Showing 1 - 10 of 194
In this study, we apply several advanced machine learning techniques including extreme gradient boosting (XGBoost), support vector machine (SVM), and a deep neural network to predict bankruptcy using easily obtainable financial data of 3728 Belgian Small and Medium Enterprises (SME’s) during...
Persistent link: https://www.econbiz.de/10012814176
Predicting bankruptcy of companies has been a hot subject of focus for many economists. The rationale for developing and predicting the financial distress of a company is to develop a predictive model used to forecast the financial condition of a company by combining several econometric...
Persistent link: https://www.econbiz.de/10012174130
The use of machine learning (ML) methods has been widely discussed for over a decade. The search for the optimal model is still a challenge that researchers seek to address. Despite advances in current work that surpass the limitations of previous ones, research still faces new challenges in...
Persistent link: https://www.econbiz.de/10013273676
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/10012587360
, while the Z-score model more accurately predicts insolvency for both types of firms, i.e., those that are at an early stage …
Persistent link: https://www.econbiz.de/10012022224
measures. For this, sample data consisted of 82 companies that had filed for bankruptcy under the Insolvency and Bankruptcy …
Persistent link: https://www.econbiz.de/10012626240
The stock market is characterized by extreme fluctuations, non-linearity, and shifts in internal and external environmental variables. Artificial intelligence (AI) techniques can detect such non-linearity, resulting in much-improved forecast results. This paper reviews 148 studies utilizing...
Persistent link: https://www.econbiz.de/10012795264
In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin price and volatility. Machine learning models like recurrent...
Persistent link: https://www.econbiz.de/10012173959
A constant in the business world is the frequent movement of customers joining or abandoning companies’ services and products. The customer is one of the company’s most important assets. Reducing the customer abandonment rate has become a matter of survival and, at the same time, the most...
Persistent link: https://www.econbiz.de/10012745384
Historically, exchange rate forecasting models have exhibited poor out-of-sample performances and were inferior to the random walk model. Monthly panel data from 1973 to 2014 for ten currency pairs of OECD countries are used to make out-of sample forecasts with artificial neural networks and...
Persistent link: https://www.econbiz.de/10012813245