Forecasting the financial distress of mining companies: Tool for testing the key performance indicators [PDF]
Mining and Metallurgy Engineering Bor, 2016 There are numerous studies and research work related to the forecasting of financial distress of companies. Developed theoretical and practical models were used for forecasting such problems.
Zlatanović Dragan +3 more
doaj +1 more source
Detection of earnings management in insurance companies in Slovakia [PDF]
SHS Web of Conferences, 2021 Research background: Manipulation and the use of creative accounting or earnings management have become an increasingly popular topic in the history of researchers.
Svabova Lucia, Blazek Roman
doaj +1 more source
Stability and Identification with Optimal Macroprudential Policy Rules [PDF]
, 2014 This paper investigates the identification, the determinacy and the stability of ad hoc, "quasi-optimal" and optimal policy rules augmented with financial stability indicators (such as asset prices deviations from their fundamental values) and minimizing
Chatelain, Jean-Bernard, Ralf, Kirsten
core +7 more sources
A new index of financial conditions [PDF]
, 2013 We use factor augmented vector autoregressive models with time-varying coefficients and stochastic volatility to construct a financial conditions index that can accurately track expectations about growth in key US macroeconomic variables.
Koop, Gary, Korobilis, Dimitris
core +5 more sources
Cost-Optimal Analysis for Nearly Zero Energy Buildings Design and Optimization: A Critical Review
Energies, 2018 Since the introduction of the recast of the EPBD European Directive 2010/31/EU, many studies on the cost-effective feasibility of nearly zero-energy buildings (NZEBs) were carried out either by academic research bodies and by national bodies.
Maria Ferrara +2 more
doaj +1 more source
Corporate Financial Stability and Change of Capital Availability as a Result of a Loss Event [PDF]
Journal of Economics and Management, 2016 The main purpose of the study is to present the parameters of financial stability of a company, as well as to show the direction of their potential changes as a result of a loss event.
Maria Gorczyńska +3 more
doaj +1 more source
Bank crediting to the sector of non-financial corporations in Ukraine [PDF]
Banks and Bank Systems, 2019 The importance of studying the bank crediting (lending) to non-financial corporations in Ukraine is due to the recent increase in borrowing costs and a low credit supply from banks.
Yuliia Verheliuk +3 more
doaj +1 more source
HMM based scenario generation for an investment optimisation problem [PDF]
, 2011 This is the post-print version of the article. The official published version can be accessed from the link below - Copyright @ 2012 Springer-Verlag.The Geometric Brownian motion (GBM) is a standard method for modelling financial time series.
A. Geyer +28 more
core +1 more source
Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach [PDF]
, 2020 A perspective is taken on the intangible complexity of economic and social systems by investigating the underlying dynamical processes that produce, store and transmit information in financial time series in terms of the \textit{moving average cluster ...
Carbone, Anna +2 more
core +3 more sources
Ai Algorithms for Fitting GARCH Parameters to Empirical Financial Data
SSRN Electronic Journal, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Luke De Clerk, Sergey Savel’ev
openaire +2 more sources