Purpose

The COVID-19 pandemic virus has affected the largest economies around the world, especially Group 8 and Group 20. The increasing numbers of confirmed and deceased cases of the COVID-19 pandemic worldwide are causing instability in stock indices every day. These changes resulted in the G8 suffering major losses due to the spread of the pandemic. This paper aims to study the impact of COVID-19 events using country lockdown announcement on the most important stock indices in G8 by using seven lockdown variables. To find the impact of the COVID-19 virus on G8, a correlation analysis and an artificial neural network model are adopted.

Design/methodology/approach

In this study, a Pearson correlation is used to study the strength of lockdown variables on international indices, where neural network is used to build a prediction model that can estimate the movement of stock markets independently. The neural network used two performance metrics including R² and mean square error (MSE).

Findings

The results of stock indices prediction showed that R² values of all G8 are between 0.979 and 0.990, where MSE values are between 54 and 604. The results showed that the COVID-19 events had a strong negative impact on stock movement, with the lowest point on the March of all G8 indices. Besides, the US lockdown and interest rate changes are the most affected by the G8 stock trading, followed by Germany, France and the UK.

Originality/value

The study has used artificial intelligent neural network to study the impact of US lockdown, decrease the interest rate in the USA and the announce of lockdown in different G8 countries.

中文翻译：

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基于人工神经网络的COVID-19大流行病毒对G8国家金融指标的影响

目的

COVID-19大流行病毒已影响到世界上最大的经济体，尤其是第8组和第20组。全球已确认和已死的COVID-19大流行病例的数量日益增加，每天都在导致股票指数不稳定。这些变化导致八国集团由于大流行的蔓延而蒙受重大损失。本文旨在通过使用七个锁定变量，使用国家锁定公告来研究COVID-19事件对G8中最重要的股票指数的影响。为了发现COVID-19病毒对G8的影响，采用了相关分析和人工神经网络模型。

设计/方法/方法

在这项研究中，皮尔逊相关性用于研究国际指数锁定变量的强度，其中神经网络用于建立可独立估计股市走势的预测模型。该神经网络使用了两个性能指标，包括R ²和均方误差（MSE）。

发现

股票指数预测的结果表明，所有G8的R ²值都在0.979至0.990之间，其中MSE值在54至604之间。结果表明，COVID-19事件对股票走势具有强烈的负面影响，最低所有G8指数的三月份。此外，美国的锁定和利率变化受八国集团股票交易影响最大，其次是德国，法国和英国。

创意/价值

该研究使用人工智能神经网络研究了美国封锁的影响，降低了美国的利率以及不同G8国家宣布封锁的情况。