AIMC Topic: Models, Economic

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Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent.

PloS one Jan 16, 2025
Financial portfolio management investment policies computed quantitatively by modern portfolio theory techniques like the Markowitz model rely on a set of assumptions that are not supported by data in high volatility markets such as the technological...
Reinforcement, Psychology Reinforcement Machine Learning Algorithms Deep Learning Models, Economic Investments Financial Management Humans
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Enhancing stock index prediction: A hybrid LSTM-PSO model for improved forecasting accuracy.

PloS one Jan 14, 2025
Stock price prediction is a challenging research domain. The long short-term memory neural network (LSTM) widely employed in stock price prediction due to its ability to address long-term dependence and transmission of historical time signals in time...
Humans Neural Networks, Computer Forecasting Models, Economic Investments Machine Learning Algorithms
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Unraveling asymmetrical spillover effects originating from China's green finance markets: Insights from asymmetric TVP-VAR and interpretable machine learning.

Journal of environmental management Dec 17, 2024
This study combines an asymmetric TVP-VAR model with interpretable machine learning algorithms to confirm the presence of asymmetries in spillover effects within China's green finance market and to identify the macroeconomic drivers behind these effe...
Commerce Investments China Models, Economic Humans COVID-19 SARS-CoV-2 Machine Learning
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Comprehensive financial health assessment using Advanced machine learning techniques: Evidence based on private companies listed on ChiNext.

PloS one Dec 12, 2024
This study develops a specific and measurable framework for assessing the financial health (FH) of privately-owned companies listed on ChiNext, aimed at identifying financially sound enterprises and helping investors avoid losses caused by financial ...
Models, Economic China Investments Private Sector Financial Management Humans Machine Learning
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Enhanced forecasting of rice price and production in Malaysia using novel multivariate fuzzy time series models.

Scientific reports Dec 2, 2024
A significant portion of the world's population relies on rice as a primary source of nutrition. In Malaysia, rice production began in the early 1960s, which led to the cultivation of the country's most significant food crop up till the present day. ...
Agriculture Fuzzy Logic Malaysia Humans Forecasting Commerce Oryza Models, Economic
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Generative Artificial Intelligence for Health Technology Assessment: Opportunities, Challenges, and Policy Considerations: An ISPOR Working Group Report.

Value in health : the journal of the International Society for Pharmacoeconomics and Outcomes Research Nov 12, 2024
OBJECTIVES: To provide an introduction to the uses of generative artificial intelligence (AI) and foundation models, including large language models, in the field of health technology assessment (HTA).
Technology Assessment, Biomedical Health Policy Models, Economic Artificial Intelligence Generative Artificial Intelligence Humans
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Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity.

PloS one Oct 18, 2024
The realized recurrent conditional heteroscedasticity (RealRECH) model improves volatility prediction by integrating long short-term memory (LSTM), a recurrent neural network unit, into the realized generalized autoregressive conditional heteroskedas...
Investments China Models, Economic Humans Neural Networks, Computer
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Period-aggregated transformer for learning latent seasonalities in long-horizon financial time series.

PloS one Aug 8, 2024
Fluctuations in the financial market are influenced by various driving forces and numerous factors. Traditional financial research aims to identify the factors influencing stock prices, and existing works construct a common neural network learning fr...
Humans Time Factors Financial Management Seasons Neural Networks, Computer Algorithms Models, Economic Investments
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Factor-GAN: Enhancing stock price prediction and factor investment with Generative Adversarial Networks.

PloS one Jun 25, 2024
Deep learning, a pivotal branch of artificial intelligence, has increasingly influenced the financial domain with its advanced data processing capabilities. This paper introduces Factor-GAN, an innovative framework that utilizes Generative Adversaria...
Artificial Intelligence Deep Learning Models, Economic Commerce China Humans Neural Networks, Computer Investments
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Heteroscedasticity effects as component to future stock market predictions using RNN-based models.

PloS one May 24, 2024
Heteroscedasticity effects are useful for forecasting future stock return volatility. Stock volatility forecasting provides business insight into the stock market, making it valuable information for investors and traders. Predicting stock volatility ...
Forecasting Neural Networks, Computer Models, Economic Investments Algorithms Humans Commerce
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