supervised machine learning, and (4) group identification using community detection. The algorithm is applied to merging firms in …

, predominantly, home-production segment. We uncover this structure by estimating a Hidden Markov Model, a machine-learning method …

explanatory variables and significant multicollinearity issues, we apply machine learning techniques [least absolute shrinkage and …

We study how researchers can apply machine learning (ML) methods in finance. We first establish that the two major …

Fraud is a significant issue for insurance companies, generating much interest in machine learning solutions. Although … in this context, and there remains insufficient evidence to guide the choice between these branches of machine learning …

We analyze machine learning algorithms for stock selection. Our study builds on weekly data for the historical … fundamentals, and technical indicators. A variety of machine learning models are trained on the binary classification task to … results show substantial and significant outperformance of machine learning‐based stock selection models compared to an …