[HTML][HTML] Machine learning for bankruptcy prediction in the American stock market: dataset and benchmarks

G Lombardo, M Pellegrino, G Adosoglou, S Cagnoni… - Future Internet, 2022 - mdpi.com
Predicting corporate bankruptcy is one of the fundamental tasks in credit risk assessment. In
particular, since the 2007/2008 financial crisis, it has become a priority for most financial …

Risk Analysis of Bankruptcy in the US Healthcare Industries Based on Financial Ratios: A Machine Learning Analysis

H Gholampoor, M Asadi - Journal of Theoretical and Applied Electronic …, 2024 - mdpi.com
The prediction of bankruptcy risk poses a formidable challenge in the fields of economics
and finance, particularly within the healthcare industry, where it carries significant economic …

A Multi-Head LSTM Architecture for Bankruptcy Prediction with Time Series Accounting Data

M Pellegrino, G Lombardo, G Adosoglou, S Cagnoni… - Future Internet, 2024 - mdpi.com
With the recent advances in machine learning (ML), several models have been successfully
applied to financial and accounting data to predict the likelihood of companies' bankruptcy …

Language Models Fine-Tuning for Automatic Format Reconstruction of SEC Financial Filings

G Lombardo, G Trimigno, M Pellegrino… - IEEE Access, 2024 - ieeexplore.ieee.org
The analysis of financial reports is a crucial task for investors and regulators, especially the
mandatory annual reports (10-K) required by the SEC (Securities and Exchange …

Natural Language Processing and Deep Learning for Bankruptcy Prediction: An End-to-End Architecture

G Lombardo, A Bertogalli, S Consoli… - IEEE Access, 2024 - ieeexplore.ieee.org
Machine and Deep Learning methods are widely adopted to predict corporate bankruptcy
events for their effectiveness. Bankruptcy prediction is commonly modeled as a binary …

Hidden neighbours: extracting industry momentum from stock networks

JCJ Ahn, D Gorduza, S Park - Financial Markets and Portfolio …, 2024 - Springer
This paper introduces an innovative method for constructing industry momentum portfolios
by leveraging two stock networks: one based on stock price correlations and the other on …

Corporate Network Analysis Based on Graph Learning

E Atan, A Duymaz, F Sarısözen, U Aydın… - … Conference on Machine …, 2022 - Springer
We constructed a financial network based on the relationships of the customers in our
database with our other customers or other bank customers using our large-scale data set of …

[PDF][PDF] A Multi-head LSTM Architecture for Bankruptcy Prediction with Time Series Accounting Data

G Lombardo, M Pellegrino, S Cagnoni, G Adosoglou… - 2024 - preprints.org
With the recent advances in Machine Learning (ML), several models have been successfully
applied to financial and accounting data to predict the likelihood of companies' bankruptcy …

[PDF][PDF] IS AN EQUALLY WEIGHTED GLOBAL INVESTMENT PORTFOLIO THE OUTPERFORMER?

A Damani, N Vaidya - 2023 - academia.edu
The paper builds, in the first part, a benchmark index based on the optimal mix of indices for
the global asset classes of equity, fixed-income securities, real estate, commodities, and …