Search Results - subject:"Random forests"

Random Forest estimation of the ordered choice model

Lechner, Michael; Okasa, Gabriel - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 1-106

Persistent link: https://www.econbiz.de/10015193729

Environmental reporting, financial fundamentals and company valuation : insights from the industrial sector

Dumitrescu, Dan Gabriel; Curea, Ştefania-Cristina; … - In: Amfiteatru economic : an economic and business research … 27 (2025) 70, pp. 731-749

The paper investigates the effect of environmental policies on the market valuation of companies within the European Union's Industrial sector, along with traditional financial indicators. Taking into account the Corporate Sustainability Reporting Directive imposed by the European Union...

Persistent link: https://www.econbiz.de/10015461391

Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning

Rincón, Juan José - 2025

Persistent link: https://www.econbiz.de/10015463149

Predicting value at risk for cryptocurrencies with generalized random forests

Buse, Rebekka; Görgen, Konstantin; Schienle, Melanie - In: International journal of forecasting 41 (2025) 3, pp. 1199-1222

Persistent link: https://www.econbiz.de/10015441558

Deconstructing the environmental innovation-governance-firm value nexus : evidence from European industrial and technology companies

Horobet, Alexandra; Kostakis, Ioannis; Banerjee, Arindam; … - In: Journal of innovation & knowledge : JIK 10 (2025) 5, pp. 1-16

This study examines the relationship between environmental innovation and firm valuation between 2019 and 2023, within a broader framework that includes governance and macroeconomic variables. This study employs Bayesian model averaging and random forest methodologies to analyse how...

Persistent link: https://www.econbiz.de/10015472185

What matters for agricultural trade? : assessing the role of trade deal provisions using machine learning

Gordeev, Stepan; Jelliffe, Jeremy; Kim, Dongin; … - In: Applied economic perspectives and policy 47 (2025) 4, pp. 1469-1506

Persistent link: https://www.econbiz.de/10015454688

Random forests for labor market analysis : balancing precision and interpretability

Graeber, Daniel; Meister, Lorenz; Schröder, Carsten; … - 2025

-off by comparing the predictive performance of random forests and logit regressions to analyze labor market vulnerabilities … shows that, especially in the presence of non-linearities and feature interactions, random forests outperform regressions …

Persistent link: https://www.econbiz.de/10015454975

No easy way out : dissecting firm heterogeneity to enhance default risk prediction

Balzano, Marco; Magrini, Alessandro - In: Sinergie: Italian journal of management : official … 43 (2025) 3, pp. 161-183

from the AIDA database. Logistic regression and random forests are employed to assess the extent to which financial …

Persistent link: https://www.econbiz.de/10015559918

Do machine learning techniques outperform autoregressive distributed lag models in inflation forecasting?

Oancea, Bogdan; Bratu, Mihaela; Pospisil, Richard - In: Prague economic papers : a bimonthly journal of … 34 (2025) 4, pp. 495-558

policy. This study compares modern machine learning (ML) methods - Long Short-Term Memory (LSTM) neural networks, Random … Forests (RF) and Support Vector Regression (SVR) - with traditional Autoregressive Distributed Lag (ARDL) models in …

Persistent link: https://www.econbiz.de/10015589533

Mixed-integer linear optimization for cardinality-constrained random forests

Burgard, Jan Pablo; Pinheiro, Maria Eduarda - In: Optimization Letters 19 (2025) 9, pp. 1717-1735

Random forests are among the most famous algorithms for solving classification problems, in particular for large … random forests by majority vote, even if only a few labeled points are available. …

Persistent link: https://www.econbiz.de/10015574942