We propose several multivariate variance ratio statistics. We derive the asymptotic distribution of the statistics and scalar functions thereof under the null hypothesis that returns are unpredictable after a constant mean adjustment (i.e., under the Efficient Market Hypothesis). We do not...

Because of its many advantages, the use of decision trees has become an increasingly popular alternative predictive tool for building classification and regression models. Its origins date back for about five decades where the algorithm can be broadly described by repeatedly partitioning the...

There is a consensus that the best way to forecast customer churn is by statistical methods. It is, however, unclear when which statistical method is more appropriate. This study aims to provide a set of guidelines to data scientists and researchers who are interested in optimizing statistical...