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.
Simmons et al. (Mon,) studied this question.