Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Yiannis Dendramis"'
Publikováno v:
Handbook of Banking and Finance in Emerging Markets ISBN: 9781800880900
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c554a1a5d3ca938bc80a8844249ae32a
https://doi.org/10.4337/9781800880900.00016
https://doi.org/10.4337/9781800880900.00016
Publikováno v:
Econometric Theory. 37:1100-1134
Time variation is a fundamental problem in statistical and econometric analysis of macroeconomic and financial data. Recently, there has been considerable focus on developing econometric modelling that enables stochastic structural change in model pa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4b00a1a5a0d2e3e1934753ec1a7db173
https://doi.org/10.1017/s0266466620000535
https://doi.org/10.1017/s0266466620000535
Publikováno v:
International Journal of Forecasting. 36:1039-1056
In this article we propose the use of an asymmetric binary link function to extend the proportional hazard model for predicting loan default. The rationale behind this approach is that the symmetry assumption that has been widely used in the literatu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::628a0e729ded3ab3e2b09f6ffd422099
https://doi.org/10.1016/j.ijforecast.2019.11.003
https://doi.org/10.1016/j.ijforecast.2019.11.003
Publikováno v:
SSRN Electronic Journal.
This paper suggests using a multilayer artificial neural network (ANN) method, known as deep learning ANN, to predict the probability of default (PD) within the survival analysis framework. Deep learning ANN structures consider hidden interconnection
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e7f62cf21fdaa9e3499771b75e85853
https://doi.org/10.2139/ssrn.3729918
https://doi.org/10.2139/ssrn.3729918
Summary In the aftermath of the recent financial crisis there has been considerable focus on methods for predicting macroeconomic variables when their behaviour is subject to abrupt changes, associated for example with crisis periods. We propose simi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cf92e276b03ccef308f96f6355c4818a
http://hdl.handle.net/11565/4032864
http://hdl.handle.net/11565/4032864
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81de1d5b58bdebac7b68daff43482ac0
https://doi.org/10.2139/ssrn.4142544
https://doi.org/10.2139/ssrn.4142544
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 74:101382
One of the main problems of European banks is their low profitability, often attributed to burdensome new regulation. In this paper we investigate whether the establishment of the Single Supervisory Mechanism (SSM) influenced the profitability of Eur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::06b4888cb7033c1159d6f8cb7189a51e
https://doi.org/10.1016/j.intfin.2021.101382
https://doi.org/10.1016/j.intfin.2021.101382
Publikováno v:
SSRN Electronic Journal.
In this paper we propose the use of an asymmetric binary link function to extend the proportional hazard model for predicting loan default. The rationale behind this approach is that the symmetry assumption, that has been widely used in the literatur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::11aaf01a37278de8516cba81e46f00f7
https://doi.org/10.2139/ssrn.3337856
https://doi.org/10.2139/ssrn.3337856
Publikováno v:
Energy Policy. 140:111413
This article explores technology ownership patterns to reveal adoption trends for energy efficiency measures (EEMs) in the Greek residential sector. To do so, we couple observational survey data with discrete choice modeling. Household preferences ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c06c3c3e265a28ac3e9f4b87afdc92c5
https://doi.org/10.1016/j.enpol.2020.111413
https://doi.org/10.1016/j.enpol.2020.111413