Results 241 to 250 of about 14,886 (290)

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer, Kristofer Månsson, Pär Sjölander, Gazi Salah Uddin   +3 more
wiley   +1 more source

Effects of Caseworker Screening on Employment and Health: Quasi-Experimental Evidence From the Swedish Sickness Insurance Program. [PDF]

Eval Rev
Hägglund P, Johansson P, Persson K.
europepmc   +1 more source

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, Justin Deng, Lih‐Yuan Deng, Henry Horng‐Shing Lu   +3 more
wiley   +1 more source

Can IFRS adoption mitigate earnings management in an emerging market? [PDF]

Heliyon
Mohamed Amer AM, Azimli A, Wole Adedokun M.   +2 more
europepmc   +1 more source

Prospect Theory and the Law of Small Numbers in the Evaluation of Asset Prices [PDF]

B. Luppi
core  

The Case of Fleeting Orders and Flickering Quotes

Journal of Futures Markets, EarlyView.
ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze, Johannes Stadler, Andreas W. Rathgeber   +2 more
wiley   +1 more source

A Progressive Ratio Task with Costly Resets Reveals Adaptive Effort-Delay Trade-Offs. [PDF]

eNeuro
Rivera ZMG, Guerrero Leon K, Cervera M, Aguayo B, Izquierdo A, Wikenheiser AM.   +5 more
europepmc   +1 more source

Valuation of science and technology innovation enterprises based on XGBoost-GA-BP neural network model. [PDF]

Sci Rep
Shen C, Xiang L, Wang W.
europepmc   +1 more source

The impact of standards adoptions in earnings-returns relation: evidence from EU

, 2015
openaire   +2 more sources

Comparing Survey and Administrative Measures of Self-Employment Income: New Implications from the Health and Retirement Study. [PDF]

Natl Tax J
Abramowitz J.
europepmc   +1 more source