Showing 1 - 10 of 11
The goal of the paper is to present the framework for combining clustering and classification for churn management in … approach to churn management using clustering and classification, which was tested on the churn dataset with a rich variable … structure. The proposed approach is continuous since the results of market segmentation and rules for churn prediction can be …
Persistent link: https://www.econbiz.de/10013201227
We use point processes to analyze market order arrivals on the intraday market for hourly electricity deliveries in Germany in the second quarter of 2015. As we distinguish between buys and sells, we work in a multivariate setting. We model the arrivals with a Hawkes process whose baseline...
Persistent link: https://www.econbiz.de/10012611718
This paper investigates the clustering or dependency of extremes in financial returns by estimating the extremal index … value, in which smaller values of the extremal index correspond to more clustering. We apply the interval estimator method … results show that clustering occurs in the emerging and developed markets under several threshold values. This study will shed …
Persistent link: https://www.econbiz.de/10012611370
, monetary model for engineering features that quantify investor behaviours, and unsupervised machine learning clustering …
Persistent link: https://www.econbiz.de/10012611607
, while affecting it significantly in the short run. However, prediction of the exchange rate is very complicated. In this …
Persistent link: https://www.econbiz.de/10012611122
applied in other economies. One of the characteristics of the prediction model is that a date drives the estimation. Thus, the … application of the prediction models to cross-economies' consolidated financial statements is biased. …
Persistent link: https://www.econbiz.de/10012611250
prediction performance of random walk without drift. More specifically, this paper applies the random forest, support vector …
Persistent link: https://www.econbiz.de/10012611273
Bankruptcy prediction is always a topical issue. The activities of all business entities are directly or indirectly …
Persistent link: https://www.econbiz.de/10012611289
prediction accuracy in both conditions is equal, yet shorter time availability results in assessments that are more negative. We …
Persistent link: https://www.econbiz.de/10012611558
The paper deals with the issue of analyzing the financial failure of businesses. The aim was to select key performance indicators entering the DEA model. The research was carried out on a sample of 343 Slovak heat management companies. When addressing the research problem, we made use of...
Persistent link: https://www.econbiz.de/10012611777