An Ensemble Multilabel-Based Analysis of Price Changes Among Listed Central and Eastern European Oil Companies

被引：0

作者：

Duma, F. S. ^{[1
]}

Lung, R. I. ^{[2
]}

机构：

[1] Babes Bolyai Univ, Fac European Studies, Str Em Martonne,1, Cluj Napoca 400090, Romania

[2] Babes Bolyai Univ, Fac Econ & Business Adm, Cluj Napoca, Romania

来源：

EASTERN EUROPEAN ECONOMICS | 2024年

关键词：

Central and Eastern Europe; ensemble classification; multilabel classification; oil company stock prices; E37; C89; STOCK RETURN; CLASSIFICATION; RISK;

D O I：

10.1080/00128775.2024.2367434

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

While several comparative analyses between major international oil companies are widely available, the same cannot be said about oil companies from Central and Eastern Europe. The present study uses a power-set multilabel approach to analyze changes in the Romanian oil company SNP; stock prices in connection with its regional peers. The multilabel approach uses several base classifiers to analyze the data and a decision tree to choose among them for test purposes. This approach has more predictive power with respect to the area under the receiver operating characteristic ROC curve performance indicator and can be used to analyze other types of data.

引用

页数：14

共 36 条

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