Forecasting Startup Return using Artificial Intelligence Methods and Econometric Models and Portfolio Optimization Using VaR and C-VaR
نویسندگان
چکیده
In this paper, we have tried to study the main role of startups in economy, their characteristics, goals and etc. The goal article is prediction startup's return using artificial intelligence methods such as genetic algorithm (GA) neural network (ANN). Some global indices S&P500, DJAI, economic indicators 10 years Treasury yield, Wilshire 5000 Total Market Full Cap Index along with some other special like team, idea, timing are used input variables. GA feature selection finding most important ANN an optimization model returns. We econometric models regression analysis. estimated Value at risk (VaR) Conditional (C-VAR) for considered portfolios including three (public company) Dropbox, Inc. (DBX), Scout24 SE (G24.DE) TIE.AS optimal portfolio formation. results show that AI based more powerful return. On hand, VaR C-VaR very beneficial approach minimizing maximizing
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ژورنال
عنوان ژورنال: International Journal of Innovation in Engineering
سال: 2022
ISSN: ['2783-1906']
DOI: https://doi.org/10.59615/ijie.2.1.78