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...
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...
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...
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...
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...