Browsing Economic and Management Sciences by Subject "Machine learning"

Browsing Economic and Management Sciences by Subject "Machine learning"

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  • Constructing geopolitical risk index for Nigeria 
    Salisu, Afees A.; Salisu, Sulaiman; Salisu, Subair (Elsevier, 2023-11)
    We focus on computing the geopolitical risk index (GPRI) for Nigeria, the largest economy in Africa. The country has faced crises, including Boko Haram insurgency, banditry, kidnapping, EndSARS, and regional secession, ...
  • The depreciation of the pound post-Brexit : could it have been predicted? 
    Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2017-05)
    The decision of the United Kingdom to leave the European Union (Brexit) after 43 years caused turmoil in exchange rate and global stock markets. More specifically, the pound relative to the dollar has lost close to 15 ...
  • Forecasting the U.S. real house price index 
    Plakandaras, Vasilios; Gupta, Rangan; Gogas, Periklis; Papadimitriou, Theophilos (Elsevier, 2015-02)
    The 2006 sudden and immense downturn inU.S. house prices sparked the 2007 global financial crisis and revived the interest about forecasting such imminent threats for economic stability. In this paperwe propose a novel ...
  • Google search trends and stock markets : sentiment, attention or uncertainty? 
    Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, Princess Rutendo; Brzeszczynski, Janusz (Elsevier, 2024-01)
    Keyword-based measures purporting to reflect investor sentiment, attention or uncertainty have increasingly been used to model stock market behaviour. We investigate and shed light on the narrative reflected by Google ...
  • Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning 
    Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian (Routledge, 2023)
    Using a machine-learning technique known as random forests, we analyze the role of investor confidence in forecasting monthly aggregate realized stock-market volatility of the United States (US), over and above a wide-array ...