Search Results - subject:"Machine Learning Models"

Sector-level equity returns predictability with machine learning and market contagion measure

Peng, Weijia; Yao, Chun - In: Empirical economics : a quarterly journal of the … 65 (2023) 4, pp. 1761-1798

Persistent link: https://www.econbiz.de/10014388853

Predicting tax fraud using supervised machine learning approach

Murorunkwere, Belle Fille; Haughton, Dominique; … - In: African journal of science, technology, innovation and … 15 (2023) 6, pp. 731-742

Persistent link: https://www.econbiz.de/10014391945

A machine learning integrated portfolio rebalance framework with risk-aversion adjustment

Jiang, Zhenlong; Ji, Ran; Chang, Kuo-Chu - In: Journal of Risk and Financial Management 13 (2020) 7, pp. 1-20

We propose a portfolio rebalance framework that integrates machine learning models into the mean-risk portfolios in … according to market trend movements predicted by machine learning models. We employ Gini's Mean Difference (GMD) to specify the … machine learning models to predict market movements. Using a rolling-horizon approach, we conduct a series of computational …

Persistent link: https://www.econbiz.de/10012611384

A machine learning integrated portfolio rebalance framework with risk-aversion adjustment

Jiang, Zhenlong; Ji, Ran; Chang, Kuo-Chu - In: Journal of risk and financial management : JRFM 13 (2020) 7/155, pp. 1-20

Persistent link: https://www.econbiz.de/10012309356

What factors determine unequal suburbanisation?: new evidence from Warsaw, Poland

Bogusz, Honorata; Winnicki, Szymon; Wójcik, Piotr - 2020

Persistent link: https://www.econbiz.de/10012322252

Do machine learning models hold the key to better money demand forecasting?

Ghosh, Taniya; Agarwal, Sakshi - 2022

Persistent link: https://www.econbiz.de/10013197404

International tourism demand forecasting with machine learning models : the power of the number of lagged inputs

Bi, Jian-Wu; Han, Tian-Yu; Li, Hui - In: Tourism economics : the business and finance of tourism … 28 (2022) 3, pp. 621-645

Persistent link: https://www.econbiz.de/10013267939

Impact of financial development and internet use on export growth : new evidence from machine learning models

Shetewy, Nsreen; Shahin, Ahmed Ismail; Omri, Anis; Dai, … - In: Research in international business and finance 61 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10014240059

Comparing bankruptcy prediction models in emerging markets

Burekhin, Roman - In: Risk assessment and financial regulation in emerging …, (pp. 177-187). 2021

This paper presents an overview of the main models for predicting bankruptcies of companies and considers the classification of existing approaches. Examples of using algorithms such as logistic models, classification trees, random forests, and artificial neural networks are highlighted....

Persistent link: https://www.econbiz.de/10012591701

A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees

Golbayani, Parisa; Florescu, Ionuţ; Chatterjee, Rupak - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012665100