Search Results - subject:"machine learning models"

A machine learning integrated portfolio rebalance framework with risk-aversion adjustment

Jiang, Zhenlong; Ji, Ran; Chang, Kuo-Chu - In: Journal of risk and financial management : JRFM 13 (2020) 7/155, pp. 1-20

We propose a portfolio rebalance framework that integrates machine learning models into the mean-risk portfolios in … according to market trend movements predicted by machine learning models. We employ Gini's Mean Difference (GMD) to specify the … machine learning models to predict market movements. Using a rolling-horizon approach, we conduct a series of computational …

Persistent link: https://www.econbiz.de/10012309356

International tourism demand forecasting with machine learning models : the power of the number of lagged inputs

Bi, Jian-Wu; Han, Tian-Yu; Li, Hui - In: Tourism economics : the business and finance of tourism … 28 (2022) 3, pp. 621-645

Persistent link: https://www.econbiz.de/10013267939

Do machine learning models hold the key to better money demand forecasting?

Ghosh, Taniya; Agarwal, Sakshi - 2022

Persistent link: https://www.econbiz.de/10013197404

Impact of financial development and internet use on export growth : new evidence from machine learning models

Shetewy, Nsreen; Shahin, Ahmed Ismail; Omri, Anis; Dai, … - In: Research in international business and finance 61 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10014240059

Comparing bankruptcy prediction models in emerging markets

Burekhin, Roman - In: Risk assessment and financial regulation in emerging …, (pp. 177-187). 2021

This paper presents an overview of the main models for predicting bankruptcies of companies and considers the classification of existing approaches. Examples of using algorithms such as logistic models, classification trees, random forests, and artificial neural networks are highlighted....

Persistent link: https://www.econbiz.de/10012591701

A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees

Golbayani, Parisa; Florescu, Ionuţ; Chatterjee, Rupak - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012665100

Exploiting the low-risk anomaly using machine learning to enhance the Black-Litterman framework : evidence from South Korea

Pyo, Sujin; Lee, Jaewook - In: Pacific-Basin finance journal 51 (2018), pp. 1-12

Persistent link: https://www.econbiz.de/10012035052

Early identification of emerging technologies : a machine learning approach using multiple patent indicators

Lee, Changyong; Kwon, Ohjin; Kim, Myeongjung; Kwon, Daeil - In: Technological forecasting & social change : an … 127 (2018), pp. 291-303

Persistent link: https://www.econbiz.de/10011957040

An Empirical Comparison of Machine Learning Models for Time Series Forecasting

Ahmed, Nesreen; Atiya, Amir; Gayar, Neamat El; … - In: Econometric Reviews 29 (2010) 5-6, pp. 594-621

In this work we present a large scale comparison study for the major machine learning models for time series …). There have been very few, if any, large scale comparison studies for machine learning models for the regression or the time …

Persistent link: https://www.econbiz.de/10008691624