Search Results - subject:"regression"

Some insights about the applicability of logistic factorisation machines in banking

Slabber, Erika; Verster, Tanja; De Jongh, Riaan - In: Risks : open access journal 11 (2023) 3, pp. 1-21

Logistic regression is a very popular binary classification technique in many industries, particularly in the financial … study and compared with logistic regression. The separation and prediction performance of factorisation machines are then … compared to logistic regression and random forests by means of three case studies covering a recommender system, credit card …

Persistent link: https://www.econbiz.de/10014246272

The applications of generalized poisson regression models to insurance claim data

Faroughi, Pouya; Li, Shu; Ren, Jiandong - In: Risks : open access journal 11 (2023) 12, pp. 1-17

Predictive modeling has been widely used for insurance rate making. In this paper, we focus on insurance claim count data and address their common issues with more flexible modeling techniques. In particular, we study the zero-inflated and hurdle-generalized Poisson and negative binomial...

Persistent link: https://www.econbiz.de/10014446646

Unveiling the diverse efficacy of artificial neural networks and logistic regression : a comparative analysis in predicting financial distress

Sabek, Amine - In: Croatian review of economic, business and social … 9 (2023) 1, pp. 16-32

) compared to the Logistic Regression (LR), and this will be done by relying on the data of 12 Algerian companies for the period … cannot be regarded as superior to Logistic Regression (LR) in all statuses. Instead, it is accurate to affirm that specific …

Persistent link: https://www.econbiz.de/10014372938

Financial inclusion and performance of MSMEs in Eswatini

Fomum, Tita Anthanasius; Opperman, Pieter - In: International journal of social economics 50 (2023) 11, pp. 1551-1567

Persistent link: https://www.econbiz.de/10014428671

Beta-sorted portfolios

Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2024

Beta-sorted portfolios-portfolios comprised of assets with similar covariation to selected risk factors-are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their econometric properties in contrast to...

Persistent link: https://www.econbiz.de/10015123509

A predictive analytics approach for forecasting bike rental demand

Karunanithi, Meerah; Chatasawapreeda, Parin; Khan, Talha Ali - 2024

comprehensively analyzes various influencing factors using machine learning models, including Ordinary Least Squares regression, MLP … Regression, Gradient Boosting Regression, Random Forest Regression, Polynomial Regression, and Decision Tree Regression. The …

Persistent link: https://www.econbiz.de/10015107934

Informality and development : the nonlinear effect

Fotié, Andrée Kenne; Mbratana, Taoufiki - In: Economics letters 234 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015075880

Nonlinear dynamics of Kimchi premium

Seo, Myung Hwan; Koo, Bonsoo; Yang, Yangzhuoran Fin - In: Economic modelling 135 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014549082

Nonlinear effects of bank regulation stringency on bank lending in selected sub-Saharan African countries

Thamae, Retselisitsoe I.; Odhiambo, Nicholas M. - In: International journal of emerging markets 19 (2024) 5, pp. 1219-1237

Persistent link: https://www.econbiz.de/10014560247

Network and panel quantile effects via distribution regression

Chernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 240 (2024) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10015075113