Showing 1 - 10 of 54
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
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
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
This paper proposes an approximation method to create an optimal continuous-time portfolio strategy based on a combination of neural networks and Monte Carlo, named NNMC. This work is motivated by the increasing complexity of continuous-time models and stylized facts reported in the literature....
Persistent link: https://www.econbiz.de/10012626104
In this paper, we propose a general mathematical model for analyzing yield data. The data analyzed in this paper come from a characteristic corn field in the upper midwestern United States. We derive expressions for statistical moments from the underlying stochastic model. Consequently, we...
Persistent link: https://www.econbiz.de/10012627667
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
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
Bankruptcy prediction is always a topical issue. The activities of all business entities are directly or indirectly affected by various external and internal factors that may influence a company in insolvency and lead to bankruptcy. It is important to find a suitable tool to assess the future...
Persistent link: https://www.econbiz.de/10012302458
We present a deep reinforcement learning framework for an automatic trading of contracts for difference (CfD) on indices at a high frequency. Our contribution proves that reinforcement learning agents with recurrent long short-term memory (LSTM) networks can learn from recent market history and...
Persistent link: https://www.econbiz.de/10012302717
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