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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
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
and volatility. Machine learning models like recurrent neural network (RNN) and long short-term memory (LSTM) have been … 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
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
In this research, two estimation algorithms for extracting cross-lingual news pairs based on machine learning from financial news articles have been proposed. Every second, innumerable text data, including all kinds news, reports, messages, reviews, comments, and tweets are generated on the...
Persistent link: https://www.econbiz.de/10011855132
The research purpose of this paper is to obtain an algorithm model with high prediction accuracy for the price of Bitcoin on the next day through random forest regression and LSTM, and to explain which variables have influence on the price of Bitcoin. There is much prior literature on Bitcoin...
Persistent link: https://www.econbiz.de/10014289558
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
rate system. Subsequently, whether traditional economical models can ever outperform the random walk in forecasting out …
Persistent link: https://www.econbiz.de/10012174126