16 (2019) 1, pp. 103-123

Persistent link: https://www.econbiz.de/10012210472