An evaluation of logistic regression and random forest model as early warning system models for assessing an equity market crisis in ASEAN-5 + 3 countries

• Main Authors: del Rosario, Allister James R, Guzman, Anne Ysobel P., Kohzai, Michelle O., Zape, Jay Ruel B.
• Format: text
• Language: English
• Published: Animo Repository 2023
• Subjects: Stock exchanges—Southeast Asia; Stock exchanges—East Asia; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etdb_finman/77; https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1069/viewcontent/An_Evaluation_of_Logistic_Regression_and_Random_Forest_Model_as_E.pdf
• Institution: De La Salle University

To mitigate the impact of the crisis on larger and more liquid markets such as the banking and currency sector, this study focused on targeting a market that initially reacts to unforeseen events - the equity markets. This study aimed to evaluate the predictive ability of Logistic Regression and Ran...