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Predictive density estimation for multiple regression

George, Edward I.; Xu, Xinyi - In: Econometric theory 24 (2008) 2, pp. 528-544

Persistent link: https://www.econbiz.de/10003894214

Factor Selection with Deep Reinforcement Learning for Financial Forecasting

Wang, Ziwei - 2018

The selection of a relevant factor set is essential for obtaining a financial forecasting model with high information coefficient (IC). We introduce a factor selection algorithm that uses a value network to evaluate the ICs of forecasting models and a genetic algorithm to propose new factor set...

Persistent link: https://www.econbiz.de/10012926782

Effect of the company relationship network on default prediction : evidence from Chinese listed companies

Chi, Guotai; Zhou, Ying; Shen, Long; Xiong, Jian; Yan, … - In: International journal of theoretical and applied … 25 (2022) 6, pp. 1-22

Persistent link: https://www.econbiz.de/10014235018

EWT-SMOTE to improve default prediction performance in imbalanced data : analysis of Chinese data

Zhou, Ying; Lin, Xia; Chi, Guotai; Jin, Peng; Li, Mengtong - In: Journal of forecasting 43 (2024) 3, pp. 615-643

Persistent link: https://www.econbiz.de/10014532372

Long-horizon predictions of credit default with inconsistent customers

Chi, Guotai; Dong, Bingjie; Zhou, Ying; Jin, Peng - In: Technological forecasting and social change : an … 198 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015076472

A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description

Yuan, Kunpeng; Chi, Guotai; Zhou, Ying; Yin, Hailei - In: Research in international business and finance 59 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013402102

Financial distress prediction with optimal decision trees based on the optimal sampling probability

Chi, Guotai; Li, Cun; Zhou, Ying; Li, Taotao - In: The journal of risk model validation 18 (2024) 1, pp. 19-44

Persistent link: https://www.econbiz.de/10014556682

An alternative statistical framework for credit default prediction

Uddin, Mohammad S.; Chi, Guotai; Habib, Tabassum; Zhou, Ying - In: The journal of risk model validation 14 (2020) 2, pp. 65-101

Persistent link: https://www.econbiz.de/10014335963

Forecasting the default risk of Chinese listed companies using a gradient-boosted decision tree based on the undersampling technique

Wang, Shanshan; Chi, Guotai; Zhou, Ying; Chen, Li - In: The journal of risk model validation 17 (2023) 4, pp. 97-121

Persistent link: https://www.econbiz.de/10014485969

Non-stationary parametric single-index predictive models : simulation and empirical studies

Zhou, Ying; Kew, Hsein; Gao, Jiti - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 349-365). 2023

Persistent link: https://www.econbiz.de/10014313764