Revistas
Artículos
Publicaciones
Documentos
REVISTA
International Journal of Financial Studies
TODAS
Redirigiendo al acceso original de articulo en
16
segundos...
Inicio
/
International Journal of Financial Studies
/
Vol: 4 Núm: 4 Par: Decembe (2016)
/
Artículo
ARTÍCULO
TITULO
Model Selection Test for the Heavy-Tailed Distributions under Censored Samples with Application in Financial Data
Hanieh Panahi
Resumen
No disponible
Acceso
PÁGINAS
NÚMERO
Volumen: 4 Número: 4 Parte: Decembe (2016)
MATERIAS
ECONOMÍA
REVISTAS SIMILARES
International Journal of Financial Studies
Forecasting
Economics Development Analysis Journal
DOI
https://doi.org/10.3390/ijfs4040024
Artículos similares
Markowitz Mean-Variance Portfolio Optimization with Predictive Stock Selection Using Machine Learning
Acceso
Apichat Chaweewanchon and Rujira Chaysiri
With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation...
ver más
Revista:
International Journal of Financial Studies
A Hybrid XGBoost-MLP Model for Credit Risk Assessment on Digital Supply Chain Finance
Acceso
Yixuan Li, Charalampos Stasinakis and Wee Meng Yeo
Supply Chain Finance (SCF) has gradually taken on digital characteristics with the rapid development of electronic information technology. Business audit information has become more abundant and complex, which has increased the efficiency and increased t...
ver más
Revista:
Forecasting
Precision and Reliability of Forecasts Performance Metrics
Acceso
Philippe St-Aubin and Bruno Agard
The selection of an accurate performance metric is highly important to evaluate the quality of a forecasting method. This evaluation may help to select between different forecasting tools of forecasting outputs, and then support many decisions within a c...
ver más
Revista:
Forecasting
Evaluating State-of-the-Art, Forecasting Ensembles and Meta-Learning Strategies for Model Fusion
Acceso
Pieter Cawood and Terence Van Zyl
The techniques of hybridisation and ensemble learning are popular model fusion techniques for improving the predictive power of forecasting methods. With limited research that instigates combining these two promising approaches, this paper focuses on the...
ver más
Revista:
Forecasting
Markowitz Mean-Variance Portfolio Selection and Optimization under a Behavioral Spectacle: New Empirical Evidence
Acceso
Jules Clément Mba, Kofi Agyarko Ababio and Samuel Kwaku Agyei
This paper investigates the robustness of the conventional mean-variance (MV) optimization model by making two adjustments within the MV formulation. First, the portfolio selection based on a behavioral decision-making theory that encapsulates the MV sta...
ver más
Revista:
International Journal of Financial Studies
Revistas destacadas
Infrastructures
Informed Infraestructure
BiT
Revista de la Construcción
Ver todas las revistas