SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Use of Predictive Analytics in Finance
16 references·3 citing·50 second hop
The Use of Predictive Analytics in Finance (2022)The Use of Predictive Analytics in FinanceScientific procedures and rationales for systematic literature reviews (SPAR‐4‐SLR) (2021)Scientific procedures and rat…The art of writing literature review: What do we know and what do we need to know? (2020)The art of writing literature…The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)The comparisons of data minin…25 years of time series forecasting (2006)25 years of time series forec…The Capital Asset Pricing Model: Theory and Evidence (2004)The Capital Asset Pricing Mod…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Nonlinear Time Series Models in Empirical Finance (2000)Nonlinear Time Series Models …Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Pricing Derivatives on Financ…Financial statement analysis and the prediction of stock returns (1989)Financial statement analysis …Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…An Investigation into the Determinants of Customer Satisfaction (1982)An Investigation into the Det…An Investigation into the Determinants of Customer Satisfaction (1982)An Investigation into the Det…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Emerging technologies in finance: challenges for a sustainable finance (2025)Emerging technologies in fina…Advanced AI and big data techniques in E-finance: a comprehensive survey (2025)Advanced AI and big data tech…A framework to improve churn prediction performance in retail banking (2024)A framework to improve churn …Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Financial Ratios As Predictors of Failure (1966)Limited-dependent and qualitative variables in econometrics (1983)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Do Managers Withhold Bad News? (2008)In Search of Distress Risk (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Option pricing when underlying stock returns are discontinuous (1976)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Modeling Term Structures of Defaultable Bonds (1999)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Political connections and the cost of equity capital (2012)Impact of ESG factors on firm risk in Europe (2016)Significance tests and goodness of fit in the analysis of covariance structures. (1980)Cognitive, Affective, and Attribute Bases of the Satisfaction Response (1993)Reassessment of Expectations as a Comparison Standard in Measuring Service Quality: Implications for Further Research (1994)Some New Thoughts on Conceptualizing Perceived Service Quality: A Hierarchical Approach (2001)Agency Theory: An Assessment and Review (1989)Analyzing the Past to Prepare for the Future: Writing a Literature Review (2002)Literature review as a research methodology: An overview and guidelines (2019)Reviving tourism industry post-COVID-19: A resilience-based framework (2020)Social media influencer marketing: A systematic review, integrative framework and future research agenda (2021)Preferred reporting items for systematic reviews and meta-analyses: the PRISMA statement (2009)Preferred Reporting Items for Systematic Reviews and Meta-Analyses: The PRISMA Statement (2009)Preferred reporting items for systematic review and meta-analysis protocols (PRISMA-P) 2015 statement (2015)Advancing knowledge through literature reviews: ‘what’, ‘why’, and ‘how to contribute’ (2022)Personalization in personalized marketing: Trends and ways forward (2022)Frameworks for developing impactful systematic literature reviews and theory building: What, Why and How? (2023)
this work references cited by second hop

References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1982An Investigation into the Determinants of Customer Satisfaction2,914 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 2020The art of writing literature review: What do we know and what do we need to know?2,593 cited
  • 2021Scientific procedures and rationales for systematic literature reviews (SPAR‐4‐SLR)2,355 cited
  • 2004The Capital Asset Pricing Model: Theory and Evidence2,057 cited
  • 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
  • 200625 years of time series forecasting1,589 cited
  • 1982An Investigation into the Determinants of Customer Satisfaction1,292 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
  • 1989Financial statement analysis and the prediction of stock returns

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

996 cited
  • 2008The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients881 cited
  • Cited by

    • 2024A framework to improve churn prediction performance in retail banking35 cited
    • 2025Emerging technologies in finance: challenges for a sustainable finance26 cited
    • 2025Advanced AI and big data techniques in E-finance: a comprehensive survey22 cited