The aim of this paper is to compare the forecasting financial distress models named the logistic mixed scoring and the semi parametric logistic scoring. Altman scoring variables are used to predict financial situation of Tunisian firms. First, the mixed logistic scoring is applied in order to...

This paper explores the capacity of Geometric Brownian Motion (GBM) and Prophet model to predict stock market returns during coronavirus outbreak. To the best of our knowledge this is the first research that compares GBM and prophet model in order to forcast stock market volatility especially...