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Home sale prices are formed given the transaction actors economic interests, which include government, real estate dealers, and the general public who buy or sell properties. Generating an accurate property price prediction model is a major…

Machine Learning · Computer Science 2020-08-25 Shashi Bhushan Jha , Vijay Pandey , Rajesh Kumar Jha , Radu F. Babiceanu

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

Drought is a serious natural disaster that has a long duration and a wide range of influence. To decrease the drought-caused losses, drought prediction is the basis of making the corresponding drought prevention and disaster reduction…

Machine Learning · Computer Science 2022-07-08 Weiwei Jiang , Jiayun Luo

Accurate prediction of house price, a vital aspect of the residential real estate sector, is of substantial interest for a wide range of stakeholders. However, predicting house prices is a complex task due to the significant variability…

Machine Learning · Computer Science 2024-09-10 Md Hasebul Hasan , Md Abid Jahan , Mohammed Eunus Ali , Yuan-Fang Li , Timos Sellis

At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial…

Statistical Finance · Quantitative Finance 2020-05-20 Reaz Chowdhury , M. Arifur Rahman , M. Sohel Rahman , M. R. C. Mahdy

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The…

Computer Science and Game Theory · Computer Science 2014-03-05 Jinli Hu , Amos Storkey

To understand and predict the performance of scientific applications, several analytical and machine learning approaches have been proposed, each having its advantages and disadvantages. In this paper, we propose and validate a hybrid…

Performance · Computer Science 2019-02-27 Huda Ibeid , Siping Meng , Oliver Dobon , Luke Olson , William Gropp

Binary options trading is often marketed as a field where predictive models can generate consistent profits. However, the inherent randomness and stochastic nature of binary options make price movements highly unpredictable, posing…

Purpose: Trading on electricity markets occurs such that the price settlement takes place before delivery, often day-ahead. In practice, these prices are highly volatile as they largely depend upon a range of variables such as electricity…

Applications · Statistics 2020-05-19 Christof Naumzik , Stefan Feuerriegel

We propose three different data-driven approaches for pricing European-style call options using supervised machine-learning algorithms. These approaches yield models that give a range of fair prices instead of a single price point. The…

Statistical Finance · Quantitative Finance 2020-12-08 Anindya Goswami , Sharan Rajani , Atharva Tanksale

In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…

Statistical Finance · Quantitative Finance 2020-05-29 Xinyue Cui , Zhaoyu Xu , Yue Zhou

The behaviour of molecules in space is to a large extent governed by where they freeze out or sublimate. The molecular binding energy is thus an important parameter for many astrochemical studies. This parameter is usually determined with…

Astrophysics of Galaxies · Physics 2022-10-05 Torben Villadsen , Niels F. W. Ligterink , Mie Andersen

Given the strong dependence of material structure and properties on the length and strength of constituent bonds and the fact that surface adsorption and chemical reactions are initiated by the formation of bonds between two systems,…

Materials Science · Physics 2022-03-02 Eiki Suzuki , Kiyou Shibata , Teruyasu Mizoguchi

Machine learning algorithms can now outperform classic economic models in predicting quantities ranging from bargaining outcomes, to choice under uncertainty, to an individual's future jobs and wages. Yet this predictive accuracy comes at a…

Theoretical Economics · Economics 2025-08-27 Annie Liang

In this study, we leverage powerful non-linear machine learning methods to identify the characteristics of trades that contain valuable information. First, we demonstrate the effectiveness of our optimized neural network predictor in…

Trading and Market Microstructure · Quantitative Finance 2024-09-10 Tejas Ramdas , Martin T. Wells

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Data is the fuel powering AI and creates tremendous value for many domains. However, collecting datasets for AI is a time-consuming, expensive, and complicated endeavor. For practitioners, data investment remains to be a leap of faith in…

Machine Learning · Computer Science 2022-10-04 Xinyi Zhao , Weixin Liang , James Zou

This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…

Machine Learning · Computer Science 2023-02-24 Gissel Velarde

This study conducts a benchmarking study, comparing 23 different statistical and machine learning methods in a credit scoring application. In order to do so, the models' performance is evaluated over four different data sets in combination…

Econometrics · Economics 2019-07-31 Anna Stelzer

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar