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Project portfolio risk (PPR) management plays an important role in promoting the smooth implementation of a project portfolio (PP). Accurate PPR prediction helps managers cope with risks timely in complicated PP environments. However, studies on accurate PPR impact degree prediction, which consists of both risk occurrence probabilities and risk impact consequences considering project interactions, are limited. This study aims to model PPR prediction and expand PPR prediction tools.

In this study, the authors build a PPR prediction model based on a genetic algorithm and back-propagation neural network (GA-BPNN) integrated with entropy-trapezoidal fuzzy numbers. Then, the authors verify the proposed model with real data and obtain PPR impact degrees.

The test results indicate that the proposed method achieves an average absolute error of 0.002 and an average prediction accuracy rate of 97.8%. The former is reduced by 0.038, while the latter is improved by 32.1% when compared with the results of the original BPNN model. Finally, the authors conduct an index sensitivity analysis for identifying critical risks to effectively control them.

This study develops a hybrid PPR prediction model that integrates a GA-BPNN with entropy-trapezoidal fuzzy numbers. The authors use this model to predict PPR impact degrees, which consist of both risk occurrence probabilities and risk impact consequences considering project interactions. The results provide insights into PPR management.

Online reviews serve as valuable sources of information, reflecting tourists’ attentions, preferences and sentiments. However, although the existing research has demonstrated that incorporating online review data can enhance the performance of tourism demand forecasting models, the reliability of online review data and consumers’ decision-making process have not been given adequate attention. To address the aforementioned problem, the purpose of this study is to forecast tourism demand using online review data derived from the analysis of review helpfulness.

The authors propose a novel “identification-first, forecasting-second” framework. This framework prioritizes the identification of helpful reviews through a comprehensive analysis of review helpfulness, followed by the integration of helpful online review data into the forecasting system. Using the SARIMAX model with helpful online review data sourced from TripAdvisor, this study forecasts tourist arrivals in Hong Kong during the period from August 2012 to June 2019. The SNAÏVE/SARIMA model was used as the benchmark model. Additionally, artificial intelligence models including long short-term memory, back propagation neural network, extreme learning machine and random forest models were used to assess the robustness of the results.

The results demonstrate that online review data are subject to noise and bias, which can adversely affect the accuracy of predictions when used directly. However, by identifying helpful online reviews beforehand and incorporating them into the forecasting process, a notable enhancement in predictive performance can be realized.

First, to the best of the authors’ knowledge, this study is one of the first to focus on the data issue of online reviews on tourism arrivals forecasting. Second, this study pioneers the integration of the consumer decision-making process into the domain of tourism demand forecasting, marking one of the earliest endeavors in this area. Third, this study makes a novel attempt to identify helpful online reviews based on reviews helpfulness analysis.

This strategy significantly reduces the computational overhead and storage overhead required when using the kernel density estimation method to calculate the abnormal evaluation value of the test sample.

To effectively deal with the security threats of botnets to the home and personal Internet of Things (IoT), especially for the objective problem of insufficient resources for anomaly detection in the home environment, a novel kernel density estimation-based federated learning-based lightweight Internet of Things anomaly traffic detection based on nuclear density estimation (KDE-LIATD) method. First, the KDE-LIATD method uses Gaussian kernel density estimation method to estimate every normal sample in the training set. The eigenvalue probability density function of the dimensional feature and the corresponding probability density; then, a feature selection algorithm based on kernel density estimation, obtained features that make outstanding contributions to anomaly detection, thereby reducing the feature dimension while improving the accuracy of anomaly detection; finally, the anomaly evaluation value of the test sample is calculated by the cubic spine interpolation method and anomaly detection is performed.

The simulation experiment results show that the proposed KDE-LIATD method is relatively strong in the detection of abnormal traffic for heterogeneous IoT devices.

With its robustness and compatibility, it can effectively detect abnormal traffic of household and personal IoT botnets.

In past decades, artificial neural network (ANN) models have revolutionised various stock market operations due to their superior ability to deal with nonlinear data and garnered considerable attention from researchers worldwide. The present study aims to synthesize the research field concerning ANN applications in the stock market to a) systematically map the research trends, key contributors, scientific collaborations, and knowledge structure, and b) uncover the challenges and future research areas in the field.

To provide a comprehensive appraisal of the extant literature, the study adopted the mixed approach of quantitative (bibliometric analysis) and qualitative (intensive review of influential articles) assessment to analyse 1,483 articles published in the Scopus and Web of Science indexed journals during 1992–2022. The bibliographic data was processed and analysed using VOSviewer and R software.

The results revealed the proliferation of articles since 2018, with China as the dominant country, Wang J as the most prolific author, “Expert Systems with Applications” as the leading journal, “computer science” as the dominant subject area, and “stock price forecasting” as the predominantly explored research theme in the field. Furthermore, “portfolio optimization”, “sentiment analysis”, “algorithmic trading”, and “crisis prediction” are found as recently emerged research areas.

To the best of the authors’ knowledge, the current study is a novel attempt that holistically assesses the existing literature on ANN applications throughout the entire domain of stock market. The main contribution of the current study lies in discussing the challenges along with the viable methodological solutions and providing application area-wise knowledge gaps for future studies.

This study aims to objectively synthesize the volume of accounting literature on financial statement fraud (FSF) using a systematic literature review research method (SLRRM). This paper analyzes the vast FSF literature based on inclusion and exclusion criteria. These criteria filter articles that are present in the accounting fraud domain and are published in peer-reviewed quality journals based on Australian Business Deans Council (ABDC) journal ranking. Lastly, a reverse search, analyzing the articles' abstracts, further narrows the search to 88 peer-reviewed articles. After examining these 88 articles, the results imply that the current literature is shifting from traditional statistical approaches towards computational methods, specifically machine learning (ML), for predicting and detecting FSF. This evolution of the literature is influenced by the impact of micro and macro variables on FSF and the inadequacy of audit procedures to detect red flags of fraud. The findings also concluded that A* peer-reviewed journals accepted articles that showed a complete picture of performance measures of computational techniques in their results. Therefore, this paper contributes to the literature by providing insights to researchers about why ML articles on fraud do not make it to top accounting journals and which computational techniques are the best algorithms for predicting and detecting FSF.

This paper chronicles the cluster of narratives surrounding the inadequacy of current accounting and auditing practices in preventing and detecting Financial Statement Fraud. The primary objective of this study is to objectively synthesize the volume of accounting literature on financial statement fraud. More specifically, this study will conduct a systematic literature review (SLR) to examine the evolution of financial statement fraud research and the emergence of new computational techniques to detect fraud in the accounting and finance literature.

The storyline of this study illustrates how the literature has evolved from conventional fraud detection mechanisms to computational techniques such as artificial intelligence (AI) and machine learning (ML). The findings also concluded that A* peer-reviewed journals accepted articles that showed a complete picture of performance measures of computational techniques in their results. Therefore, this paper contributes to the literature by providing insights to researchers about why ML articles on fraud do not make it to top accounting journals and which computational techniques are the best algorithms for predicting and detecting FSF.

This paper contributes to the literature by providing insights to researchers about why the evolution of accounting fraud literature from traditional statistical methods to machine learning algorithms in fraud detection and prediction.

The crux of this paper is to unveil efficient features and practical tools that can predict credit default.

Annual data of non-financial listed companies were taken from 2000 to 2020, along with 71 financial ratios. The dataset was bifurcated into three panels with three default assumptions. Logistic regression (LR) and k-nearest neighbor (KNN) binary classification algorithms were used to estimate credit default in this research.

The study’s findings revealed that features used in Model 3 (Case 3) were the efficient and best features comparatively. Results also showcased that KNN exposed higher accuracy than LR, which proves the supremacy of KNN on LR.

Using only two classifiers limits this research for a comprehensive comparison of results; this research was based on only financial data, which exhibits a sizeable room for including non-financial parameters in default estimation. Both limitations may be a direction for future research in this domain.

This study introduces efficient features and tools for credit default prediction using financial data, demonstrating KNN’s superior accuracy over LR and suggesting future research directions.

Coal is a critical global energy source, and fluctuations in its price significantly impact related enterprises' profitability. This study aims to develop a robust model for predicting the coal price index to enhance coal purchase strategies for coal-consuming enterprises and provide crucial information for global carbon emission reduction.

The proposed coal price forecasting system combines data decomposition, semi-supervised feature engineering, ensemble learning and deep learning. It addresses the challenge of merging low-resolution and high-resolution data by adaptively combining both types of data and filling in missing gaps through interpolation for internal missing data and self-supervision for initiate/terminal missing data. The system employs self-supervised learning to complete the filling of complex missing data.

The ensemble model, which combines long short-term memory, XGBoost and support vector regression, demonstrated the best prediction performance among the tested models. It exhibited superior accuracy and stability across multiple indices in two datasets, namely the Bohai-Rim steam-coal price index and coal daily settlement price.

The proposed coal price forecasting system stands out as it integrates data decomposition, semi-supervised feature engineering, ensemble learning and deep learning. Moreover, the system pioneers the use of self-supervised learning for filling in complex missing data, contributing to its originality and effectiveness.

This study aims to explore the dynamic interplay of key resources (i.e. research and development (R&D), advertising and exports) in affecting the performance of USA manufacturing firms. Specifically, the authors examine the dynamic impact of joint resources and predict differential effect scales contingent on firm capabilities.

This study presents a combined multiple regression analysis (MRA)-multilayer perceptron (MLP) neural network modeling and investigates the complex interlinkage of capabilities, resources and performance. As an innovative approach, the MRA-MLP model investigates the effect of capabilities under the combinatory deployment of joint resources.

This study finds that the impact of joint resources and synergistic rents is not uniform but rather distinctive according to the combinatory conditions and that the pattern is further shaped by firm capabilities. Accordingly, besides signifying the contingent aspect of capabilities across a range of resource combinations, the result also shows that managerial sophistication in adaptive resource control is more than a managerial ethos.

The proposed analytic process provides scientific decision support tools with control mechanisms with respect to deploying multiple resources and setting actionable goals, thereby presenting pragmatic benchmarking options to industry managers.

Using the theoretical underpinnings of the resource-based view (RBV) and resource orchestration, this study advances knowledge about the complex interaction of key resources by presenting a salient analytic process. The empirical design, which portrays holistic interaction patterns, adds to the uniqueness of this study of the complex interlinkages between capabilities, resources and shareholder value.

The prediction of stock market (SM) indices is a fascinating task. An in-depth analysis in this field can provide valuable information to investors, traders and policy makers in attractive SMs. This article aims to apply a correlation feature selection model to identify important technical indicators (TIs), which are combined with multiple deep learning (DL) algorithms for forecasting SM indices.

The methodology involves using a correlation feature selection model to select the most relevant features. These features are then used to predict the fluctuations of six markets using various DL algorithms, and the results are compared with predictions made using all features by using a range of performance measures.

The experimental results show that the combination of TIs selected through correlation and Artificial Neural Network (ANN) provides good results in the MADEX market. The combination of selected indicators and Convolutional Neural Network (CNN) in the NASDAQ 100 market outperforms all other combinations of variables and models. In other markets, the combination of all variables with ANN provides the best results.

This article makes several significant contributions, including the use of a correlation feature selection model to select pertinent variables, comparison between multiple DL algorithms (ANN, CNN and Long-Short-Term Memory (LSTM)), combining selected variables with algorithms to improve predictions, evaluation of the suggested model on six datasets (MASI, MADEX, FTSE 100, SP500, NASDAQ 100 and EGX 30) and application of various performance measures (Mean Absolute Error (MAE), Mean Squared Error (MSE), Root Mean Squared Error(RMSE), Mean Squared Logarithmic Error (MSLE) and Root Mean Squared Logarithmic Error (RMSLE)).

The need for infrastructure is growing as urbanization picks up speed, and the infrastructure REITs financing model has been crucial in reviving the vast infrastructure stock, alleviating the pressure on government funds and diversifying investment entities. This study aims to propose a framework to better assess the risks of infrastructure REITs, which can serve for the researchers and the policy makers to propose risk mitigation strategies and policy recommendations more purposively to facilitate successful implementation and long-term development of infrastructure REITs.

The infrastructure REITs risk evaluation index system is established through literature review and factor analysis, and the optimal comprehensive weight of the index is calculated using the combination weight. Then, a risk evaluation cloud model of infrastructure REITs is constructed, and experts quantify the qualitative language of infrastructure REITs risks. This paper verifies the feasibility and effectiveness of the model by taking a basic REITs project in China as an example. This paper takes infrastructure REITs project in China as an example, to verify the feasibility and effectiveness of the cloud evaluation method.

The research outcome shows that infrastructure REITs risks manifest in the risk of policy and legal, underlying asset, market, operational and credit. The main influencing factors in terms of their weights are tax policy risk, operation and management risk, liquidity risk, termination risk and default risk. The financing project is at a higher risk, and the probability of risk is 64.2%.

This research contributes to the existing body of knowledge by supplementing a set of scientific and practical risk evaluation methods to assess the potential risks of infrastructure REITs project, which contributes the infrastructure financing risk management system. Identify key risk factors for infrastructure REITs with underlying assets, which contributes to infrastructure REITs project management. This research can help relevant stakeholders to control risks throughout the infrastructure investment and financing life cycle, provide them with reference for investment and financing decision-making and promote more sustainable and healthy development of infrastructure REITs in developing countries.