Search Results - "S.I.: Regression Methods based on OR techniques"

Unveiling endogeneity between competition and efficiency in Chinese banks: a two-stage network DEA and regression analysis by Tan, Yong, Wanke, Peter, Antunes, Jorge, Emrouznejad, Ali

“…Although there is a growing number of research articles investigating the performance in the banking industry, research on Chinese banking efficiency is rather…”
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Natural disasters and economic growth: a quantile on quantile approach by Atsalakis, George S., Bouri, Elie, Pasiouras, Fotios

“…Natural disasters have caused over a million of deaths and $3 trillion in economic losses during the last 20 years. However, theoretical and empirical studies…”
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A differential evolution-based regression framework for forecasting Bitcoin price by Jana, R. K., Ghosh, Indranil, Das, Debojyoti

“…This research proposes a differential evolution-based regression framework for forecasting one day ahead price of Bitcoin. The maximal overlap discrete wavelet…”
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A multicriteria decision support tool for modelling bank credit ratings by Gaganis, Chrysovalantis, Papadimitri, Panagiota, Tasiou, Menelaos

“…We introduce an application of the SMAA-Fuzzy-FlowSort approach to the case of modelling bank credit ratings. Its stochastic nature allows for imprecisions and…”
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Developing automated valuation models for estimating property values: a comparison of global and locally weighted approaches by Doumpos, Michalis, Papastamos, Dimitrios, Andritsos, Dimitrios, Zopounidis, Constantin

“…Automated valuation models are widely used in real estate to provide estimates for property prices. Such models are typically developed through regression…”
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Can earnings management information improve bankruptcy prediction models? by Séverin, Eric, Veganzones, David

“…This study investigates whether earnings management in its two forms (accruals and real activities manipulation) can improve bankruptcy prediction models. In…”
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Enriched preference modeling and robustness analysis for the ELECTRE Tri-B method by Kadziński, Miłosz, Martyn, Magdalena

“…We consider multiple criteria sorting problems with preference-ordered classes delimited by a set of boundary profiles. While significantly extending the…”
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Corporate social responsibility: How much is enough? A higher dimension perspective of the relationship between financial and social performance by Kalaitzoglou, Iordanis, Pan, Hui, Niklewski, Jacek

“…We investigate the nature of the relationship between corporate social responsibility ( CSR ) and corporate financial performance ( CFP ) by examining how it…”
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Corporate social behaviour: Is it good for efficiency in the Chinese banking industry? by Fukuyama, Hirofumi, Tan, Yong

“…We develop an output-oriented data envelopment analysis framework to examine the efficiency of Chinese banks over the period 2007–2017 and further test the…”
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Measuring the effects of M&As on Eurozone bank efficiency: an innovative approach on concentration and credibility impacts by Galariotis, Emilios, Kosmidou, Kyriaki, Kousenidis, Dimitrios, Lazaridou, Eirini, Papapanagiotou, Trifon

“…The present paper examines the Mergers and Acquisitions’ (M&As’) effects on the European banking efficiency levels based on a sample of 43 listed commercial…”
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Inefficiency source tracking: evidence from data envelopment analysis and random forests by Anouze, Abdel Latef, Bou-Hamad, Imad

“…In the present era of complex environments, banks operate in a more dynamic environment, which in turn, affects their relative efficiency. Traditional Data…”
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A regression-based improvement to the multiple criteria ABC inventory classification analysis by Karagiannis, Giannis, Paleologou, Suzanna M.

“…The aim of this paper is to propose a regression-based approach for obtaining a set of weights for multi-criteria ABC inventory analysis, which differ across…”
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How do peace dividends bring about human development and productivity? by Lu, Wen-Min, Kweh, Qian Long, Chen, Kang-Fu

“…The main purpose of this study was to explore the impact of peace dividends on global changes in national productivity. First, this study assessed changes in…”
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Sparse factor model based on trend filtering by Kim, Jang Ho, Kim, Woo Chang, Fabozzi, Frank J.

“…We present a model based on trend filtering and regularization for performing factor analysis. Furthermore, the trend filtering method proposed in our model…”
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Multi-criteria optimization in regression by Tsionas, Mike G.

“…In this paper, we consider standard as well as instrumental variables regression. Specification problems related to autocorrelation, heteroskedasticity,…”
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Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research by Nasir, Muhammad Ali, Soliman, Alaa M., Shahbaz, Muhammad

“…This study analyses the implications of Jeffery – Lindley’s paradox and Global Financial Crisis (GFC) for the operational aspect of macroeconomic policy…”
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The long memory HEAVY process: modeling and forecasting financial volatility by Karanasos, M., Yfanti, S., Christopoulos, A.

“…This paper studies the bivariate HEAVY system of volatility regression equations and its various extensions that are directly applicable to the day-to-day…”
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