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Using MD&A to improve earnings forecasts

Bochkay, Khrystyna; Levine, Carolyn B. - In: Journal of accounting, auditing & finance : JAAF 34 (2019) 3, pp. 458-482

Persistent link: https://www.econbiz.de/10012170014

Forecasting intraday S&P 500 index returns : a functional time series approach

Shang, Han Lin - In: Journal of forecasting 36 (2017) 7, pp. 741-755

Persistent link: https://www.econbiz.de/10011860709

Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models

Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012438364

Forecasting foreign exchange rate movements with k-Nearest-Neighbor, ridge regression and feed-forward neural networks

Fičura, Milan - 2019

Persistent link: https://www.econbiz.de/10012225722

Using machine learning to predict realized variance

Carr, Peter; Wu, Liuren; Zhang, Zhibai - In: Journal of investment management : JOIM 18 (2020) 2, pp. 57-72

Persistent link: https://www.econbiz.de/10012588965

Topic modelling and hotel rating prediction based on customer review in Indonesia

Putranto, Yunanto; Sartono, Bagus; Djuraidah, Anik - In: International journal of management and decision making … 20 (2021) 3, pp. 282-307

Persistent link: https://www.econbiz.de/10012599580

An efficient estimation technique for investigating economic growth and its determinants for Nigeria in the presence of multicollinearity

Ebiwonjumi, Ayooluwade; Chifurira, Retius; Chihamu, … - In: International journal of finance & banking studies : JJFBS 11 (2022) 1, pp. 107-119

Persistent link: https://www.econbiz.de/10012804728

Portfolio efficiency with high-dimensional data as conditioning information

Vigo, Caio - In: International review of financial analysis 77 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012806338

Ridge type shrinkage estimation of seemingly unrelated regressions and analytics of economic and financial data from "Fragile Five" countries

Yüzbaşı, Bahadır; Ahmed, Syed E. - In: Journal of risk and financial management : JRFM 13 (2020) 6/131, pp. 1-19

In this paper, we suggest improved estimation strategies based on preliminarily test and shrinkage principles in a seemingly unrelated regression model when explanatory variables are affected by multicollinearity. To that end, we split the vector regression coefficient of each equation into two...

Persistent link: https://www.econbiz.de/10012309109

Autoregressive random forests : machine learning and lag selection for financial research

Polyzos, Efstathios; Siriopoulos, Costas - In: Computational economics 64 (2024) 1, pp. 225-262

Persistent link: https://www.econbiz.de/10015078020