AIMC Topic: Models, Economic

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Corporate financial distress prediction with multiperiod annual report data: A fusion deep neural network model.

PloS one
The occurrence of financial distress in enterprises not only leads to operational difficulties but also may trigger chain reactions such as bankruptcy, debt arrears, layoffs, etc., which in turn have a negative effect on investors, creditors, and the...

Measurement model of credit risk for unlisted agricultural enterprises.

PloS one
This paper aims to measure credit risks of unlisted agricultural enterprises by using the KMV model integrating a CNN-BiLSTM neural network. Initially, the expected default frequencies (EDF) for each listed agricultural enterprise are computed using ...

Predicting stock returns using machine learning combined with data envelopment analysis and automatic feature engineering: A case study on the Vietnamese stock market.

PloS one
In financial markets, predicting stock returns is an essential task for investors. This paper is one of the first studies using business efficiency scores calculated from data envelopment analysis to predict stock returns. In the meantime, this is al...

An improved artificial gorilla troops optimizer for BP neural network-based housing price prediction.

PloS one
In the context of global economic austerity in the post epidemic era, housing, as one of the basic human needs, has become particularly important for accurate prediction of house prices. BP neural network is widely used in prediction tasks, but their...

Momentum, volume and investor sentiment study for u.s. technology sector stocks-A hidden markov model based principal component analysis.

PloS one
In this paper, we study the impact of momentum, volume and investor sentiment on U.S. tech sector stock returns using Principal Component Analysis-Hidden Markov Model (PCA-HMM) methodology. Price and volume are two well-known aspects in general equil...

Deep momentum networks with market trend dynamics.

PloS one
Time-series momentum (TSMOM) trading strategies manage positions based on the persistence of return trends. Although long short-term memory (LSTM) deep neural architectures can enhance TSMOM, their performance often deteriorates during abrupt market ...

Stock market forecasting research based on GA-WOA-LSTM.

PloS one
With the increasing complexity and prosperity of global financial markets, stock market forecasting plays a critical role in investment decision-making, market regulation, and economic planning. This study proposes a hybrid prediction model that inte...

Baltic dry index forecast using financial market data: Machine learning methods and SHAP explanations.

PloS one
The Baltic Dry Index (BDI) is a critical benchmark for assessing freight rates and chartering activity in the global shipping market. This study forecasts the BDI using diverse financial data, including commodities, currencies, stock markets, and vol...

Resource trading strategies with risk selection in collaborative training market.

PloS one
The rapid development of edge computing and artificial intelligence has brought growing interest in collaborative training. While prior research has addressed technical aspects of resource allocation, less attention has been paid to the underlying ec...

Analyzing crises in global financial indices using Recurrent Neural Network based Autoencoder.

PloS one
In this study, we present a novel approach to analyzing financial crises of the global stock market by leveraging a modified Autoencoder model based on Recurrent Neural Network (RNN-AE). We analyze time series data from 24 global stock markets betwee...