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Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

Statistical Finance · Quantitative Finance 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed

In finance, the weak form of the Efficient Market Hypothesis asserts that historic stock price and volume data cannot inform predictions of future prices. In this paper we show that, to the contrary, future intra-day stock prices could be…

Trading and Market Microstructure · Quantitative Finance 2019-08-23 David Byrd , Tucker Hybinette Balch

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

While data are the primary fuel for machine learning models, they often suffer from missing values, especially when collected in real-world scenarios. However, many off-the-shelf machine learning models, including artificial neural network…

This paper studies the application of machine learning in extracting the market implied features from historical risk neutral corporate bond yields. We consider the example of a hypothetical illiquid fixed income market. After choosing a…

Mathematical Finance · Quantitative Finance 2018-06-06 Greg Kirczenow , Ali Fathi , Matt Davison

In the e-commerce space, accurate prediction of delivery dates plays a major role in customer experience as well as in optimizing the supply chain operations. Predicting a date later than the actual delivery date might sometimes result in…

Machine Learning · Computer Science 2021-05-04 Preethi V , Nachiappan Sundaram , Ravindra Babu Tallamraju

Data play an increasingly important role in smart data analytics, which facilitate many data-driven applications. The goal of various data markets aims to alleviate the issue of isolated data islands, so as to benefit data circulation. The…

Databases · Computer Science 2023-06-09 Xiaoye Miao , Huanhuan Peng , Xinyu Huang , Lu Chen , Yunjun Gao , Jianwei Yin

In many countries, real estate appraisal is based on conventional methods that rely on appraisers' abilities to collect data, interpret it and model the price of a real estate property. With the increasing use of real estate online…

General Economics · Economics 2022-01-19 Vladimir Vargas-Calderón , Jorge E. Camargo

Machine learning algorithms are increasingly employed to price or value homes for sale, properties for rent, rides for hire, and various other goods and services. Machine learning-based prices are typically generated by complex algorithms…

Theoretical Economics · Economics 2023-02-21 Nikhil Malik , Emaad Manzoor

Machine learning (ML) has penetrated various fields in the era of big data. The advantage of collaborative machine learning (CML) over most conventional ML lies in the joint effort of decentralized nodes or agents that results in better…

Machine Learning · Computer Science 2022-09-13 Shengwen Ding , Chenhui Hu

This paper examines two different yet related questions related to explainable AI (XAI) practices. Machine learning (ML) is increasingly important in financial services, such as pre-approval, credit underwriting, investments, and various…

Machine Learning · Computer Science 2022-09-21 Swati Tyagi

The ability to anticipate possible future human actions is essential for a wide range of applications, including autonomous driving and human-robot interaction. Consequently, numerous methods have been introduced for action anticipation in…

Computer Vision and Pattern Recognition · Computer Science 2026-04-14 Zeyun Zhong , Manuel Martin , Michael Voit , Juergen Gall , Jürgen Beyerer

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal of attention was paid on finding the optimal ANN model structure.…

Neural and Evolutionary Computing · Computer Science 2009-06-29 Siddhivinayak Kulkarni , Imad Haidar

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

General Finance · Quantitative Finance 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

Statistical Finance · Quantitative Finance 2025-10-21 Emmanuel Boadi

Online leading has disrupted the traditional consumer banking sector with more effective loan processing. Risk prediction and monitoring is critical for the success of the business model. Traditional credit score models fall short in…

Risk Management · Quantitative Finance 2017-07-18 Xiaojiao Yu

Predicting crime using machine learning and deep learning techniques has gained considerable attention from researchers in recent years, focusing on identifying patterns and trends in crime occurrences. This review paper examines over 150…

Machine Learning · Computer Science 2023-06-16 Varun Mandalapu , Lavanya Elluri , Piyush Vyas , Nirmalya Roy

The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…

Machine Learning · Computer Science 2021-04-26 Julia Gastinger , Sébastien Nicolas , Dušica Stepić , Mischa Schmidt , Anett Schülke

Machine-learning models are increasingly used to predict properties of atoms in chemical systems. There have been major advances in developing descriptors and regression frameworks for this task, typically starting from (relatively) small…

Chemical Physics · Physics 2022-11-30 John L. A. Gardner , Zoé Faure Beaulieu , Volker L. Deringer