Pornpawee Supsermpol; Huynh, Van-Nam; Karnjanapatchara, Thus - In: Journal of open innovation : technology, market, and … 11 (2025) 4, pp. 1-14
This study develops a machine learning-based model to predict Initial Public Offerings (IPO) underpricing in the Thai capital market by integrating firm-specific variables, market indicators, macroeconomic factors, and aspect-based sentiment factors derived from IPO filings. Using Light Gradient...