Showing 1 - 10 of 94
forecasting the return on investment (ROI). We also attempt to compare machine learning methods including the quantile regression … model with movie performance data in terms of in-sample and out of sample forecasting. …
Persistent link: https://www.econbiz.de/10012304867
The stock market is characterized by extreme fluctuations, non-linearity, and shifts in internal and external environmental variables. Artificial intelligence (AI) techniques can detect such non-linearity, resulting in much-improved forecast results. This paper reviews 148 studies utilizing...
Persistent link: https://www.econbiz.de/10012795264
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
framework with a set of advanced machine learning forecasting methods with a fixed set of exogenous and endogenous factors to …
Persistent link: https://www.econbiz.de/10012173959
Building on an economic model of rational Bitcoin mining, we measured the carbon footprint of Bitcoin mining power consumption using feed-forward neural networks. We found associated carbon footprints of 2.77, 16.08 and 14.99 MtCO2e for 2017, 2018 and 2019 based on a novel bottom-up approach,...
Persistent link: https://www.econbiz.de/10012821293
A constant in the business world is the frequent movement of customers joining or abandoning companies’ services and products. The customer is one of the company’s most important assets. Reducing the customer abandonment rate has become a matter of survival and, at the same time, the most...
Persistent link: https://www.econbiz.de/10012745384
methods, such as bootstrap and Monte Carlo dropout. These methods are illustrated in an out-of-sample empirical forecasting …
Persistent link: https://www.econbiz.de/10012389830
The use of machine learning (ML) methods has been widely discussed for over a decade. The search for the optimal model is still a challenge that researchers seek to address. Despite advances in current work that surpass the limitations of previous ones, research still faces new challenges in...
Persistent link: https://www.econbiz.de/10013273676
This manuscript is devoted to the issue of forecasting corporate bankruptcy. Determining a firm's bankruptcy risk is … dynamic bankruptcy prediction models for European enterprises. To conduct this objective, four forecasting models are …
Persistent link: https://www.econbiz.de/10012171279
In this study, we predicted the log returns of the top 10 cryptocurrencies based on market cap, using univariate and multivariate machine learning methods such as recurrent neural networks, deep learning neural networks, Holt’s exponential smoothing, autoregressive integrated moving average,...
Persistent link: https://www.econbiz.de/10012792372