Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning
Latest Publications

TOTAL DOCUMENTS

136

(FIVE YEARS 136)

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1

(FIVE YEARS 1)

Published By WORLD SCIENTIFIC

9789811202384, 9789811202391

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Implications of Regulation in the Community Banking Sector: Risk and Competition

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0131 ◽

2020 ◽

pp. 4473-4507

Author(s):

Gregory McKee ◽

Albert Kagan

Keyword(s):

Banking Sector ◽

Community Banking

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Predicting Credit Card Delinquencies: An Application of Deep Neural Networks

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0127 ◽

2020 ◽

pp. 4349-4381

Author(s):

Ting Sun ◽

Miklos A. Vasarhalyi

Keyword(s):

Neural Networks ◽

Credit Card ◽

Deep Neural Networks

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Survival Analysis: Theory and Application in Finance

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0120 ◽

2020 ◽

pp. 4087-4118

Author(s):

Feng Gao ◽

Xiaomin He

Keyword(s):

Survival Analysis ◽

Analysis Theory

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Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0116 ◽

2020 ◽

pp. 4001-4023

Author(s):

Cheng Few Lee ◽

Fu-Lai Lin

Keyword(s):

Measurement Errors ◽

Investment Decisions ◽

Simultaneous Equation ◽

Simultaneous Equation Estimation

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Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0109 ◽

2020 ◽

pp. 3829-3847

Author(s):

Y. L. Hsu ◽

T. L. Lin ◽

Cheng Few Lee

Keyword(s):

Option Pricing ◽

Model Integration ◽

Pricing Model ◽

Constant Elasticity ◽

Constant Elasticity Of Variance ◽

Option Pricing Model ◽

Detailed Derivation ◽

Variance Option

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The Path Leading up to the New IFRS 16 Leasing Standard: How was the Restructuring of Lease Accounting Received by Different Advocacy Groups?

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0105 ◽

2020 ◽

pp. 3675-3702

Author(s):

Christian Blecher ◽

Stephanie Kruse

Keyword(s):

Advocacy Groups ◽

Lease Accounting

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Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0104 ◽

2020 ◽

pp. 3649-3674

Author(s):

Wan-Jiun Paul Chiou ◽

Jing-Rung Yu

Keyword(s):

Transaction Costs ◽

Optimal Portfolio ◽

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Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0101 ◽

2020 ◽

pp. 3545-3572

Author(s):

Huei-Wen Teng ◽

Michael Lee

Keyword(s):

Machine Learning ◽

Credit Card ◽

Learning Methods ◽

Machine Learning Methods ◽

Estimation Procedures ◽

Credit Card Default

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Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0097 ◽

2020 ◽

pp. 3413-3464

Author(s):

Hong-Yi Chen ◽

Manak C. Gupta ◽

Alice C. Lee ◽

Cheng Few Lee

Keyword(s):

Growth Rate ◽

Optimal Growth ◽

Sustainable Growth ◽

Joint Optimization ◽

Optimization Approach ◽

Sustainable Growth Rate ◽

Optimal Growth Rate

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Technical, Fundamental, and Combined Information for Separating Winners from Losers

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0095 ◽

2020 ◽

pp. 3319-3365

Author(s):

Hong-Yi Chen ◽

Cheng Few Lee ◽

Wei-Kang Shih

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