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 …
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 …
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
This paper quantifies and aggregates the multiple lifetime benefits of an influential high-
quality early-childhood program with outcomes measured through midlife. Guided by …
quality early-childhood program with outcomes measured through midlife. Guided by …
Quantifying the life-cycle benefits of a prototypical early childhood program
This paper quantifies and aggregates the multiple lifetime benefits of an influential high-
quality early childhood program with outcomes measured through midlife. Guided by …
quality early childhood program with outcomes measured through midlife. Guided by …
Panel forecasts of country-level Covid-19 infections
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 …
infections for a panel of countries/regions. Our specification that assumes the growth rate of …
Panel unit-root tests with structural breaks
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 …
implements the panel-data unit-root tests developed by Karavias and Tzavalis (2014 …
Zeroing in on the expected returns of anomalies
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) …
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 …
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 …
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
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 …
pandemic with higher mortality and morbidity than any other virus in the last 100 years …