Machine Learning for Predictive Risk Analytics in Industry 4.0: A Comprehensive Random Forest Evaluation

Oliver J. Asante*, Enrico W. Rusliem, Yue Pan, Michelle A. Basarah, Cashmere B.R. Alin, Guangfeng Zhang, Yi Chen

*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceedingConference Proceedingpeer-review

Abstract

In financial forecasting, where navigating uncertainties is crucial for informed decision-making, risk management plays an essential role. Large datasets and market fluctuations can lead to inaccurate forecasts and significant losses. Fortunately, artificial intelligence and machine learning algorithms offer promising solutions. The Random Forest Model, a commonly used machine learning algorithm, has the potential to alleviate these issues. Unlike conventional models that rely on a single algorithm, Random Forest aggregates multiple decision trees, each analysing a subset of data and identifying key variables. Averaging the predictions using this method appeared to reduce bias, improve accuracy, and make it adept at handling messy financial data. This paper aims to provide an in-depth analysis of Random Forest’s potential in financial forecasting and risk management, especially evaluating its effectiveness and practicality in the field.

Original languageEnglish
Title of host publicationSelected Proceedings from the 2nd International Conference on Intelligent Manufacturing and Robotics, ICIMR 2024 - Advances in Intelligent Manufacturing and Robotics
EditorsWei Chen, Andrew Huey Ping Tan, Yang Luo, Long Huang, Yuyi Zhu, Anwar PP Abdul Majeed, Fan Zhang, Yuyao Yan, Chenguang Liu
PublisherSpringer Science and Business Media Deutschland GmbH
Pages92-111
Number of pages20
ISBN (Print)9789819639489
DOIs
Publication statusPublished - 2025
Event2nd International Conference on Intelligent Manufacturing and Robotics, ICIMR 2024 - Suzhou, China
Duration: 22 Aug 202423 Aug 2024

Publication series

NameLecture Notes in Networks and Systems
Volume1316 LNNS
ISSN (Print)2367-3370
ISSN (Electronic)2367-3389

Conference

Conference2nd International Conference on Intelligent Manufacturing and Robotics, ICIMR 2024
Country/TerritoryChina
CitySuzhou
Period22/08/2423/08/24

Keywords

  • Financial Forecasting
  • Machine Learning
  • Random Forest Model
  • Risk Management
  • Stock Market Prediction
  • Walk-Forward Validation

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