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Handling highly imbalanced data for classifying fatality of auto collisions using machine learning techniques

Xie, Shengkun; Zhang, Jin - In: Journal of management analytics 11 (2024) 3, pp. 317-357

Persistent link: https://www.econbiz.de/10015073520

S&P 500 Index inclusions and analysts' forecast optimism

Zhang, Jin; Lin, Eric C.; Shin, Haeyoung - In: The journal of investing 19 (2010) 4, pp. 50-57

Persistent link: https://www.econbiz.de/10009309147

Are analysts overoptimistic about the prospects of sin firms?

Zhang, Jin; Shin, Haeyoung - In: International journal of financial research 8 (2017) 4, pp. 99-106

Persistent link: https://www.econbiz.de/10011781913

Can a rational expectation storage model explain the USDA ending grain stocks forecast errors?

Zhang, Tianyang; Li, Ziran - In: The journal of futures markets 42 (2022) 3, pp. 313-337

Persistent link: https://www.econbiz.de/10012817911

Climate impact on the USDA ending stocks forecast errors

Li, Ziran; Li, Ding; Zhang, Tengfei; Zhang, Tianyang - In: Finance research letters 48 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013463275

Carr and Wu's (2020) framework in the oil ETF option market

Jia, Xiaolan; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of commodity markets 31 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014477744

Testing and forecasting price jumps with return moments

Zhen, Fang; Ruan, Xinfeng; Zhang, Jin E. - In: International review of finance : the official journal … 25 (2025) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10015334594

Forecasting the term structure of Chinese Treasury yields

Luo, Xingguo; Han, Haifeng; Zhang, Jin E. - In: Pacific-Basin finance journal 20 (2012) 5, pp. 639-659

Persistent link: https://www.econbiz.de/10009619800

Expected stock returns and forward variance

Luo, Xingguo; Zhang, Jin E. - In: Journal of financial markets 34 (2017), pp. 95-117

Persistent link: https://www.econbiz.de/10011815206

The skewness risk in the energy market

Yoon, Jungah; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-24

In this paper, we study the skewness risk and its return predictability in the energy market. Skewness risk is often used to measure the possibility of market crash. We study both physical skewness (market skewness and cross-sectional average realized skewness) estimated from underlying stock...

Persistent link: https://www.econbiz.de/10012801590