IIMB Management Review最新文献

Exploring predictive prowess of ensemble machine learning models in banking stocks: A technical, fundamental, and macroeconomic analysis 探索集成机器学习模型在银行股中的预测能力：技术、基本面和宏观经济分析

IF 1.7

IIMB Management Review Pub Date : 2025-06-01 DOI: 10.1016/j.iimb.2025.100570

Sabyasachi Mohapatra , Rohan Mukherjee , Nicholas Apergis , Anirban Sengupta

{"title":"Exploring predictive prowess of ensemble machine learning models in banking stocks: A technical, fundamental, and macroeconomic analysis","authors":"Sabyasachi Mohapatra , Rohan Mukherjee , Nicholas Apergis , Anirban Sengupta","doi":"10.1016/j.iimb.2025.100570","DOIUrl":"10.1016/j.iimb.2025.100570","url":null,"abstract":"<div><div>The work scrutinises the predictive prowess of ensemble machine learning models, namely Random Forest, Gradient Boosting, and XGBoost, in the domain of stock prediction by training models at two different stages. In stage 1, we restrict our evaluation to 18 technical indicators alongside holding period returns of 20 Indian Banks between January 2013 and March 2022, for short-term (20, 40, and 60 days), medium-term (180 days), and long-term durations (240 days); in stage 2, we further develop the study by including an additional combination of 6 firm-specific fundamental factors and 6 macroeconomic variables along with 18 technical indicators designed using price, volume, and momentum. During stage 1, we observe a modest range of performance, that is, between 62% and 78% across metrics, namely, accuracy score, F1 score, precision values, recall score, and specificity numbers. However, with the inclusion of fundamental and macroeconomic factors in stage 2, we observe a significant improvement in performance metrics to the tune of 90% across models for different holding periods. Particularly, for XGBoost, the reported accuracy range lies between 96% and 98%. Results indicate that while technical indicators are extremely important for short-term returns, the feature importance of fundamental and macroeconomic variables is highlighted during medium-term and long-term, respectively.</div></div>","PeriodicalId":46337,"journal":{"name":"IIMB Management Review","volume":"37 2","pages":"Article 100570"},"PeriodicalIF":1.7,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144253420","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Digital transformational outsourcing: A necessity analysis of service provider capabilities 数字化转型外包：服务提供商能力的必要性分析

IF 1.7

IIMB Management Review Pub Date : 2025-06-01 DOI: 10.1016/j.iimb.2025.100571

Sudipto Mazumder , Swapnil Garg

引用次数: 0

Job crafting leading to employee life satisfaction amongst service sector professionals: Can person-job fit be a possible mediator? 在服务业专业人士中，工作塑造对员工生活满意度的影响：个人与工作的契合度能否成为一个可能的中介？

IF 1.7

IIMB Management Review Pub Date : 2025-06-01 DOI: 10.1016/j.iimb.2025.100572

Mimi Banerjee, V.N. Giri

引用次数: 0

Building a remote career: Navigating work-life interface from role engagement to work passion while working from home 建立远程职业：在家工作时，从角色投入到工作激情，引导工作-生活界面

IF 1.7

IIMB Management Review Pub Date : 2025-06-01 DOI: 10.1016/j.iimb.2025.100573

Munmun Goswami , Anita Sarkar , Lalatendu Kesari Jena , Duraipandian Israel

{"title":"Building a remote career: Navigating work-life interface from role engagement to work passion while working from home","authors":"Munmun Goswami , Anita Sarkar , Lalatendu Kesari Jena , Duraipandian Israel","doi":"10.1016/j.iimb.2025.100573","DOIUrl":"10.1016/j.iimb.2025.100573","url":null,"abstract":"<div><div>Drawing from the theoretical foundations of the conservation of resources theory (<span><span>Hobfoll, 1989</span></span>, <span><span>2002</span></span>), work-family enrichment theory (<span><span>Greenhaus & Powell, 2006</span></span>), and the work-home resources model (<span><span>ten Brummelhuis & Bakker, 2012</span></span>), we investigate the interplay of role engagement and work passion that shapes the remote work experience. Using structural equation modelling, we analysed data collected from 539 working adults working-from-home in India. Notably, we observed a positive association between engagement in family roles and positive affect, which subsequently fosters work engagement. When channelled through harmonious work passion, this work engagement contributes to increased work-life enrichment. Conversely, when filtered through obsessive work passion, it tends to amplify work-life conflict. Furthermore, our study highlights the significant influence of external factors, such as work-supportive family behaviour, family-supportive supervisor behaviour, age, income, and family type, on the model’s dynamics. By adopting a comprehensive approach, our study helps gain insights into the intricate mechanisms that govern the work-life interface of an individual when pursuing a remote career from home.</div></div>","PeriodicalId":46337,"journal":{"name":"IIMB Management Review","volume":"37 2","pages":"Article 100573"},"PeriodicalIF":1.7,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144253357","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Erratum to Effect of earnings management and cash holdings on annual report readability: Evidence from top Indian companies IIMB Management Review, 36/4(2024) 322-339 盈余管理和现金持有量对年报可读性的影响：来自印度顶级公司的证据[j] .管理评论，36/4(2024):322-339

IF 1.7

IIMB Management Review Pub Date : 2025-06-01 DOI: 10.1016/j.iimb.2025.100569

Sweta Tiwari , Chanchal Chatterjee , Pooja Sengupta

引用次数: 0

Enhancing customer repurchase prediction: Integrating classification algorithms with RFM analysis for precision and actionable insights 增强客户再购买预测：将分类算法与RFM分析集成在一起，以获得精度和可操作的见解

IF 1.7

IIMB Management Review Pub Date : 2025-06-01 DOI: 10.1016/j.iimb.2025.100574

Rakesh Verma , Devesh Rathor , Saurabh Kumar , Mayank Mishra , Mayank Baranwal

引用次数: 0

Implication of global financial cycle on emerging market economies: Evidence from India 全球金融周期对新兴市场经济体的影响：来自印度的证据

IF 1.7

IIMB Management Review Pub Date : 2025-06-01 DOI: 10.1016/j.iimb.2025.100575

Vrinda Gupta , Amlendu Dubey

引用次数: 0

Does salary disparity affect team performance in cricket? Evidence from the Indian Premier League 工资差距会影响板球球队的表现吗？证据来自印度超级联赛

IF 1.7

IIMB Management Review Pub Date : 2025-06-01 DOI: 10.1016/j.iimb.2025.100568

Deepak Srivastav , Praveen Puram , Rudra Sensarma , Anand Gurumurthy

引用次数: 0

Navigating office politics: How do self-concept and upward voice influence women's workplace well-being? 驾驭办公室政治：自我概念和向上的声音如何影响女性的职场幸福感

IF 1.7

IIMB Management Review Pub Date : 2025-03-01 DOI: 10.1016/j.iimb.2024.04.001

Apoorva Goel , Nabila Khan , Lata Dyaram

引用次数: 0

A set of linearised partially-parallel splitting methods for separable convex programs 可分离凸程序的线性化部分并行分割方法集

IF 1.7

IIMB Management Review Pub Date : 2025-03-01 DOI: 10.1016/j.iimb.2024.03.001

Jitamitra Desai , Kai Wang

{"title":"A set of linearised partially-parallel splitting methods for separable convex programs","authors":"Jitamitra Desai , Kai Wang","doi":"10.1016/j.iimb.2024.03.001","DOIUrl":"10.1016/j.iimb.2024.03.001","url":null,"abstract":"<div><div>The proximal partially-parallel splitting method (PPSM), originally proposed in Wang, Desai, and He (2017), is a hybrid mechanism that inherits the nice properties of both Gauss-Seidel and Jacobian substitution procedures for solving the multiple-block convex minimisation problem, whose objective function is the sum of <span><math><mi>m</mi></math></span> individual (separable) functions without any shared variables, subject to a linear coupling constraint. In this paper, we extend this work and present some <em>linearised versions</em> of the PPSM, which fully utilise the separable structure and result in subproblems that either have closed-form solutions or are relatively easy to solve as compared to their original nonlinear versions. Global convergence of these linearised methods under the projection contraction algorithmic framework is proven, and furthermore, detailed remarks that serve to clarify the interconnections between these linearised variants are highlighted. Finally, the worst-case <span><math><mrow><mi>O</mi><mo>(</mo><mn>1</mn><mo>/</mo><mi>t</mi><mo>)</mo></mrow></math></span> convergence rate of these methods under ergodic conditions is also established.</div></div>","PeriodicalId":46337,"journal":{"name":"IIMB Management Review","volume":"37 1","pages":"Article 100518"},"PeriodicalIF":1.7,"publicationDate":"2025-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140154320","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0