DSGE Approximation with Human-in-the-Loop Micro-Foundation Tuning for Studio Portfolio Valuation
This paper presents a DSGE-inspired framework for motion picture studio portfolio valuation. It combines a structural economic model of the film ecosystem, deep equilibrium neural networks for solving high-dimensional dynamics, and Human-in-the-Loop (HITL) micro-foundation tuning to incorporate expert creative and industry judgment. The system supports improved slate valuation, greenlight decisions, Value-at-Risk estimation, and counterfactual scenario analysis in a highly uncertain, hit-driven industry.
Authors
- David Stein
- M. Elizabeth Simmons (ORCID: https://orcid.org/0009-0009-4379-094X)
- Thomas Cargill
- Antonia Nils Gresham
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-05-18
- DOI
- https://doi.org/10.5281/zenodo.20271798
- Primary Topic
- Cinema and Media Studies
- Type
- article
- Field-Weighted Citation Impact
- 0.00