AIMC Topic: Models, Economic

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Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs.

PloS one
Traditional asset allocation rules, while effective in stable phases, tend to erode once markets enter volatile regimes or undergo structural breaks. Research in deep reinforcement learning (DRL) has usually emphasized raw-return rewards, leaving asi...

A novel agricultural commodity price prediction model integrating deep learning and enhanced swarm intelligence algorithm.

PloS one
The volatility of agricultural commodity prices significantly affects market stability and financial market dynamics, especially during periods of economic uncertainty and global shocks. Accurate price prediction, however, remains challenging due to ...

Stock price dynamics prediction based on multi-scale fractals and deep learning.

PloS one
The complexity of stock price fluctuations stems from its multi-scale characteristics, nonlinear dynamic characteristics, and fractal structure. To better capture the fractal characteristics of stock prices, this paper creatively proposes a predictio...

Optimization of house price evaluation model based on multi-source geographic big data and deep neural network.

PloS one
The real estate market requires effective and precise house price prediction, as conventional models often face difficulties in generalization, computational efficiency, and interpretability. The research problem is addressed by introducing the House...

Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems.

PloS one
Synchronization, which has been a common natural phenomenon, occurs frequently in complex financial systems and is an important contagion mechanism for systemic financial risks and even financial crises. In view of this, we construct a coupled stocha...

Using fuzzy logic and mathematical models to predict the financial efficiency of industrial enterprises.

PloS one
The frequent development and unpredictable, dynamic nature of industrial enterprises require an effective financial efficiency detection process. The prediction process uses a large volume of information to identify the details of resources and opera...

Cause-and-effect relationships in a nonlinear model of Bitcoin's energy use and price volatility effect.

PloS one
The environmental impact of Bitcoin (BTC) has been a source of concern due to its substantial energy consumption, which is a result of its proof-of-work mining algorithm and transaction processes. The global usage levels of Bitcoin are comparable to ...

Dynamic supply-side multipliers in China's marine economy: A neural network-enhanced Ghosh model for sustainable development.

PloS one
With the continuous growth of China's economy, marine economy plays an increasingly important role in the national economy. This study quantifies multiplier effects and supply-side dynamics in China's marine economy (2017-2023) to inform sustainable ...

Macroeconomic-aware forecasting of construction costs in developing countries: Using gated recurrent unit and long short-term memory deep learning framework.

PloS one
Cost overruns are common on long-term construction projects. This is mostly because of inaccurate early estimates and unexpected changes in the economy and finances. In Egypt, the costs of materials like steel, cement, bricks, sand, and aggregates ma...

Early warning of regime switching in a financial time series: A heteroskedastic network model.

PloS one
Regime switching in a time series is an important and challenging issue in complex financial system analysis. Existing regime models have focused on the features of fluctuations at a single point in financial time series, often neglecting time series...