Decoding Financial Health in Kenyas' Medical Insurance Sector: A Data-Driven Cluster Analysis
Fuente:
arXiv
Saved in:
| Main Authors: | Korir, Evans Kiptoo, Vizi, Zsolt |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Eigenvector-Based Sensitivity Analysis of Contact Patterns in Epidemic Modeling
by: Korir, Evans Kiptoo, et al.
Published: (2025)
by: Korir, Evans Kiptoo, et al.
Published: (2025)
Age Group Sensitivity Analysis of Epidemic Models: Investigating the Impact of Contact Matrix Structure
by: Vizi, Zsolt, et al.
Published: (2025)
by: Vizi, Zsolt, et al.
Published: (2025)
Systemic Risk in the European Insurance Sector
by: Bonaccolto, Giovanni, et al.
Published: (2025)
by: Bonaccolto, Giovanni, et al.
Published: (2025)
Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)
by: Jasra, Ajay, et al.
Published: (2024)
Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
by: Estornell, Andrew, et al.
Published: (2024)
by: Estornell, Andrew, et al.
Published: (2024)
Balanced Underbagged Ensemble Approach for Classifying Highly Imbalanced Datasets in the Insurance and Financial Sectors
by: Alberto Gutierrez‐Gallego, et al.
Published: (2025)
by: Alberto Gutierrez‐Gallego, et al.
Published: (2025)
Financial News-Driven LLM Reinforcement Learning for Portfolio Management
by: Unnikrishnan, Ananya
Published: (2024)
by: Unnikrishnan, Ananya
Published: (2024)
Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies
by: Pillai, Varun Narayan Kannan, et al.
Published: (2026)
by: Pillai, Varun Narayan Kannan, et al.
Published: (2026)
Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
by: Souza, Lucas A.
Published: (2026)
by: Souza, Lucas A.
Published: (2026)
Evaluating Large Language Models (LLMs) in Financial NLP: A Comparative Study on Financial Report Analysis
by: Mohsin, Md Talha
Published: (2025)
by: Mohsin, Md Talha
Published: (2025)
Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)
by: Fan, Lei, et al.
Published: (2024)
Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting
by: Perera, Linuk
Published: (2025)
by: Perera, Linuk
Published: (2025)
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)
by: Koa, Kelvin J. L., et al.
Published: (2025)
SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation
by: Wu, Qilong, et al.
Published: (2024)
by: Wu, Qilong, et al.
Published: (2024)
An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
by: Li, Haochen, et al.
Published: (2023)
by: Li, Haochen, et al.
Published: (2023)
Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
by: Cao, Zheng, et al.
Published: (2025)
by: Cao, Zheng, et al.
Published: (2025)
Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
by: Bester, Tristan, et al.
Published: (2024)
by: Bester, Tristan, et al.
Published: (2024)
Quantum Risk Analysis of Financial Derivatives
by: Stamatopoulos, Nikitas, et al.
Published: (2024)
by: Stamatopoulos, Nikitas, et al.
Published: (2024)
Financial Statement Analysis with Large Language Models
by: Kim, Alex, et al.
Published: (2024)
by: Kim, Alex, et al.
Published: (2024)
Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)
by: Neupane, Krishna, et al.
Published: (2026)
Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data
by: Pathan, Arif
Published: (2025)
by: Pathan, Arif
Published: (2025)
Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models
by: Nakagawa, Kei, et al.
Published: (2024)
by: Nakagawa, Kei, et al.
Published: (2024)
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025)
by: Fan, Tianyu, et al.
Published: (2025)
UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
by: Yang, Yuzhe, et al.
Published: (2024)
by: Yang, Yuzhe, et al.
Published: (2024)
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)
by: Cao, Bokai, et al.
Published: (2025)
Advancing Financial Forecasting: A Comparative Analysis of Neural Forecasting Models N-HiTS and N-BEATS
by: Apte, Mohit, et al.
Published: (2024)
by: Apte, Mohit, et al.
Published: (2024)
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)
by: He, Yifan, et al.
Published: (2025)
Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)
by: Khubiev, Kasymkhan, et al.
Published: (2025)
Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG
by: Wang, Jingru, et al.
Published: (2025)
by: Wang, Jingru, et al.
Published: (2025)
All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection
by: Jiang, Yuechen, et al.
Published: (2026)
by: Jiang, Yuechen, et al.
Published: (2026)
VisFinEval: A Scenario-Driven Chinese Multimodal Benchmark for Holistic Financial Understanding
by: Liu, Zhaowei, et al.
Published: (2025)
by: Liu, Zhaowei, et al.
Published: (2025)
Financial Security and Household Life Insurance
by: Dębicka, Joanna, et al.
Published: (2025)
by: Dębicka, Joanna, et al.
Published: (2025)
A Framework for Digital Asset Risks with Insurance Applications
by: Li, Zhengming, et al.
Published: (2024)
by: Li, Zhengming, et al.
Published: (2024)
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)
by: Zhang, Wenxuan, et al.
Published: (2026)
The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
by: Gregnanin, Marco, et al.
Published: (2026)
by: Gregnanin, Marco, et al.
Published: (2026)
FinCARE: Financial Causal Analysis with Reasoning and Evidence
by: Michel, Alejandro, et al.
Published: (2025)
by: Michel, Alejandro, et al.
Published: (2025)
Dual-Kernel Adapter: Expanding Spatial Horizons for Data-Constrained Medical Image Analysis
by: Zhu, Ziquan, et al.
Published: (2026)
by: Zhu, Ziquan, et al.
Published: (2026)
INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
by: Li, Haohang, et al.
Published: (2024)
by: Li, Haohang, et al.
Published: (2024)
EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
by: Sugiura, Issa, et al.
Published: (2025)
by: Sugiura, Issa, et al.
Published: (2025)
Financial Data Analysis with Robust Federated Logistic Regression
by: Yang, Kun, et al.
Published: (2025)
by: Yang, Kun, et al.
Published: (2025)
Similar Items
-
Eigenvector-Based Sensitivity Analysis of Contact Patterns in Epidemic Modeling
by: Korir, Evans Kiptoo, et al.
Published: (2025) -
Age Group Sensitivity Analysis of Epidemic Models: Investigating the Impact of Contact Matrix Structure
by: Vizi, Zsolt, et al.
Published: (2025) -
Systemic Risk in the European Insurance Sector
by: Bonaccolto, Giovanni, et al.
Published: (2025) -
Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024) -
Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
by: Estornell, Andrew, et al.
Published: (2024)