SSLPNet: A financial econometric prediction model for small-sample long panel data.
Yuer YangRuotong DuHaodong TangYanxin ZhengPublished in: ICIT (2021)
Keyphrases
- prediction model
- small sample
- panel data
- ls svm
- stock returns
- financial markets
- stock market
- regression model
- sample size
- stock price
- neural network
- cross sectional
- developed countries
- bp neural network
- corporate governance
- exchange rate
- high dimensional
- financial time series
- listed companies
- high dimensionality
- feature selection
- support vector machine
- credit risk
- long term
- financial crisis
- stock data
- fraud detection
- financial data
- risk management
- data mining