Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting
Journal of Forecasting, EarlyView.ABSTRACT We propose a general variable selection procedure to identify key input variables by applying elastic net regression to representative subdata in place of the full sample to select variables. We combine the lists of selected variables from each subdata through ensemble techniques, using the frequency of selecting the variable across different ...
Ching‐Chi Yang +3 more
wiley +1 more source
Financial constraints and corporate bankruptcy risks in China: The buffer role of cash holdings. [PDF]
PLoS OneLuu QT, Nguyen HTT, Tran TND, Ho TT.
europepmc +1 more source
Scheduling projects with linear time-dependent cash flows to maximize the net present value [PDF]
, 1999 Mario Vanhoucke +2 more
openalex
Uber Future Value Prediction Using Discounted Cash Flow Model
, 2020 Mengxiao Li
openalex +2 more sources
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis
Journal of Futures Markets, EarlyView.ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey +2 more
wiley +1 more source
Vira Workspace: A Novel Online Object-Oriented Framework as a SaaS for the Modeling and Simulation of Petrochemical Plant Networks. [PDF]
ACS OmegaFakhroleslam M.
europepmc +1 more source
Overinvestment of free cash flow in emerging market firms: An empirical analysis
, 2018 (:unas)
openalex +1 more source
Earnings Quality and ESG Performance in Energy and Utilities: What Really Matters?
International Journal of Finance &Economics, EarlyView.ABSTRACT The paper investigates the controversial relationship between firms' earnings quality and environmental, social and governance (ESG) performance, focusing on the energy and utility sectors given their significant regulatory pressures, environmental impact, and capital‐intensive nature, which render ESG performance particularly important for ...
Antonios Persakis +2 more
wiley +1 more source
FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS
, 2019 Łukasz Delong +2 more
openalex +2 more sources