English
Related papers

Related papers: USA Tariffs Effect: Machine Learning Insights into…

200 papers

Emerging economies, particularly the MINT countries (Mexico, Indonesia, Nigeria, and T\"urkiye), are gaining influence in global stock markets, although they remain susceptible to the economic conditions of developed countries like the G7…

Econometrics · Economics 2026-05-26 Nurbanu Bursa

Economists often estimate continuous treatment effects in panel data using linear two-way fixed effects models (TWFE). When the treatment-outcome relationship is nonlinear, TWFE is misspecifed and potentially biased for the average partial…

Econometrics · Economics 2025-10-14 Sylvia Klosin , Max Vilgalys

From 2000 to 2017, 64% of Maine's pulp and paper processing mills shut down; these closures resulted in harmful effects to communities in Maine and beyond. One question this research asks is how will key macroeconomic and related variables…

General Economics · Economics 2025-03-11 Andrew Crawley , Adam Daigneault , Jonathan Gendron

We study how the 2024 U.S. presidential election, viewed as a major political risk event, affected cryptocurrency markets by distinguishing human-driven peer-to-peer stablecoin transactions from automated algorithmic activity. Using…

In the survey we consider the case studies on sales time series forecasting, the deep learning approach for forecasting non-stationary time series using time trend correction, dynamic price and supply optimization using Q-learning, Bitcoin…

Machine Learning · Computer Science 2022-06-03 Bohdan M. Pavlyshenko

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

Statistical Finance · Quantitative Finance 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

Artificial intelligence (AI) is reshaping the labor market by changing the task content of occupations. This study investigates the impact of AI development on the emergence of new work, employment, and wages in the United States from 2015…

General Economics · Economics 2025-03-26 David Marguerit

Quantitative models are an important decision-making factor for policy makers and investors. Predicting an economic recession with high accuracy and reliability would be very beneficial for the society. This paper assesses machine learning…

Econometrics · Economics 2023-09-01 Kian Tehranian

When analyzing the components influencing the stock prices, it is commonly believed that economic activities play an important role. More specifically, asset prices are more sensitive to the systematic economic news that impose a pervasive…

General Economics · Economics 2024-01-10 Yue Chen , Mohan Li

In this paper, we investigate the effect of the U.S.--China trade war on stock markets from a financial contagion perspective, based on high-frequency financial data. Specifically, to account for risk contagion between the U.S. and China…

Statistical Finance · Quantitative Finance 2021-11-19 Minseog Oh , Donggyu Kim

In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

Trading and Market Microstructure · Quantitative Finance 2021-12-17 Koya Ishikawa , Kazuhide Nakata

This study investigates the long-term effects of temperature variations on economic growth using a data-driven approach. Leveraging machine learning techniques, we analyze global land surface temperature data from Berkeley Earth and…

General Economics · Economics 2023-08-15 Eugene Kharitonov , Oksana Zakharchuk , Lin Mei

We study the impact of event-specific attention indices -- based on Google Trends -- in predictive price variation models before and during the Russian invasion of Ukraine in February 2022. We extend our analyses to the importance of…

General Finance · Quantitative Finance 2022-11-04 Martina Halousková , Daniel Stašek , Matúš Horváth

Decomposing taxes by source (labor, capital, sales), we analyze the impact of automation on tax revenues and the structure of taxation in 19 EU countries during 1995-2016. Pre-2008, robot diffusion lead to decreasing factor and tax income,…

General Economics · Economics 2022-04-25 Kerstin Hötte , Angelos Theodorakopoulos , Pantelis Koutroumpis

The intricate behavior patterns of financial markets are influenced by fundamental, technical, and psychological factors. During times of high volatility and regime shifts causes many traditional strategies like trend-following or…

Computational Finance · Quantitative Finance 2026-01-28 Varun Narayan Kannan Pillai , Akshay Ajith , Sumesh K J

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

In recent fast-paced financial markets, investors constantly seek ways to gain an edge and make informed decisions. Although achieving perfect accuracy in stock price predictions remains elusive, artificial intelligence (AI) advancements…

Statistical Finance · Quantitative Finance 2024-11-12 Jue Xiao , Tingting Deng , Shuochen Bi

We study the complexity of the stock market by constructing $\epsilon$-machines of Standard and Poor's 500 index from February 1983 to April 2006 and by measuring the statistical complexities. It is found that both the statistical…

Physics and Society · Physics 2015-06-26 Joongwoo Brian Park , Jeong Won Lee , Jae-Suk Yang , Hang-Hyun Jo , Hie-Tae Moon

Studies conducted on financial market prediction lack a comprehensive feature set that can carry a broad range of contributing factors; therefore, leading to imprecise results. Furthermore, while cooperating with the most recent innovations…

Computational Engineering, Finance, and Science · Computer Science 2024-05-17 Amirhossein Aminimehr , Amin Aminimehr , Hamid Moradi Kamali , Sauleh Eetemadi , Saeid Hoseinzade

The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…

Computational Finance · Quantitative Finance 2021-04-20 Ekaterina Zolotareva