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in condition monitoring. The identification of operation profiles during production is therefore important. Clustering …-and-effect relationship between the operation regimes and the wear level of components. In this study unsupervised clustering technique was …
Persistent link: https://www.econbiz.de/10012662742
Predicting if a client is worth giving a loan-credit scoring-is one of the most essential and popular problems in banking. Predictive models for this goal are built on the assumption that there is a dependency between the client's profile before the loan approval and their future behavior....
Persistent link: https://www.econbiz.de/10013200723
, monetary model for engineering features that quantify investor behaviours, and unsupervised machine learning clustering …
Persistent link: https://www.econbiz.de/10012611607
multiple operations, we employ a clustering approach on 69 firm characteristics and allocate companies to novel economic … to quantify feature importance for clustering methods, finding that size drives differences across classical industries … while book-to-market and financial liquidity variables matter for clustering-based sectors. …
Persistent link: https://www.econbiz.de/10014321226
-step hybrid model based on machine learning methods for clustering and classification. First, we assign price states to historical … prices using K-means clustering. These price states are also assigned to the corresponding data of external factors. Second …
Persistent link: https://www.econbiz.de/10014497500
We estimate the distribution of marginal propensities to consume (MPCs) using a new approach based on the fuzzy C-means algorithm (Dunn 1973; Bezdek 1981). The algorithm generalizes the K-means methodology of Bonhomme and Manresa (2015) to allow for uncertain group assignment and to recover...
Persistent link: https://www.econbiz.de/10012144745
In the past 30 years, as sponsors of defined benefit (DB) pension plans were facing more severe underfunding challenges, pension de-risking strategies have become prevalent for firms with DB plans to reduce pension-related risks. However, it remains unclear how pension de-risking activities...
Persistent link: https://www.econbiz.de/10013200931
Text-mining technologies have substantially affected financial industries. As the data in every sector of finance have grown immensely, text mining has emerged as an important field of research in the domain of finance. Therefore, reviewing the recent literature on text-mining applications in...
Persistent link: https://www.econbiz.de/10012602873
In this research, two estimation algorithms for extracting cross-lingual news pairs based on machine learning from financial news articles have been proposed. Every second, innumerable text data, including all kinds news, reports, messages, reviews, comments, and tweets are generated on the...
Persistent link: https://www.econbiz.de/10012610996
This paper evaluates the influence of central bank's projections and narrative signals provided in the summaries of its Inflation Report on the expectations of professional forecasters for inflation and GDP growth in the case of Mexico. We use the Latent Dirichlet Allocation model, a textmining...
Persistent link: https://www.econbiz.de/10014540978