This study examines the connection between Bitcoin and global factors, including the VIX, the oil price, the US dollar index, the gold price, and interest rates estimated using the Federal funds rate and treasury securities rate, for forecasting analysis. Deep learning methodologies, including LSTM, GRU, CNN, and TFT, with machine learning algorithms such as XGBoost, LightGBM, and SVR, were employed to identify the optimal prediction model for the Bitcoin price. The findings indicate that the TFT model is the most successful predictive approach, with the gold price identified as the most relevant component in determining the Bitcoin price. After the gold indicator, the US dollar index was a substantial factor in the explanation of the Bitcoin price. The TFT model also included regulatory decisions and global events. It was estimated that the Bitcoin price was significantly influenced by the COVID‐19 pandemic. After that, global climate events and China mining ban strongly affected the Bitcoin price. These findings indicate that regulatory decisions and global events determine the Bitcoin price in addition to macroeconomic factors. The VAR analysis was employed as a robustness check. The results indicate that gold and oil prices have a strong negative influence on Bitcoin, particularly in the long term. The paper has significant policy implications for investors, portfolio managers, and scholars.

The problem of accurately classifying credit scores is critical for financial institutions to assess individual creditworthiness and effectively manage credit risk. Traditional methods often face limitations when processing large datasets, resulting in lower accuracy and longer processing time. To address this issue, this paper proposes a novel approach to credit score classification by integrating convolutional neural networks (CNN) with machine learning methods. First, a 1D dataset of sequential text data is transformed into 2D greyscale images to use 2D CNN models for feature extraction and classification. Six CNN architectures—DenseNet201, GoogLeNet, MobileNetV2, ResNet18, ShuffleNet, and SqueezeNet—are implemented, and the features in the last layer (1000 features) of each CNN are classified using the softmax method. To further improve the performance, the two best CNN models were selected, and a new fully connected layer (NewFC) was added. A class-based feature set [3 × 31,695] representing three credit score types (good, poor, and standard) was extracted from each model and merged into a feature set [6 × 31,695]. This combined feature set was then reclassified using KNN, LDA, Naive Bayes, and SVM algorithms. The performance of both CNN and machine learning methods was evaluated using accuracy, precision, sensitivity, specificity, and F-score metrics. To optimize classification performance and reduce computational cost, the RelieF algorithm was used to select the best 5 out of 6 features. Compared to using all 6 features, significant improvements in accuracy and efficiency were observed, demonstrating the effectiveness of the proposed method in credit score classification.

In this study, the performance of different deep learning algorithms to predict silver prices was evaluated. It was focused on the use of deep learning models such as CNN, LSTM, and GRU for the prediction process, as well as a new hybrid model based on combining these models. Each algorithm was trained on historical silver price data and compared its performance in price prediction using this data. This approach aims to achieve more comprehensive and accurate forecasts by combining the strengths of each model. It also makes a unique contribution to the literature in this area by addressing a specialized area such as the silver market, which is often neglected in financial forecasting. The study presents an innovative approach to financial forecasting and analysis methodologies, highlighting the advantages and potential of deep learning models for time-series data processing. The results compare the ability of these algorithms to analyze silver prices based on historical data only and to assess past trends. The study showed that these algorithms exhibit different performances in analyzing historical data. In conclusion, this study compared the performance of different deep learning algorithms for predicting silver prices based on historical data and found that the CNN-LSTM-GRU hybrid model has the potential to make better predictions. These results can provide guidance to researchers working on financial analysis and forecasting.

Electric vehicles have gained popularity among both manufacturers and consumers in recent years due to government incentives and climate change. In this study, a new decision support system is proposed to optimise the selection of electric vehicles. The proposed system integrates multi-criteria decision making (MCDM) methods with machine learning (ML) algorithms. A dataset consisting of 15 different electric vehicle alternatives and 20 criteria was created. The criteria were weighted using the CRITIC method and the scores of each alternative were determined using the LOPCOW method. The LOPCOW scores were used as target variables for machine learning models and analyses were performed. In the analysis of the machine learning models, performance metrics such as RMSE, MSE, MAE, MAPE and R² were calculated and the generalisability of the results was tested using the Kfold5 cross-validation method. Finally, the final ranking of the alternatives was performed using the voting regressor model. The decision support system developed in this study combines CRITIC-LOPCOW machine learning algorithms and voting regressor methods to provide a practical and reliable solution for electric vehicle selection. The findings have significant implications for policymakers, investors, and scholars.

This study aims to apply advanced machine-learning models and hybrid approaches to improve the forecasting accuracy of the US Consumer Price Index (CPI). The study examined the performance of LSTM, MARS, XGBoost, LSTM-MARS, and LSTM-XGBoost models using a large time-series data from January 1974 to October 2023. The data were combined with key economic indicators of the US, and the hyperparameters of the forecasting models were optimized using genetic algorithm and Bayesian optimization methods. According to the VAR model results, variables such as past values of CPI, oil prices (OP), and gross domestic product (GDP) have strong and significant effects on CPI. In particular, the LSTM-XGBoost model provided superior accuracy in CPI forecasts compared with other models and was found to perform the best by establishing strong relationships with variables such as the federal funds rate (FFER) and GDP. These results suggest that hybrid approaches can significantly improve economic forecasts and provide valuable insights for policymakers, investors, and market analysts.