Results 221 to 230 of about 1,246,337 (384)

Measuring the Default Risk of Small Business Loans: Improved Credit Risk Prediction Using Deep Learning

Journal of Forecasting, EarlyView.
ABSTRACT This paper proposes a multilayer artificial neural network (ANN) method to predict the probability of default (PD) within a survival analysis framework. The ANN method captures hidden interconnections among covariates that influence PD, potentially leading to improved predictive performance compared to both logit and skewed logit models.
Yiannis Dendramis, Elias Tzavalis, Aikaterini Cheimarioti   +2 more
wiley   +1 more source

Understanding the Concepts of Smart E‐Nose Technology in Combination With Machine Learning for New Era of Food Safety: An Advanced Review

Food Safety and Health, EarlyView.
E‐Nose technology enables rapid, accurate detection of volatile compounds using AI, PCA, and ANN for odor classification. Advancements in sensors and data algorithms enhance its role in food safety, healthcare, and environmental monitoring. Despite sensor challenges, ongoing innovation drives its growing importance in precise, noninvasive diagnostics ...
Poornima Singh, Umme Habiba, Zaryab Shafi, Aman Noor, Vinay Kumar Pandey, Rahul Singh   +5 more
wiley   +1 more source

Stochastic Volatility Models with Skewness Selection. [PDF]

Entropy (Basel)
Martins I, Freitas Lopes H.
europepmc   +1 more source

Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions. [PDF]

Appl Stoch Models Bus Ind, 2017
Abanto-Valle CA, Langrock R, Chen MH, Cardoso MV.   +3 more
europepmc   +1 more source

Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models [PDF]

, 2003
Josu Arteche
openalex   +1 more source

Systemic Credit Risk Premium: Insights From Credit Derivatives Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This study examines the market‐implied premiums for bearing systemic credit risk by analyzing credit derivatives on the CDX North American Investment Grade portfolio from September 2005 to March 2021. We construct systemic credit risk premium (SCRP) as the difference between the observed prices of multiname super‐senior tranches and their ...
Kiwoong Byun, Baeho Kim, Dong Hwan Oh
wiley   +1 more source

Impact of capital market volatility on economic growth - An analysis based on stochastic volatility model. [PDF]

Heliyon
Chang M, Li Y.
europepmc   +1 more source

Bayesian Monte Carlo Filtering for Stochastic Volatility Models [PDF]

, 2004
Roberto Casarin
openalex   +1 more source

A Learning Model with Memory in the Financial Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT Learning is central to a financial agent's aspiration to gain persistent strategic advantage in asset value maximisation. The implicit mechanism that transforms this aspiration into an observed value gain is the speed of error corrections (demonstrating, an agent's speed of learning) whilst facing increased uncertainty.
Shikta Singh, Supun Chandrasena, Yue Shi, Abdullah Alhussaini, Claude Diebolt, Martin Enilov, Tapas Mishra   +6 more
wiley   +1 more source

Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models [PDF]

, 2004
Roberto Casarin
openalex   +1 more source