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Record W4403189194 · doi:10.3390/jrfm17100451

Forecasting Foreign Direct Investment Inflow to Bangladesh: Using an Autoregressive Integrated Moving Average and a Machine Learning-Based Random Forest Approach

2024· article· en· W4403189194 on OpenAlexvenueno aff
Md. Monirul Islam, Arifa Jannat, Kentaka Aruga, Md. Mamunur Rashid

Bibliographic record

VenueJournal of risk and financial management · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsInflowRandom forestAutoregressive modelForeign direct investmentAutoregressive integrated moving averageMoving averageEconometricsComputer scienceArtificial intelligenceEnvironmental scienceMeteorologyMachine learningMathematicsEconomicsGeographyComputer visionTime seriesMacroeconomics

Abstract

fetched live from OpenAlex

This study focuses on the challenge of accurately forecasting foreign direct investment (FDI) inflows to Bangladesh, which are crucial for the country’s sustainable economic growth. Although Bangladesh has strong potential as an investment destination, recent FDI inflows have sharply declined due to global economic uncertainties and the impact of the COVID-19 pandemic. There is a clear gap in applying advanced forecasting models, particularly the autoregressive integrated moving average (ARIMA) model and machine learning techniques like random forest (RF), to predict FDI inflows in Bangladesh. This study aims to analyze and forecast FDI inflows in Bangladesh by employing a hybrid approach that integrates the ARIMA model and the RF algorithm. This study covers the period from 1986 to 2022. The analysis reveals that net FDI inflow in Bangladesh is integrated into the first order, and the ARIMA (3,1,2) model is identified as the most suitable based on the Akaike Information Criterion (AIC). Diagnostic tests confirm its consistency and appropriateness for forecasting net FDI inflows in the country. This study’s findings indicate a decreasing trend in net FDI inflows over the forecasted period, with an average of USD 1664 million, similar to recent values. The results from the RF model also support these findings, projecting average net FDI values of USD 1588.99 million. To achieve the aims of Vision 2041, which include eradicating extreme poverty and becoming a high-economic nation, an increasing trend of FDI inflow is crucial. The current forecasting trends provide insights into the potential trajectory of FDI inflows in Bangladesh, highlighting the importance of attracting higher FDI to accomplish their economic goals. Additionally, strengthening bilateral investment agreements and leveraging technology transfer through FDI will also be essential for fostering sustainable economic growth.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.041
Threshold uncertainty score0.081

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.024
GPT teacher head0.213
Teacher spread0.188 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2024
Admission routes1
Has abstractyes

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