Machine Learning Models to Predict Shareholder Returns in the Banking Industry

Proceedings of the 13th International Conference on Information Technology and Its Applications (CITA 2024); pp: 283-294

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Główni autorzy: Le, Duc Thinh, Nguyen, Phuong Anh
Format: Bài viết
Język:English
Wydane: Vietnam-Korea University of Information and Communication Technology 2024
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Dostęp online:https://elib.vku.udn.vn/handle/123456789/4040
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spelling oai:elib.vku.udn.vn:123456789-40402024-07-31T03:41:40Z Machine Learning Models to Predict Shareholder Returns in the Banking Industry Le, Duc Thinh Nguyen, Phuong Anh Machine learning Commercial banking Metric Panel data Shareholder return Proceedings of the 13th International Conference on Information Technology and Its Applications (CITA 2024); pp: 283-294 Competitive pressures have steadily driven commercial banks to strategically focus on generating returns to shareholders. This research article purpose is to analyze and provide a summary about the impacts of key financial ratios (key metrics) on the effectiveness and efficiency of commercial banking industry, which reflects on the shareholder return of these banks, using machine learning and the official data of the banking industry in the USA. In this article, we study key metrics for commercial banks, and analyze annual financial and operating data of some biggest, publicly traded commercial banks in the USA in order to find out some predictive models using machine learning algorithms, particularly for panel data, and therefore, to give investors, shareholders, or asset managers a reliable tool to evaluate and forecast the performance of commercial banks. 2024-07-31T03:41:37Z 2024-07-31T03:41:37Z 2024-07 Working Paper 978-604-80-9774-5 https://elib.vku.udn.vn/handle/123456789/4040 en CITA; application/pdf Vietnam-Korea University of Information and Communication Technology
institution Trường Đại học Công nghệ Thông tin và Truyền thông Việt Hàn - Đại học Đà Nẵng
collection DSpace
language English
topic Machine learning
Commercial banking
Metric
Panel data
Shareholder return
spellingShingle Machine learning
Commercial banking
Metric
Panel data
Shareholder return
Le, Duc Thinh
Nguyen, Phuong Anh
Machine Learning Models to Predict Shareholder Returns in the Banking Industry
description Proceedings of the 13th International Conference on Information Technology and Its Applications (CITA 2024); pp: 283-294
format Working Paper
author Le, Duc Thinh
Nguyen, Phuong Anh
author_facet Le, Duc Thinh
Nguyen, Phuong Anh
author_sort Le, Duc Thinh
title Machine Learning Models to Predict Shareholder Returns in the Banking Industry
title_short Machine Learning Models to Predict Shareholder Returns in the Banking Industry
title_full Machine Learning Models to Predict Shareholder Returns in the Banking Industry
title_fullStr Machine Learning Models to Predict Shareholder Returns in the Banking Industry
title_full_unstemmed Machine Learning Models to Predict Shareholder Returns in the Banking Industry
title_sort machine learning models to predict shareholder returns in the banking industry
publisher Vietnam-Korea University of Information and Communication Technology
publishDate 2024
url https://elib.vku.udn.vn/handle/123456789/4040
_version_ 1849203348575617024