il y a 4 joursSolvency II Mandatory Implementation and Analysts’ Forecast Properties“As analysts are primary recipients of these reports, we investigate whether and how analyst forecast properties have changed following...
il y a 7 joursA Random Forest approach to detect and identify Unlawful Insider TradingThis study proposes a new method for detecting insider trading. The method combines principal component analysis (PCA) with random forest...
18 nov.Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk ClassificationsCyber risk classifications often fail in out-of-sample forecasting despite their in-sample fit. Dynamic, impact-based classifiers...