Krishnan, C. N. V.; Wu, Minghao - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-18
-by-year regression on a reduced model using principal components analysis, random forest regression on the whole sample, and year …-by-year random forest regression. In general, across the methods, we find that firm’s profitability in the recent past is an …