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CSDA
2010
80views more  CSDA 2010»
13 years 9 months ago
Tests for cointegration with structural breaks based on subsamples
This paper considers tests for cointegration with allowance for structural breaks, using the extrema of residual-based tests over subsamples of the data. One motivation for the ap...
James Davidson, Andrea Monticini
AUSDM
2007
Springer
100views Data Mining» more  AUSDM 2007»
14 years 3 months ago
Predictive Model of Insolvency Risk for Australian Corporations
This paper describes the development of a predictive model for corporate insolvency risk in Australia. The model building methodology is empirical with out-ofsample future year te...
Rohan A. Baxter, Mark Gawler, Russell Ang
ICALT
2005
IEEE
14 years 2 months ago
Predicting Students' Marks in Hellenic Open University
The ability to provide assistance for a student at the appropriate level is invaluable in the learning process. Not only does it aid the student’s learning process but also prev...
Sotiris B. Kotsiantis, Panayiotis E. Pintelas
AUSAI
2009
Springer
14 years 1 months ago
Ensemble Approach for the Classification of Imbalanced Data
Ensembles are often capable of greater prediction accuracy than any of their individual members. As a consequence of the diversity between individual base-learners, an ensemble wil...
Vladimir Nikulin, Geoffrey J. McLachlan, Shu-Kay N...
CSSC
2008
77views more  CSSC 2008»
13 years 9 months ago
Undercoverage of Wavelet-Based Resampling Confidence Intervals
The decorrelating property of the discrete wavelet transformation (DWT) appears valuable because one can avoid estimating the correlation structure in the original data space by b...
Liansheng Tang, Wayne A. Woodward, William R. Schu...