Fischer, Jan Alexander; Pohl, Philipp; Ratz, Dietmar - In: Review of Quantitative Finance and Accounting 55 (2020) 4, pp. 1163-1179
We propose our quarterly earnings prediction (QEPSVR) model, which is based on epsilon support vector regression (ε-SVR), as a new univariate model for quarterly earnings forecasting. This follows the recommendations of Lorek (Adv Account 30:315–321, 2014....
