Search Results - subject:"Learning Models"

Reducing transaction costs using intraday forecasts of limit order book slopes

Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - In: Journal of forecasting 43 (2024) 8, pp. 2982-3008

Persistent link: https://www.econbiz.de/10015110592

Enhancing stock market anomalies with machine learning

Gonçalves de Azevedo, Vitor; Hoegner, Christopher - In: Review of quantitative finance and accounting 60 (2023) 1, pp. 195-230

Persistent link: https://www.econbiz.de/10013548972

Comparative analysis of machine learning models for bankruptcy prediction in the context of Pakistani companies

Máté, Domicián; Raza, Hassan; Ahmad, Ishtiaq - In: Risks : open access journal 11 (2023) 10, pp. 1-17

This article presents a comparative analysis of machine learning models for business failure prediction. Bankruptcy … financial literature by comparing machine learning models tailored to anticipate Pakistani stock market insolvency. These …

Persistent link: https://www.econbiz.de/10014391775

Stock market anomalies and machine learning across the globe

Azevedo, Vitor; Kaiser, Georg Sebastian; Mueller, Sebastian - In: Journal of Asset Management 24 (2023) 5, pp. 419-441

We identify the characteristics and specifications that drive the out-of-sample performance of machine-learning models …. By comparing 46 variations of machine-learning models, we find that the models with the highest return predictability …

Persistent link: https://www.econbiz.de/10015331747

Stock market anomalies and machine learning across the globe

Gonçalves de Azevedo, Vitor; Kaiser, Georg Sebastian; … - In: The journal of asset management : a major new, … 24 (2023) 5, pp. 419-441

Persistent link: https://www.econbiz.de/10014326374

Modelling failure rates with machine-learning models : evidence from a panel of UK firms

Sermpinis, Georgios; Tsoukas, Serafeim; Zhang, Yiqun - In: European financial management : the journal of the … 29 (2023) 3, pp. 734-763

Persistent link: https://www.econbiz.de/10014327810

The relationship between ESG ratings and digital technological innovation in manufacturing : insights via dual machine learning models

Huang, Jingfeng; Chen, Yinzhong - In: Finance research letters 71 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015196497

Prediction of market value of firms with corporate sustainability performance data using machine learning models

Doğan, Murat; Sayılır, Özlem; Chelery Komath, … - In: Finance research letters 77 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015414491

Enhancing stock market anomalies with machine learning

Azevedo, Vitor; Hoegner, Christopher - In: Review of Quantitative Finance and Accounting 60 (2022) 1, pp. 195-230

We examine the predictability of 299 capital market anomalies enhanced by 30 machine learning approaches and over 250 models in a dataset with more than 500 million firm-month anomaly observations. We find significant monthly (out-of-sample) returns of around 1.8–2.0%, and over 80% of the...

Persistent link: https://www.econbiz.de/10015191612

Urban-regional disparities in mental health signals in Australia during the COVID-19 pandemic : a study via Twitter data and machine learning models

Wang, Siqing; Zhang, Mengxi; Huang, Xiao; Hu, Tao; Li, … - In: Cambridge journal of regions, economy and society 15 (2022) 3, pp. 663-682

Persistent link: https://www.econbiz.de/10013541727