Forecasting Bank Profitability Using Deep Learning and Macroeconomic Indicators: A Comparative Model Study Article Swipe

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Ashadujjaman Sajal , Md. Nazim Uddin Chy , Sakib Salam Jamee , Mohammad Nasir Uddin , Md Sayem Khan , Arun Kumar Gharami , Shaidul Islam Suhan , Mushtaq Ahmed ·

YOU? · · 2025 · Open Access · · DOI: https://doi.org/10.55640/business/volume06issue06-02

This study proposes a deep learning framework for forecasting bank profitability by integrating macroeconomic indicators with firm-level financial data. Using models such as LSTM, GRU, Transformer, and TCN—compared against traditional approaches like Linear Regression, Random Forest, and XGBoost—we evaluated predictive performance across multiple metrics. Results show the Transformer model achieved the best performance, with an R² score of 0.95 and 91% directional accuracy, outperforming all other models. The inclusion of macroeconomic variables significantly enhanced prediction accuracy. These findings highlight the effectiveness of attention-based deep learning models for financial forecasting in dynamic economic environments.

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Economics

Computer Science

Artificial Intelligence

Finance

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Profitability index Econometrics Economics Computer science Artificial intelligence Finance

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Type: article
Language: en
Landing Page: https://doi.org/10.55640/business/volume06issue06-02
PDF: https://www.iibajournal.org/index.php/iibeaj/article/download/67/67/148
OA Status: diamond
Cited By: 3
References: 34
Related Works: 10
OpenAlex ID: https://openalex.org/W4411298738

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DOI: https://doi.org/10.55640/business/volume06issue06-02

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Title: Forecasting Bank Profitability Using Deep Learning and Macroeconomic Indicators: A Comparative Model Study

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Type: article

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Language: en

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Publication year: 2025

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Publication date: 2025-06-14

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Authors: Ashadujjaman Sajal, Md. Nazim Uddin Chy, Sakib Salam Jamee, Mohammad Nasir Uddin, Md Sayem Khan, Arun Kumar Gharami, Shaidul Islam Suhan, Mushtaq Ahmed

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Landing page: https://doi.org/10.55640/business/volume06issue06-02

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PDF URL: https://www.iibajournal.org/index.php/iibeaj/article/download/67/67/148

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Concepts: Profitability index, Econometrics, Economics, Computer science, Artificial intelligence, Finance

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Cited by: 3

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Citations by year (recent): 2025: 3

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