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Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE.…

GDP is a vital measure of a country's economic health, reflecting the total value of goods and services produced. Forecasting GDP growth is essential for economic planning, as it helps governments, businesses, and investors anticipate…

This article aims to propose and apply a machine learning method to analyze the direction of returns from Exchange Traded Funds (ETFs) using the historical return data of its components, helping to make investment strategy decisions through…

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

Emotion prediction is a key emerging research area that focuses on identifying and forecasting the emotional state of a human from multiple modalities. Among other data sources, physiological data can serve as an indicator for emotions with…

Credit ratings are one of the primary keys that reflect the level of riskiness and reliability of corporations to meet their financial obligations. Rating agencies tend to take extended periods of time to provide new ratings and update…

We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…

Deep-learning models such as Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM) have been successfully used for process-mining tasks. They have achieved better performance for different predictive tasks than traditional…

Long-term investors, different from short-term traders, focus on examining the underlying forces that affect the well-being of a company. They rely on fundamental analysis which attempts to measure the intrinsic value an equity.…

This article provides a curated review of selected papers published in prominent economics journals that use machine learning (ML) tools for research and policy analysis. The review focuses on three key questions: (1) when ML is used in…

As the energy landscape changes quickly, grid operators face several challenges, especially when integrating renewable energy sources with the grid. The most important challenge is to balance supply and demand because the solar and wind…

In this article we compare the performances of a logistic regression and a feed forward neural network for credit scoring purposes. Our results show that the logistic regression gives quite good results on the dataset and the neural network…

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

The use of credit cards has recently increased, creating an essential need for credit card assessment methods to minimize potential risks. This study investigates the utilization of machine learning (ML) models for credit card default…

In this paper, we propose deep learning techniques for econometrics, specifically for causal inference and for estimating individual as well as average treatment effects. The contribution of this paper is twofold: 1. For generalized…

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Would artificial intelligence (AI) cut interest rates or adopt conservative monetary policy? Would it deregulate or opt for a more controlled economy? As AI use by economic policymakers, academics, and market participants grows…

We use deep neural networks to estimate an asset pricing model for individual stock returns that takes advantage of the vast amount of conditioning information, while keeping a fully flexible form and accounting for time-variation. The key…

Firm disclosures about future prospects are crucial for corporate valuation and compliance with global regulations, such as the EU's MAR and the US's SEC Rule 10b-5 and RegFD. To comply with disclosure obligations, issuers must identify…