Suchergebnisse - S.I.: Regression Methods based on OR techniques

Comparison of non-survey techniques for constructing regional input–output tables von Lampiris, Georgios, Karelakis, Christos, Loizou, Efstratios

“… ) tables, the present study endeavors to identify the best performing method among the most applied location quotient based non-survey techniques …”
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A differential evolution-based regression framework for forecasting Bitcoin price von Jana, R. K., Ghosh, Indranil, Das, Debojyoti

“… This research proposes a differential evolution-based regression framework for forecasting one day ahead price of Bitcoin …”
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Unveiling endogeneity between competition and efficiency in Chinese banks: a two-stage network DEA and regression analysis von Tan, Yong, Wanke, Peter, Antunes, Jorge, Emrouznejad, Ali

“… ) to evaluate the efficiency level of Chinese commercial banks. In the second stage regression analysis, an integrated Multi-Layer Perceptron/Hidden Markov model is used …”
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Default avoidance on credit card portfolios using accounting, demographical and exploratory factors: decision making based on machine learning (ML) techniques von Sariannidis, Nikolaos, Papadakis, Stelios, Garefalakis, Alexandros, Lemonakis, Christos, Kyriaki-Argyro, Tsioptsia

“… We compare prediction accuracy of seven classification methods used, i.e. KNN, Logistic Regression …”
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A regression-based improvement to the multiple criteria ABC inventory classification analysis von 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 classification criteria but are common …”
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Multi-criteria optimization in regression von Tsionas, Mike G.

“… In this paper, we consider standard as well as instrumental variables regression …”
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Natural disasters and economic growth: a quantile on quantile approach von Atsalakis, George S., Bouri, Elie, Pasiouras, Fotios

“… This approach combines the standard quantile regression analysis with nonparametric estimations and allows us to examine how different quantiles of natural disasters affect different quantiles of GDP growth …”
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Developing automated valuation models for estimating property values: a comparison of global and locally weighted approaches von Doumpos, Michalis, Papastamos, Dimitrios, Andritsos, Dimitrios, Zopounidis, Constantin

“… regression techniques for developing reliable automated valuation models for residential properties …”
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A multicriteria decision support tool for modelling bank credit ratings von 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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A further analysis of robust regression modeling and data mining corrections testing in global stocks von Guerard, John B., Xu, Ganlin, Markowitz, Harry

“… We apply robust regression techniques, LAR regression, and LASSO regression modeling to estimate stock selection models …”
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Can earnings management information improve bankruptcy prediction models? von Séverin, Eric, Veganzones, David

“… the accuracy of bankruptcy prediction models. It applies earnings management–based models, based on financial ratios and earnings management variables, to a sample of 6,000 …”
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Corporate social behaviour: Is it good for efficiency in the Chinese banking industry? von Fukuyama, Hirofumi, Tan, Yong

“… Evidence from the second-stage regression analysis shows that the overall …”
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Enriched preference modeling and robustness analysis for the ELECTRE Tri-B method von Kadziński, Miłosz, Martyn, Magdalena

“… While significantly extending the ELECTRE Tri-B method, we present an integrated framework for modeling indirect preference information and conducting robustness analysis …”
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Corporate social responsibility: How much is enough? A higher dimension perspective of the relationship between financial and social performance von 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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Inefficiency source tracking: evidence from data envelopment analysis and random forests von Anouze, Abdel Latef, Bou-Hamad, Imad

“… This study introduces a three-stage DEA framework that employs a random forest as a powerful ensemble method for variable selection to search for the most influential environmental variables …”
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Measuring the effects of M&As on Eurozone bank efficiency: an innovative approach on concentration and credibility impacts von 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 banks in eight countries …”
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Sparse factor model based on trend filtering von Kim, Jang Ho, Kim, Woo Chang, Fabozzi, Frank J.

“… We present a model based on trend filtering and regularization for performing factor analysis …”
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How do peace dividends bring about human development and productivity? von Lu, Wen-Min, Kweh, Qian Long, Chen, Kang-Fu

“… Finally, this study used a panel data regression model to analyze the impact of peace dividends on national productivity …”
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The long memory HEAVY process: modeling and forecasting financial volatility von 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 business treasury operations of trading …”
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Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research von 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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