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A semiparametric method for predicting bankruptcy
Hwang, Ruey-ching; Cheng, K. F.; Lee, Jack C. - In: Journal of forecasting 26 (2007) 5, pp. 317-342
Persistent link: https://www.econbiz.de/10003530066
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Interpreting the prediction results of the tree-based gradient boosting models for financial distress prediction with an explainable machine learning approach
Liu, Jiaming; Li, Chengzhang; Ouyang, Peng; Liu, Jiajia; … - In: Journal of forecasting 42 (2023) 5, pp. 1112-1137
Persistent link: https://www.econbiz.de/10014338816
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Bankruptcy predition using a discrete-time duration model incorporating temporal and macroeconomic dependencies
Nam, Chae Woo; Kim, Tong Suk; Park, Nam Jung; Lee, Hoe-kyung - In: Journal of forecasting 27 (2008) 6, pp. 493-506
Persistent link: https://www.econbiz.de/10003761663
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Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le - In: Journal of forecasting 43 (2024) 2, pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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The role of survey data in nowcasting euro area GDP growth
Girardi, Alessandro; Gayer, Christian; Reuter, Andreas - In: Journal of forecasting 35 (2016) 5, pp. 400-418
Persistent link: https://www.econbiz.de/10011580798
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Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan; Choudhry, Taufiq - In: Journal of forecasting 36 (2017) 8, pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
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Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar; Stephan, Andreas - In: Journal of forecasting 42 (2023) 8, pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
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Predicting the direction of the Fed's target rate
Kauppi, Heikki - In: Journal of forecasting 31 (2012) 1, pp. 47-67
Persistent link: https://www.econbiz.de/10009503696
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Random forest versus logit models : which offers better early warning of fiscal stress?
Jarmulska, Barbara - In: Journal of forecasting 41 (2022) 3, pp. 455-490
Persistent link: https://www.econbiz.de/10013166154
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Forecasting domestic liquidity during a crisis : what works best?
Moore, Winston R. - In: Journal of forecasting 26 (2007) 6, pp. 445 - 455
Persistent link: https://www.econbiz.de/10003542048