H Kim, H Cho, D Ryu - Investment Analysts Journal, 2023 - journals.co.za
Recently, various corporate failure prediction models that use machine learning techniques have received considerable attention. In particular, using a sequence of a company's …
D Chun, H Cho, D Ryu - Research in International Business and Finance, 2024 - Elsevier
Recent increases in stock price volatility have generated renewed interest in volatility-timing strategies. Based on high-dimensional models including machine learning, we predict stock …
J Bang, D Ryu - Romanian Journal of Economic Forecasting, 2023 - ipe.ro
We use the recent development in deep learning technology to forecast stock prices. Focusing on image-type big data, we predict future stock prices using a convolutional neural …
D Ryu, J Hong, H Jo - The Annals of Regional Science, 2024 - Springer
This study proposes a hedonic pricing model to efficiently capture the values of locations without assuming a specific functional form or the factors affecting it. The K-means clustering …
M Thor, Ł Postek - Journal of Forecasting, 2024 - Wiley Online Library
This paper presents a promising approach using gated recurrent unit (GRU) network to predict bankruptcy based on the whole sequence of financial statements of the companies …
P du Jardin - Journal of Forecasting, 2024 - Wiley Online Library
For a very long time, bankruptcy models were considered ahistorical, as they were mostly based on ratios measured over a single year. However, time is an essential variable that …
A Kim, D Ryu, A Webb - Investment Analysts Journal, 2024 - Taylor & Francis
Can machine learning improve prediction for seasonal commodity prices? We explore the effectiveness of a combined method that integrates seasonal trend decomposition using …
An Early Warning System (EWS) is a tool that enables the monitoring of the credit portfolio to identify clients in financial distress. ARIA is the EWS used by ING to monitor their Wholesale …
P Dalal, T Sharma - AIP Conference Proceedings, 2024 - pubs.aip.org
After Implementing the machine learning (ML) algos for the prediction of potential defaulters (someone who can't repay the loan properly and timely) has been connected with way better …