Are missing values important for earnings forecasts? A machine learning perspective

DOI10.1080/14697688.2021.1963825MaRDI QIDQ5079403zbMATH OpenOpenAlexFDO

Authors Ajim Uddin, Xinyuan Tao, Chia-Ching Chou, Dantong Yu

Publication date 27 May 2022

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2021.1963825

zbMATH Keywords

analysts' earnings forecastcoupled matrix factorizationfirm earnings predictionmachine learningmissing value estimation

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• Exact matrix completion via convex optimization
• scientific article; zbMATH DE number 2140075 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)

Cited in

(1)

• Significance of predictors: revisiting stock return predictions using explainable AI

Describes a project that uses

Uses Software

• impute
• XGBoost
• MICE
• Keras

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