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Multiperiod Bankruptcy Prediction Models with Interpretable Single Models
This study considers multiperiod bankruptcy prediction models, an aspect scarcely considered in research despite its importance, since creditors must...
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Robust Prediction Intervals for Valuation of Large Portfolios of Variable Annuities: A Comparative Study of Five Models
Valuation of large portfolios of variable annuities (VAs) is a well-researched area in the actuarial science field. However, the study of producing...
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Develo** Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators
In recent years, there has been growing interest in using deep learning methods to improve the accuracy of stock price prediction, which has always...
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Stock return prediction with multiple measures using neural network models
In the field of empirical asset pricing, the challenges of high dimensionality, non-linear relationships, and interaction effects have led to the...
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Threshold Moving Approach with Logit Models for Bankruptcy Prediction
This article focuses on the issue of the classification capability of logistic regression models in the area of bankruptcy prediction within two...
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Stock Price Prediction with Heavy-Tailed Distribution Time-Series Generation Based on WGAN-BiLSTM
Accurate stock price prediction is essential for investing in the financial market. Aiming at the problem’s accuracy, the prediction model is...
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Implementation of deep learning models in predicting ESG index volatility
The consideration of environmental, social, and governance (ESG) aspects has become an integral part of investment decisions for individual and...
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LightGBM-BES-BiLSTM Carbon Price Prediction Based on Environmental Impact Factors
A carbon trading price fusion prediction model is proposed to capture the non-linear, non-stationary, multi-frequency, and other irregular...
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Innovative Insights into Knowledge-Driven Financial Distress Prediction: a Comprehensive XAI Approach
In an era where the knowledge economy plays a pivotal role, corporate financial distress poses substantial risks to various external stakeholders....
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Panel Interval-Valued Data Nonlinear Regression Models and Applications
Panel data models have become increasingly popular in economic research and data analysis. Considering the uncertainty and variability of panel data,...
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Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction
One of the most significant challenges in stock market forecasting is that the majority of stock price analysis and prediction models based on...
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CO2 Emission Allowances Risk Prediction with GAS and GARCH Models
We analyse the predictive and the forecasting ability of various Generalized Autoregressive Score (GAS) and GARCH frameworks for European Union...
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Enhancing Financial Risk Prediction for Listed Companies: A Catboost-Based Ensemble Learning Approach
The New Third Board (NTB) market is a non-publicly traded stock exchange in the Chinese securities market and is an essential component of the...
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Forecasting Stock Indices: Stochastic and Artificial Neural Network Models
In recent years, there has been a bloom in the stock investors due to availability of various platforms that have provided an opportunity even for...
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A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches
This paper has scrutinized the process of testing market efficiency, data generation process and the feasibility of market prediction with a...
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Stacking-Based Model for House Price Prediction
As a pillar industry of the economy, real estate has a significant impact on social and economic development. Therefore, accurate prediction of house...
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Prediction of Precious Metal Index Based on Ensemble Learning and SHAP Interpretable Method
In recent years, the challenging global economy has induced a surge in the investment risk. Precious metal index has gained popularity among...
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Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach
This paper introduces an innovative paradigm in cryptocurrency market analysis and prediction by exploiting the potency of the gradient boosting...
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Prediction of Lending Club Loan Defaulters
This article analyzes the loan defaulter’s prediction of Lending Club. Since the emergence of more and more repayment problems brings risks and...
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Forecasting volatility by using wavelet transform, ARIMA and GARCH models
Forecasting volatility of certain stocks plays an important role for investors as it allows to quantify associated trading risk and thus make right...
