Publicaciones (47) Publicaciones de PEDRO SERGIO CARMONA IBAÑEZ

2024

  1. Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning

    Computational Economics

2023

  1. A Fuzzy-Set Qualitative Comparative Analysis of Causal Configurations Influencing Mutual Fund Performance: The Role of Fund Manager Skill

    Mathematics, Vol. 11, Núm. 21

  2. Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering

    Computational Economics, Vol. 61, Núm. 2, pp. 715-741

  3. Climate change and government policy: Fresh insights from complexity theory

    Journal of environmental management, Vol. 338, pp. 117831

  4. Utility of fuzzy set Qualitative Comparative Analysis (fsQCA) methodology to identify causal relations conducting to cooperative failure

    CIRIEC - España. Revista de economía pública, social y cooperativa, Núm. 107, pp. 197-225

2022

  1. Evolution of the IBEX-35 vs other international indices: determinants of market value according to XGBOOST and GLM models

    Academia Revista Latinoamericana de Administracion, Vol. 35, Núm. 1, pp. 37-58

  2. No more black boxes! Explaining the predictions of a machine learning XGBoost classifier algorithm in business failure

    Research in International Business and Finance, Vol. 61

  3. The manipulation of Euribor: An analysis with machine learning classification techniques

    Technological Forecasting and Social Change, Vol. 176

2021

  1. Can Euribor be fixed?

    Economic Research-Ekonomska Istrazivanja , Vol. 34, Núm. 1, pp. 2833-2852

  2. La predicción del fracaso empresarial de las cooperativas españolas. Aplicación del Algoritmo Extreme Gradient Boosting

    CIRIEC - España. Revista de economía pública, social y cooperativa, Núm. 101, pp. 255-288

  3. The impact of institutional and macroeconomic conditions on aggregate business bankruptcy

    Structural Change and Economic Dynamics, Vol. 59, pp. 108-119

  4. Utilidad del Deep Learning en la predicción del fracaso empresarial en el ámbito europeo

    Revista de métodos cuantitativos para la economía y la empresa, Vol. 32, pp. 392-414

2020

  1. Corporate Governance Configurations and Corporate Social Responsibility Disclosure: Qualitative Comparative Analysis of Audit Committee and Board characteristics

    Corporate Social Responsibility and Environmental Management, Vol. 27, Núm. 6, pp. 2879-2892

  2. Revisiting bank failure in the United States: a fuzzy-set analysis

    Economic Research-Ekonomska Istrazivanja , Vol. 33, Núm. 1, pp. 3017-3033

2019

  1. Anticipating bank distress in the Eurozone: An Extreme Gradient Boosting approach

    Journal of Business Research, Vol. 101, pp. 885-896

  2. Narratives of the Big-4 transparency reports: country effects or firm strategy?

    Managerial Auditing Journal, Vol. 34, Núm. 8, pp. 951-985

  3. Predicting failure in the U.S. banking sector: An extreme gradient boosting approach

    International Review of Economics and Finance, Vol. 61, pp. 304-323

2018

  1. Análisis de la utilidad del algoritmo Gradient Boosting Machine (GBM) en la predicción del fracaso empresarial

    Revista española de financiación y contabilidad, Vol. 47, Núm. 4, pp. 507-532

2016

  1. Alternative paths to high consulting fees: A fuzzy-set analysis

    Journal of Business Research, Vol. 69, Núm. 4, pp. 1367-1371

  2. Alternative paths to high performance of independent financial advisors: A fuzzy-set analysis

    Journal of Business Research, Vol. 69, Núm. 11, pp. 5305-5309