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Artificial neural networks (ANNs) have been the catalyst to numerous advances in a variety of fields and disciplines in recent years. Their impact on economics, however, has been comparatively muted. One type of ANN, the long short-term…

Econometrics · Economics 2021-06-17 Daniel Hopp

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

Machine Learning · Computer Science 2025-01-07 Guhan Sivakumar

Wheat is the main agricultural crop of Pakistan and is a staple food requirement of almost every Pakistani household making it the main strategic commodity of the country whose availability and affordability is the government's main…

Machine Learning · Computer Science 2021-03-09 Ahmed Rasheed , Muhammad Shahzad Younis , Farooq Ahmad , Junaid Qadir , Muhammad Kashif

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Existing Deep Neural Nets on crops growth prediction mostly rely on availability of a large amount of data. In practice, it is difficult to collect enough high-quality data to utilize the full potential of these deep learning models. In…

Machine Learning · Computer Science 2022-02-25 Shengzhe Wang , Ling Wang , Zhihao Lin , Xi Zheng

Off-the-shelf machine learning algorithms for prediction such as regularized logistic regression cannot exploit the information of time-varying features without previously using an aggregation procedure of such sequential data. However,…

Applications · Statistics 2019-09-26 C. Gary Mena , Arno De Caigny , Kristof Coussement , Koen W. De Bock , Stefan Lessmann

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

Recurrent Neural Networks (RNNs), and specifically a variant with Long Short-Term Memory (LSTM), are enjoying renewed interest as a result of successful applications in a wide range of machine learning problems that involve sequential data.…

Machine Learning · Computer Science 2015-11-18 Andrej Karpathy , Justin Johnson , Li Fei-Fei

Channel state information (CSI) rapidly becomes outdated in high mobility scenarios, degrading the performance of wireless communication systems. In these cases, time series prediction techniques can be applied to combat the effects of…

Signal Processing · Electrical Eng. & Systems 2021-03-11 Joseph Kibugi , Lucas N. Ribeiro , Martin Haardt

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

Recurrent Neural Networks (RNNs) are widely used for online regression due to their ability to generalize nonlinear temporal dependencies. As an RNN model, Long-Short-Term-Memory Networks (LSTMs) are commonly preferred in practice, as these…

Machine Learning · Computer Science 2021-06-01 N. Mert Vural , Fatih Ilhan , Selim F. Yilmaz , Salih Ergüt , Suleyman S. Kozat

Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single…

Machine Learning · Computer Science 2019-08-13 Kasun Bandara , Peibei Shi , Christoph Bergmeir , Hansika Hewamalage , Quoc Tran , Brian Seaman

As global climate change intensifies, accurate weather forecasting is increasingly crucial for sectors such as agriculture, energy management, and environmental protection. Traditional methods, which rely on physical and statistical models,…

Machine Learning · Computer Science 2024-09-17 Bangyu Li , Yang Qian

Electricity prices strongly depend on seasonality of different time scales, therefore any forecasting of electricity prices has to account for it. Neural networks have proven successful in short-term price-forecasting, but complicated…

Applications · Statistics 2022-02-03 Andreas Wagner , Enislay Ramentol , Florian Schirra , Hendrik Michaeli

Prediction of crop yield is essential for food security policymaking, planning, and trade. The objective of the current study is to propose novel crop yield prediction models based on hybrid machine learning methods. In this study, the…

Neural and Evolutionary Computing · Computer Science 2020-05-11 Saeed Nosratabadi , Felde Imre , Karoly Szell , Sina Ardabili , Bertalan Beszedes , Amir Mosavi

Network Traffic Matrix (TM) prediction is defined as the problem of estimating future network traffic from the previous and achieved network traffic data. It is widely used in network planning, resource management and network security. Long…

Networking and Internet Architecture · Computer Science 2017-06-12 Abdelhadi Azzouni , Guy Pujolle

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

The increasing installation rate of wind power poses great challenges to the global power system. In order to ensure the reliable operation of the power system, it is necessary to accurately forecast the wind speed and power of the wind…

Machine Learning · Computer Science 2023-06-21 Yang Yang , Jin Lang , Jian Wu , Yanyan Zhang , Xiang Zhao

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

We propose in this paper a combined model of Long Short Term Memory and Convolutional Neural Networks (LSTM-CNN) that exploits word embeddings and positional embeddings for cross-sentence n-ary relation extraction. The proposed model brings…

Information Retrieval · Computer Science 2018-11-05 Angrosh Mandya , Danushka Bollegala , Frans Coenen , Katie Atkinson