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Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Statistical Finance · Quantitative Finance 2022-09-27 Chen Zhang

This paper proposes a forecast-centric adaptive learning model that engages with the past studies on the order book and high-frequency data, with applications to hypothesis testing. In line with the past literature, we produce brackets of…

Statistical Finance · Quantitative Finance 2021-03-02 Parley Ruogu Yang

Pricing a rental property on Airbnb is a challenging task for the owner as it determines the number of customers for the place. On the other hand, customers have to evaluate an offered price with minimal knowledge of an optimal value for…

Machine Learning · Computer Science 2021-09-08 Pouya Rezazadeh Kalehbasti , Liubov Nikolenko , Hoormazd Rezaei

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

Machine Learning · Computer Science 2021-05-05 Roderick Karlemstrand , Ebba Leckström

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

The manpower scheduling problem is a critical research field in the resource management area. Based on the existing studies on scheduling problem solutions, this paper transforms the manpower scheduling problem into a combinational…

Artificial Intelligence · Computer Science 2021-05-12 Lingyu Zhang , Tianyu Liu , Yunhai Wang

Predictive models are often used for real-time decision making. However, typical machine learning techniques ignore feature evaluation cost, and focus solely on the accuracy of the machine learning models obtained utilizing all the features…

Machine Learning · Computer Science 2014-08-19 Leilani Battle , Edward Benson , Aditya Parameswaran , Eugene Wu

Predicting the price of used vehicles is a more interesting and needed problem by many users. Vehicle price prediction can be a challenging task due to the high number of attributes that should be considered for accurate prediction. The…

Machine Learning · Computer Science 2023-08-22 Auwal Tijjani Amshi

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

Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…

Machine Learning · Computer Science 2018-12-11 Xin-Yao Qian

Column generation is an iterative method used to solve a variety of optimization problems. It decomposes the problem into two parts: a master problem, and one or more pricing problems (PP). The total computing time taken by the method is…

Optimization and Control · Mathematics 2022-01-10 Mouad Morabit , Guy Desaulniers , Andrea Lodi

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…

Machine Learning · Computer Science 2025-07-08 Amitabh Chakravorty , Nelly Elsayed

Traditional statistical and measurements are unable to solve all industrial data in the right way and appropriate time. Open markets mean the customers are increased, and production must increase to provide all customer requirements.…

General Economics · Economics 2020-11-26 Hamza Saad

Bond prices are a reflection of extremely complex market interactions and policies, making prediction of future prices difficult. This task becomes even more challenging due to the dearth of relevant information, and accuracy is not the…

Statistical Finance · Quantitative Finance 2017-05-04 Swetava Ganguli , Jared Dunnmon

Recently, Deep Neural Network (DNN) algorithms have been explored for predicting trends in time series data. In many real world applications, time series data are captured from dynamic systems. DNN models must provide stable performance…

Machine Learning · Computer Science 2020-09-24 Kouame Hermann Kouassi , Deshendran Moodley

In this paper, we propose a machine learning-based approach to address the lack of ability for designers to optimize urban land use planning from the perspective of vehicle travel demand. Research shows that our computational model can help…

Machine Learning · Computer Science 2023-11-14 Zixun Huang , Hao Zheng

Over the last years, machine learning techniques have been applied to more and more application domains, including software engineering and, especially, software quality assurance. Important application domains have been, e.g., software…

Software Engineering · Computer Science 2021-04-30 Safa Omri , Carsten Sinz

We develop a model of inter-temporal and intra-temporal price discrimination by monopoly airlines to study the ability of different discriminatory pricing mechanisms to increase efficiency and the associated distributional implications. To…

General Economics · Economics 2022-12-07 Gaurab Aryal , Charles Murry , Jonathan W. Williams

Automation is at the core of modern industry. It aims to increase production rates, decrease production costs, and reduce human intervention in order to avoid human mistakes and time delays during manufacturing. On the other hand, human…

Machine Learning · Computer Science 2019-10-16 Hosny Abbas

Adversarial training is one of the most powerful methods to improve the robustness of pre-trained language models (PLMs). However, this approach is typically more expensive than traditional fine-tuning because of the necessity to generate…

Computation and Language · Computer Science 2022-12-01 Zhiheng Xi , Rui Zheng , Tao Gui , Qi Zhang , Xuanjing Huang