crisis, however, they had problems keeping their profitability which is an important quantitative indicator for the health of … a bank and the banking sector overall. We use a large data set of bank-level balance sheet items and regional economic … estimators as ordinary least squares as well as autoregressive models in forecasting performance. …

This paper analyzes the relation between bank profit performance and business models. To assess the profitability of … bank business models, we propose a new approach based on machine learning. In particular, we identify bank business models … using balance sheet components’ contributions to profitability as a grouping criterion. Thus, in contrast to previous works …

-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …

-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …

research. Scientific aim: To identify applicability of leading economic indicators for bank's profitability forecasting … and practical point of view. Methodology/methods: Quantitative factors for forecasting commercial banks' profitability …Purpose of the article: Profitability is one of the most important ratios for performance measurement in any …

across different horizons and real-time datasets. To further improve performances when forecasting with machine learning, we …

expeditious response times. In out-of-sample forecasting, the Qual VAR outperforms a probit model. Improved forecasting …