Uncovering the drivers of IPO underpricing in Malaysia through machine learning benchmarking
In this study, IPO underpricing in a fixed-price market is examined through two distinct objectives: (1) a predictive objective identifying the machine learning model that best generalizes out-of-sample, and (2) an economic interpretation objective using model-agnostic interpretability tools (SHAP) and formal statistic...
Ali Albada, Rabie A. Ramadan, E. Abusham et al.
· Discover Artificial Intellig... · 0 citations