Do market participants’ forecasts of financial variables outperform the random-walk benchmark?
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2020.101712
Abstract: Abstract In this paper, we evaluate the forecasting precision of survey expectations of the four financial variables in the Prospera survey commissioned by Sveriges Riksbank – one of Sweden's most important economic surveys. Our analysis… read more here.
Keywords: market participants; outperform random; survey; random walk ... See more keywords
Semi-Supervised Learning Classification Based on Generalized Additive Logistic Regression for Corporate Credit Anomaly Detection
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Access"
DOI: 10.1109/access.2020.3035128
Abstract: Conventional corporate credit evaluation models are primarily based solely on financial variables in conjunction with supervised learning methods. However, the acquisition of the labeled sample information required by supervised learning methods is generally a costly… read more here.
Keywords: financial variables; credit anomaly; supervised learning; corporate credit ... See more keywords