Journal of Banking & Finance
Vol. 193
2026
Predicting individual stock crashes via extreme return probabilities: Machine learning with Bayesian optimization
Zihao
Chen1;
Haitao
Li2;
Guoliang
Ma3;
Cindy
Yu1
1 Iowa State University · 2 Cheung Kong Graduate School of Business · 3 Xiamen University
- DOI
- 10.1016/j.jbankfin.2026.107737
- Volume
- 193
- Pages
- 107737
- Language
- en
- Sources
-
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