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Artificial Neural Networks (ANN) which are a branch of artificial intelligence, have shown their high value in lots of applications and are used as a suitable forecasting method. Therefore, this study aims at forecasting imports in OECD…

Computers and Society · Computer Science 2024-02-06 Soheila Khajoui , Saeid Dehyadegari , Sayyed Abdolmajid Jalaee

The present study aimed to forecast the exports of a select group of Organization for Economic Co-operation and Development (OECD) countries and Iran using the neural networks. The data concerning the exports of the above countries from…

General Economics · Economics 2023-12-29 Soheila Khajoui , Saeid Dehyadegari , Sayyed Abdolmajid Jalaee

Accurate exchange rate prediction is fundamental to financial stability and international trade, positioning it as a critical focus in economic and financial research. Traditional forecasting models often falter when addressing the inherent…

Machine Learning · Computer Science 2024-12-30 Shuchen Meng , Andi Chen , Chihang Wang , Mengyao Zheng , Fangyu Wu , Xupeng Chen , Haowei Ni , Panfeng Li

New coronavirus disease (COVID-19) has constituted a global pandemic and has spread to most countries and regions in the world. By understanding the development trend of a regional epidemic, the epidemic can be controlled using the…

Physics and Society · Physics 2020-05-15 Bingjie Yan , Xiangyan Tang , Boyi Liu , Jun Wang , Yize Zhou , Guopeng Zheng , Qi Zou , Yao Lu , Wenxuan Tu

To combat the recent coronavirus disease 2019 (COVID-19), academician and clinician are in search of new approaches to predict the COVID-19 outbreak dynamic trends that may slow down or stop the pandemic. Epidemiological models like…

Quantitative Methods · Quantitative Biology 2021-09-01 Hanuman Verma , Saurav Mandal , Akshansh Gupta

International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns…

Econometrics · Economics 2019-10-09 Feras Batarseh , Munisamy Gopinath , Ganesh Nalluru , Jayson Beckman

The first known case of Coronavirus disease 2019 (COVID-19) was identified in December 2019. It has spread worldwide, leading to an ongoing pandemic, imposed restrictions and costs to many countries. Predicting the number of new cases and…

COVID-19 is an infectious disease that mostly affects the respiratory system. At the time of this research being performed, there were more than 1.4 million cases of COVID-19, and one of the biggest anxieties is not just our health, but our…

Statistical Finance · Quantitative Finance 2020-07-07 Daniel Štifanić , Jelena Musulin , Adrijana Miočević , Sandi Baressi Šegota , Roman Šubić , Zlatan Car

Our paper presents a methodology to study the heterogeneous effects of economy-wide shocks and applies it to the case of the impact of the COVID-19 crisis on exports. This methodology is applicable in scenarios where the pervasive nature of…

General Economics · Economics 2024-11-11 Marco Dueñas , Federico Nutarelli , Víctor Ortiz , Massimo Riccaboni , Francesco Serti

In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical…

Statistical Finance · Quantitative Finance 2021-12-06 Shujian Liao , Jian Chen , Hao Ni

The COVID-19 pandemic has significantly impacted the tourism and hospitality sector. Public policies such as travel restrictions and stay-at-home orders had significantly affected tourist activities and service businesses' operations and…

Machine Learning · Computer Science 2022-03-10 Ashkan Farhangi , Arthur Huang , Zhishan Guo

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

Statistical Finance · Quantitative Finance 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

The continuously growing number of COVID-19 cases pressures healthcare services worldwide. Accurate short-term forecasting is thus vital to support country-level policy making. The strategies adopted by countries to combat the pandemic…

Methodology · Statistics 2021-04-07 Thiago de Paula Oliveira , Rafael de Andrade Moral

The implementation of large-scale containment measures by governments to contain the spread of the COVID-19 virus has resulted in a large supply and demand shock throughout the global economy. Here, we use empirical vessel tracking data and…

General Economics · Economics 2020-11-03 Jasper Verschuur , Elco Koks , Jim Hall

While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this paper, we introduce Deep Momentum Networks -- a hybrid…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Stefan Zohren , Stephen Roberts

The US stock market experienced instability following the recession (2007-2009). COVID-19 poses a significant challenge to US stock traders and investors. Traders and investors should keep up with the stock market. This is to mitigate risks…

Econometrics · Economics 2023-06-07 Reza Nematirad , Amin Ahmadisharaf , Ali Lashgari

In power grids, short-term load forecasting (STLF) is crucial as it contributes to the optimization of their reliability, emissions, and costs, while it enables the participation of energy companies in the energy market. STLF is a…

The abrupt outbreak of the COVID-19 pandemic was the most significant event in 2020, which had profound and lasting impacts across the world. Studies on energy markets observed a decline in energy demand and changes in energy consumption…

Signal Processing · Electrical Eng. & Systems 2021-10-04 Ziyun Wang , Hao Wang

The spread of COVID-19 has coincided with the rise of Graph Neural Networks (GNNs), leading to several studies proposing their use to better forecast the evolution of the pandemic. Many such models also include Long Short Term Memory (LSTM)…

Machine Learning · Computer Science 2021-08-24 Nathan Sesti , Juan Jose Garau-Luis , Edward Crawley , Bruce Cameron