The efficiënt market hypothesis and related theories claim that it is impossible to predict future stock prices. Even so, empirical research has countered this claim by achieving better than random prediction performance. Using a model built from a combination of text mining and time series...

This paper provides the first large-scale empirical evidence of the association between specific properties of internet domain names and website performance. We analyze over one million internet domain names, linking their phonological and morphological attributes to the realized demand for...

We compare the effectiveness of financial statement variables and pre-determined lists of suspicious words with an alternative approach to fraud detection. Using the text of the Management Discussion and Analysis section from 10-Q and 10-K reports, we allow the data to identify words most...

Credit risk rating is a very important issue for both banks and companies, especially in periods of economic recession. There are many different approaches and methods which have been developed over the years. The aim of this paper is to create a credit risk rating model combining the...

This paper proposes that social categorization is driven by an ecological dynamic that operates in two planes: feature space and category space. It develops a theoretical model that links positions in feature space to label assignments in category space. The first part of the model predicts that...

Predicting default probabilities is at the core of credit risk management and is becoming more and more important for banks in order to measure their client's degree of risk, and for firms to operate successfully. The SVM with evolutionary feature selection is applied to the CreditReform...