Statistical analysis of financial data with many zeros
Sign Up to like & getrecommendations! Published in 2017 at "Wiley Interdisciplinary Reviews: Computational Statistics"
DOI: 10.1002/wics.1399
Abstract: One of the core issues in finance is to understand why firms finance themselves as they do. This issue has become increasingly important because how firms are financed influences their performance and value. Since the… read more here.
Keywords: analysis; finance; financial data; debt claim ... See more keywords
Forecasting Turkish real GDP growth in a data-rich environment
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DOI: 10.1007/s00181-017-1357-8
Abstract: This study generates nowcasts and forecasts for the growth rate of the gross domestic product in Turkey using 204 daily financial series with mixed data sampling (MIDAS) framework. The daily financial series include commodity prices,… read more here.
Keywords: real gdp; growth; forecasting turkish; financial data ... See more keywords
A new financial data forecasting model using genetic algorithm and long short-term memory network
Sign Up to like & getrecommendations! Published in 2021 at "Neurocomputing"
DOI: 10.1016/j.neucom.2020.04.086
Abstract: Abstract Financial data forecasting is conducive to get a better understanding of the future economic situation. Recently, variational mode decomposition (VMD) is introduced into the field of financial data forecasting. However, the prediction accuracy of… read more here.
Keywords: genetic algorithm; model; financial data; data forecasting ... See more keywords
Multivariate cumulants in outlier detection for financial data analysis
Sign Up to like & getrecommendations! Published in 2020 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2020.124995
Abstract: There are many research papers yielding the financial data models, where returns are tied either to the fundamental analysis or to the individual, often irrational, behaviour of investors. In the second case the bubble followed… read more here.
Keywords: analysis; multivariate cumulants; detection; financial data ... See more keywords
GANs and synthetic financial data: calculating VaR*
Sign Up to like & getrecommendations! Published in 2024 at "Applied Economics"
DOI: 10.1080/00036846.2024.2365456
Abstract: ABSTRACT Generative Adversarial Neural nets (GANs) are a new branch of machine learning techniques. A GAN learns to generate new data from the training data set. We examine the characteristics of the fake financial data… read more here.
Keywords: synthetic financial; var; gans synthetic; financial data ... See more keywords
Advancing Anomaly Detection: Non-Semantic Financial Data Encoding With Large Language Models
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DOI: 10.1109/access.2025.3600967
Abstract: Detecting anomalies in general ledger data is of utmost importance to ensure the trustworthiness of financial records. Financial audits increasingly rely on machine learning (ML) algorithms to identify irregular or potentially fraudulent journal entries, each… read more here.
Keywords: large language; non semantic; anomaly detection; language ... See more keywords
Visual Exploration of Financial Data with Incremental Domain Knowledge
Sign Up to like & getrecommendations! Published in 2022 at "Computer Graphics Forum"
DOI: 10.1111/cgf.14723
Abstract: Modelling the dynamics of a growing financial environment is a complex task that requires domain knowledge, expertise and access to heterogeneous information types. Such information can stem from several sources at different scales, complicating the… read more here.
Keywords: information; domain knowledge; financial data; domain ... See more keywords
Efficient Dynamic Cost Scheduling Algorithm for Financial Data Supply Chain
Sign Up to like & getrecommendations! Published in 2021 at "Algorithms"
DOI: 10.3390/a14070211
Abstract: The financial data supply chain is vital to the economy, especially for banks. It affects their customer service level, therefore, it is crucial to manage the scheduling of the financial data supply chain to elevate… read more here.
Keywords: financial data; supply chain; data supply; cost ... See more keywords
Integrating Merkle Trees with Transformer Networks for Secure Financial Computation
Sign Up to like & getrecommendations! Published in 2024 at "Applied Sciences"
DOI: 10.3390/app14041386
Abstract: In this paper, the Merkle-Transformer model is introduced as an innovative approach designed for financial data processing, which combines the data integrity verification mechanism of Merkle trees with the data processing capabilities of the Transformer… read more here.
Keywords: performance; model; merkle transformer; financial data ... See more keywords
Automated Identification of Sensitive Financial Data Based on the Topic Analysis
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DOI: 10.3390/fi16020055
Abstract: Data governance is an extremely important protection and management measure throughout the entire life cycle of data. However, there are still data governance issues, such as data security risks, data privacy breaches, and difficulties in… read more here.
Keywords: classification; based topic; topic analysis; financial data ... See more keywords
How can data manipulation matter in predicting the failure risk? Evidence from Romanian companies
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Business Economics and Management"
DOI: 10.3846/jbem.2025.22373
Abstract: Recent fraud scandals have raised concerns about the reliability of financial data disclosed in financial statements. The main purpose of this article is to investigate how financial data manipulation affects company failure risk. The research… read more here.
Keywords: failure risk; data manipulation; risk; financial data ... See more keywords