Neural Networks as a Forecasting Tool in the Context of the Russian Financial Market Digitalization

Алешин, В. В.; Sviridov, Oleg; Некрасова, И. В.; Shevchenko, Dmitry

doi:10.1007/978-3-030-39797-5_57

Cited by 1 publication

(1 citation statement)

References 7 publications

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“…The use of neural networks is in the early phase as it is not yet popularized. Neural network has been used in areas such as bankruptcy (Hosaka, 2019), financial system modelling (Duan, 2019), financial capabilities (Kadhim and Erzaij, 2020), training models for financial markets (Karlov et al , 2019), financial market digitalization (Aleshin et al , 2020), etc. Few studies have attempted to use neural network in trade issues such as competitive strategy of trade enterprises (Shalimov et al , 2020), economic growth and trade parameters (Sokolov-Mladenović et al , 2016) and water allocation trade prices (Nguyen-Ky et al , 2018).…”

Section: Review Of Literaturementioning

confidence: 99%

Impact of US-China trade war on Asian economies: neural network multilayer perceptron approach

Rahman

Iqbal

Rahman³

2023

JCEFTS

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Purpose This study aims to find the impact of the trade war between the USA and China on Asian economies. Apart from macroeconomic variables associated with trade, this study explicitly creates a trade war scenario and trade war participant dummies. Using the neural network multilayer perceptron, this study checks for the causal linkages between the predictors and target output for the panel of Asian economies and the USA. Design/methodology/approach A conceptual model of the after effects of trade war in a quadrant is developed. Variables related to trade and tariffs are included in the study for a panel of 19 Asian economies. The feedforward structure of neural network analysis is used to identify strong and weak predictors of trade war. Findings The hidden layers of the multilayer perceptron reveal the inconsistency in linkages for the predictors’ services exports, tariff measures, anti-dumping measures, trade war scenario dummy with gross domestic product. The findings suggest that to curtail the impact of the trade war on Asian economies, predictors with neural evidence must be paid due weightage in policy determination and trade agreements. Originality/value The study applies a novel and little explored AI/ML technique of Neural Network analysis with training of 70% observations. The paper will provide opportunity for other researchers to explore techniques of AI/ML in trade studies.

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