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Developers and consumers increasingly choose reasoning models (RMs) based on their listed API prices. However, how accurately do these prices reflect actual inference costs? We conduct the first systematic study of this question, evaluating…

Computation and Language · Computer Science 2026-05-29 Lingjiao Chen , Chi Zhang , Yeye He , Ion Stoica , Matei Zaharia , James Zou

Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…

General Finance · Quantitative Finance 2025-03-26 Martina Halousková , Štefan Lyócsa

We use the statistical properties of Shannon entropy estimator and Kullback-Leibler divergence to study the predictability of ultra-high frequency financial data. We develop a statistical test for the predictability of a sequence based on…

Statistical Finance · Quantitative Finance 2024-05-20 Andrey Shternshis , Stefano Marmi

The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…

Machine Learning · Computer Science 2023-03-28 Andrei Zaichenko , Aleksei Kazakov , Elizaveta Kovtun , Semen Budennyy

The ability to obtain accurate food security metrics in developing areas where relevant data can be sparse is critically important for policy makers tasked with implementing food aid programs. As a result, a great deal of work has been…

Computation and Language · Computer Science 2019-04-29 Jared Dunnmon , Swetava Ganguli , Darren Hau , Brooke Husic

Machine learning is pervasive. It powers recommender systems such as Spotify, Instagram and YouTube, and health-care systems via models that predict sleep patterns, or the risk of disease. Individuals contribute data to these models and…

Machine Learning · Computer Science 2022-02-22 Mukund Sundararajan , Walid Krichene

Recent work has questioned the reliability of graph learning benchmarks, citing concerns around task design, methodological rigor, and data suitability. In this extended abstract, we contribute to this discussion by focusing on evaluation…

Machine Learning · Computer Science 2025-06-17 Filip Cornell , Oleg Smirnov , Gabriela Zarzar Gandler , Lele Cao

Researchers have used social media data to estimate various macroeconomic indicators about public behaviors, mostly as a way to reduce surveying costs. One of the most widely cited economic indicator is consumer confidence index (CCI).…

Social and Information Networks · Computer Science 2021-11-29 Neeti Pokhriyal , Abenezer Dara , Benjamin Valentino , Soroush Vosoughi

Figuring out the price of a listed Airbnb rental is an important and difficult task for both the host and the customer. For the former, it can enable them to set a reasonable price without compromising on their profits. For the customer, it…

Machine Learning · Computer Science 2021-12-14 Aditya Ahuja , Aditya Lahiri , Aniruddha Das

Market impact is an important problem faced by large institutional investor and active market participant. In this paper, we rigorously investigate whether price trajectory data from the metaorder increases the efficiency of estimation,…

Trading and Market Microstructure · Quantitative Finance 2023-04-03 Fengpei Li , Vitalii Ihnatiuk , Ryan Kinnear , Anderson Schneider , Yuriy Nevmyvaka

News media often report that the trend of some public health outcome has changed. These statements are frequently based on longitudinal data, and the change in trend is typically found to have occurred at the most recent data collection…

Applications · Statistics 2020-10-06 Andreas Kryger Jensen , Claus Thorn Ekstrøm

Happens-before based data race prediction methods infer from a trace of events a partial order to check if one event happens before another event. If two two write events are unordered, they are in a race. We observe that common tracing…

Programming Languages · Computer Science 2019-10-29 Martin Sulzmann , Kai Stadtmüller

Technical trading rules and linear regressive models are often used by practitioners to find trends in financial data. However, these models are unsuited to find non-linearly separable patterns. We propose a decision tree forecasting model…

Applications · Statistics 2017-04-17 Lucas Fievet , Didier Sornette

Sentiment Analysis of microblog feeds has attracted considerable interest in recent times. Most of the current work focuses on tweet sentiment classification. But not much work has been done to explore how reliable the opinions of the mass…

Machine Learning · Computer Science 2019-12-12 Rahul Radhakrishnan Iyer , Ronghuo Zheng , Yuezhang Li , Katia Sycara

Public opinion influences events, especially related to stock market movement, in which a subtle hint can influence the local outcome of the market. In this paper, we present a dataset that allows for company-level analysis of tweet based…

Computation and Language · Computer Science 2020-06-18 Karolina Sowinska , Pranava Madhyastha

The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…

Statistical Finance · Quantitative Finance 2019-09-04 Samuel Asante Gyamerah

As machine learning ascends the peak of computer science zeitgeist, the usage and experimentation with sentiment analysis using various forms of textual data seems pervasive. The effect is especially pronounced in formulating securities…

Computational Finance · Quantitative Finance 2018-02-23 Raeid Saqur , Nicole Langballe

In predictive maintenance, model performance is usually assessed by means of precision, recall, and F1-score. However, employing the model with best performance, e.g. highest F1-score, does not necessarily result in minimum maintenance…

Machine Learning · Computer Science 2018-10-01 Stephan Spiegel , Fabian Mueller , Dorothea Weismann , John Bird

The property of conformal predictors to guarantee the required accuracy rate makes this framework attractive in various practical applications. However, this property is achieved at a price of reduction in precision. In the case of…

Machine Learning · Computer Science 2021-08-13 Marharyta Aleksandrova , Oleg Chertov

With the advancement of web technology and its growth, there is a huge volume of data present in the web for internet users and a lot of data is generated too. Internet has become a platform for online learning, exchanging ideas and sharing…

Computation and Language · Computer Science 2016-11-04 Vishal. A. Kharde , Prof. Sheetal. Sonawane