A survey of machine learning in credit risk

J Breeden - Journal of Credit Risk, 2021 - papers.ssrn.com
Abstract Machine learning algorithms have come to dominate several industries. After
decades of resistance from examiners and auditors, machine learning is now moving from …

MEASURING THE IMPACT OF ECONOMIC POLICIES ON CO2 EMISSIONS: WAYS TO ACHIEVE GREEN ECONOMIC RECOVERY IN THE POST-COVID-19 ERA

W Huang, HB Saydaliev, W Iqbal… - Climate Change …, 2022 - World Scientific
Regional attempts to reduce pollution levels emerging from the European Union (EU)
relative to 2010 are contrasted with unique policies of individual member countries' aims to …

Quantifying the life-cycle benefits of an influential early-childhood program

JL García, JJ Heckman, DE Leaf… - Journal of Political …, 2020 - journals.uchicago.edu
This paper quantifies and aggregates the multiple lifetime benefits of an influential high-
quality early-childhood program with outcomes measured through midlife. Guided by …

Quantifying the life-cycle benefits of a prototypical early childhood program

JL García, JJ Heckman, DE Leaf, MJ Prados - 2017 - nber.org
This paper quantifies and aggregates the multiple lifetime benefits of an influential high-
quality early childhood program with outcomes measured through midlife. Guided by …

Panel forecasts of country-level Covid-19 infections

L Liu, HR Moon, F Schorfheide - Journal of Econometrics, 2021 - Elsevier
We use a dynamic panel data model to generate density forecasts for daily active Covid-19
infections for a panel of countries/regions. Our specification that assumes the growth rate of …

Panel unit-root tests with structural breaks

P Chen, Y Karavias, E Tzavalis - The Stata Journal, 2022 - journals.sagepub.com
In this article, we introduce a new community-contributed command called xtbunitroot, which
implements the panel-data unit-root tests developed by Karavias and Tzavalis (2014 …

Zeroing in on the expected returns of anomalies

AY Chen, M Velikov - Journal of Financial and Quantitative Analysis, 2023 - cambridge.org
We zero in on the expected returns of long-short portfolios based on 204 stock market
anomalies by accounting for i) effective bid–ask spreads, ii) post-publication effects, and iii) …

[HTML][HTML] Forecasting national and regional youth unemployment in Spain using google trends

M Simionescu, J Cifuentes-Faura - Social Indicators Research, 2022 - Springer
In Spain, the youth unemployment rate is one of the highest in the European Union. With the
pandemic caused by Covid-19, young people face high unemployment rates and are more …

Publication bias and the cross-section of stock returns

AY Chen, T Zimmermann - The Review of Asset Pricing Studies, 2020 - academic.oup.com
We develop an estimator for publication bias-adjusted returns and apply it to 156 published
long-short portfolios. Our adjustment uses only in-sample data and provides sharper …

[HTML][HTML] Dynamic panel estimate–based health surveillance of SARS-CoV-2 infection rates to inform public health policy: Model development and validation

JF Oehmke, TB Oehmke, LN Singh, LA Post - Journal of medical Internet …, 2020 - jmir.org
Background SARS-CoV-2, the novel coronavirus that causes COVID-19, is a global
pandemic with higher mortality and morbidity than any other virus in the last 100 years …