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CVaR prediction model of the investment portfolio based on the convolutional neural network facilitates the risk management of the financial market
Wu, Zheng; Qiao, Yan; Huang, Shuai; Liu, HsienChen - In: Journal of global information management 30 (2022) 7, pp. 1-19
Persistent link: https://www.econbiz.de/10012800070
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An explainable financial risk early warning model based on the DS-XGBoost model
Zhang, Tianjiao; Zhu, Weidong; Wu, Yong; Wu, Zihao; … - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014473596
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Customer churn prediction for commercial banks using customer-value-weighted machine learning models
Wu, Zongxiao; Li, Zhiyong - In: The journal of credit risk : published quarterly by … 17 (2021) 4, pp. 15-42
Persistent link: https://www.econbiz.de/10013185682
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Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine
Zhang, Wen; Wu, Zhibin - In: Journal of forecasting 41 (2022) 3, pp. 615-632
Persistent link: https://www.econbiz.de/10013166168
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Improving customer value index and consumption forecasts using a weighted RFM model and machine learning algorithms
Wu, Zongxiao; Zang, Cong; Wu, Chia-Huei; Deng, Zilin; … - In: Journal of global information management 30 (2022) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10012799261