AIMC Topic: Models, Economic

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Decomposition-reconstruction-optimization framework for hog price forecasting: Integrating STL, PCA, and BWO-optimized BiLSTM.

PloS one
This study constructs a multi-stage hybrid forecasting model using hog price time series data and its influencing factors to improve prediction accuracy. First, seven benchmark models including Prophet, ARIMA, and LSTM were applied to raw price serie...

Biased echoes: Large language models reinforce investment biases and increase portfolio risks of private investors.

PloS one
Large language models are increasingly used by private investors seeking financial advice. The current paper examines the potential of these models to perpetuate investment biases and affect the economic security of individuals at scale. We provide a...

Enhancing corn industry sustainability through deep learning hybrid models for price volatility forecasting.

PloS one
The fluctuations in corn prices not only increase uncertainty in the market but also affect farmers' planting decisions and income stability, while also impeding crucial investments in sustainable agricultural practices. Collectively, these factors j...

The application of deep learning in economic analysis and marketing strategy formulation in the tourism industry.

PloS one
The tourism industry is ever-evolving in nature, as it operates in a global marketplace that has become progressively global and offers great potential due to technological advances. The tourism industry faces challenges in accurately forecasting eco...

Forecasting second-hand house prices in China using the GA-PSO-BP neural network model.

PloS one
While the traditional genetic algorithms are capable of forecasting house prices, they often suffer from premature convergence, which adversely affects the reliability of the forecasts. To address this issue, the research employs a genetic-particle s...

A dual-path convolutional neural network combined with an attention-based bidirectional long short-term memory network for stock price prediction.

PloS one
The complexities of stock price data, characterized by its nonlinearity, non-stationarity, and intricate spatiotemporal patterns, make accurate prediction a substantial challenge. To address this, we propose the DCA-BiLSTM model, which combines dual-...

Non-customized data asset evaluation based on knowledge graph and value entropy.

PloS one
With the rapid expansion of non-customized data assets, developing reliable and objective methods for their valuation has become essential. However, current evaluation techniques often face challenges such as incomplete indicator systems and an over-...

Forecasting stock prices using long short-term memory involving attention approach: An application of stock exchange industry.

PloS one
The Stability of the economy is always a great challenge across the world, especially in under developed countries. Many researchers have contributed to forecasting the Stock Market and controlling the situation to ensure economic stability over the ...

STAGE framework: A stock dynamic anomaly detection and trend prediction model based on graph attention network and sparse spatiotemporal convolutional network.

PloS one
As the financial market becomes increasingly complex, stock prediction and anomaly data detection have emerged as crucial tasks in financial risk management. However, existing methods exhibit significant limitations in handling the intricate relation...

Interval price prediction of livestock product based on fuzzy mathematics and improved LSTM.

PloS one
Livestock product prices serve as a barometer and bellwether for the agricultural market. However, traditional point prediction techniques focus mainly on tracking or fitting, resulting in limited information and challenges in evaluating the uncertai...