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Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping; Tang, Xiaolong; Wang, Hemin; Ma, Zhiren - In: Journal of forecasting 42 (2023) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10013465760
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Anticipating financial distress of high-tech startups in the European Union : a machine learning approach for imbalanced samples
Liu, Yang; Zeng, Qingguo; Li, Bobo; Ma, Lili; … - In: Journal of forecasting 41 (2022) 6, pp. 1131-1155
Persistent link: https://www.econbiz.de/10013465685
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Deep learning on mixed frequency data
Xu, Qifa; Wang, Zezhou; Jiang, Cuixia; Liu, Yezheng - In: Journal of forecasting 42 (2023) 8, pp. 2099-2120
Persistent link: https://www.econbiz.de/10014432851
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Credit scoring prediction leveraging interpretable ensemble learning
Liu, Yang; Huang, Fei; Ma, Lili; Zeng, Qingguo; Shi, Jiale - In: Journal of forecasting 43 (2024) 2, pp. 286-308
Persistent link: https://www.econbiz.de/10014475312
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Semiparametric estimation of expected shortfall and its application in finance
Fang, Yan; Li, Jian; Liu, Yinglin; Zhao, Yunfan - In: Journal of forecasting 42 (2023) 4, pp. 835-851
Persistent link: https://www.econbiz.de/10014292830
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Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Liu, Yezheng - In: Journal of forecasting 41 (2022) 3, pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
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A multifrequency data fusion deep learning model for carbon price prediction
Xiao, Canran; Liu, Yongmei - In: Journal of forecasting 44 (2025) 2, pp. 436-458
Persistent link: https://www.econbiz.de/10015374048