"Our findings, based on LDA topic modeling and term frequency, indicate that already at the time of the crisis Israeli banks had shifted the focus of their reports from market and operational risks to credit and liquidity risks. The introduction of Basel III amplified this trend..."
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Voir tout“As analysts are primary recipients of these reports, we investigate whether and how analyst forecast properties have changed following...
This study proposes a new method for detecting insider trading. The method combines principal component analysis (PCA) with random forest...
Cyber risk classifications often fail in out-of-sample forecasting despite their in-sample fit. Dynamic, impact-based classifiers...
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