This paper studies the estimation of asset pricing model regressions with conditional alphas and betas, focusing on the joint effects of data snooping and spurious regression. We find that the regressions are reasonably well specified for conditional betas, even in settings where simple...

This paper focuses on NOx emission prediction and operating parameters optimization for coal-fired boilers. Support Vector Regression (SVR) model based on CGA (Conventional Genetic Algorithm) was proposed to model the relationship between the operating parameters and the concentration of NOx...

Rock burst is one of the common failures in hard rock mining and civil construction. This study focuses on the prediction of rock burst classification with case instances using cloud models and attribution weight. First, cloud models are introduced briefly related to the rock burst...

This study compares the performance of six popular statistical and machine learning models in detecting financial statement fraud under different assumptions of misclassification costs and fraud firm to non-fraud firm ratios. The results show, somewhat surprisingly, that logistic regression and...

Stock market forecasting provides challenging and interesting task to both investors and academic researchers because trading decision at an appropriate time makes more profit for investors. In present study, a new approach has been proposed to integrate Adaptive Neuro-Fuzzy Inference System...