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based on 43 auto-coded themes obtained using NVivo 12 software. We group the surveyed articles based on two major categories …
Persistent link: https://www.econbiz.de/10012795264
Purpose The purpose of this paper is to predict the daily accuracy improvement for the Jakarta Islamic Index (JKII) prices using deep learning (DL) with small and big data of symmetric volatility information. Design/methodology/approach This paper uses the nonlinear autoregressive exogenous...
Persistent link: https://www.econbiz.de/10013413441
Machine Learning algorithms, such as the artificial neural networks, are acknowledged to outperform several econometric procedures in predictions. Machine learning becomes popular for doing operations that practically require more efficiency and accuracy, derived basically from the algorithm's...
Persistent link: https://www.econbiz.de/10011993791
Central bank intervention in the form of quantitative easing (QE) during times of low interest rates is a controversial topic. This paper introduces a novel approach to study the effectiveness of such unconventional measures. Using U.S. data on six key financial and macroeconomic variables...
Persistent link: https://www.econbiz.de/10014532350
This paper contributes a multivariate forecasting comparison between structural models and Machine-Learning-based tools. Specifically, a fully connected feed forward nonlinear autoregressive neural network (ANN) is contrasted to a well established dynamic stochastic general equilibrium (DSGE)...
Persistent link: https://www.econbiz.de/10014532351
In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin price and volatility. Machine learning models like recurrent...
Persistent link: https://www.econbiz.de/10012173959
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Financial innovation by means of Fintech firms is one of the more disruptive business model innovations from the latest years. Specifically, in the financial advisor sector, worldwide assets under management of artificial intelligence (AI)-based investment firms, or robo-advisors, currently...
Persistent link: https://www.econbiz.de/10012125240
Persistent link: https://www.econbiz.de/10015078637
Machine learning (ML) is a novel method that has applications in asset pricing and that fits well within the problem of measurement in economics. Unlike econometrics, ML models are not designed for parameter estimation and inference, but similar to econometrics, they address, and may be better...
Persistent link: https://www.econbiz.de/10013475217