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In the face of increasing financial uncertainty and market complexity, this study presents a novel risk-aware financial forecasting framework that integrates advanced machine learning techniques with intuitionistic fuzzy multi-criteria…

Statistical Finance · Quantitative Finance 2025-12-23 Safiye Turgay , Serkan Erdoğan , Željko Stević , Orhan Emre Elma , Tevfik Eren , Zhiyuan Wang , Mahmut Baydaş

Financial distress prediction remains a significant challenge in enterprise risk analysis due to the highly imbalanced nature of real-world financial datasets, where bankrupt or distressed firms typically constitute only a small minority of…

Machine Learning · Computer Science 2026-05-15 Karan Sehgal , Khawar Naveed Bhatti

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

The Efficient Market Hypothesis has been a staple of economics research for decades. In particular, weak-form market efficiency -- the notion that past prices cannot predict future performance -- is strongly supported by econometric…

Statistical Finance · Quantitative Finance 2019-09-12 Samuel Showalter , Jeffrey Gropp

In the face of large-scale automated social engineering attacks to large online services, fast detection and remediation of compromised accounts are crucial to limit the spread of new attacks and to mitigate the overall damage to users,…

Cryptography and Security · Computer Science 2018-01-29 Hassan Halawa , Matei Ripeanu , Konstantin Beznosov , Baris Coskun , Meizhu Liu

Predictive Process Monitoring (PPM) aims to train models that forecast upcoming events in process executions. These predictions support early bottleneck detection, improved scheduling, proactive interventions, and timely communication with…

Machine Learning · Computer Science 2025-08-27 Kelly Kurowski , Xixi Lu , Hajo A Reijers

Machine learning, already at the core of increasingly many systems and applications, is set to become even more ubiquitous with the rapid rise of wearable devices and the Internet of Things. In most machine learning applications, the main…

Machine Learning · Computer Science 2021-11-09 Mikhail Evchenko , Joaquin Vanschoren , Holger H. Hoos , Marc Schoenauer , Michèle Sebag

Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

Portfolio Management · Quantitative Finance 2020-12-15 Kentaro Imajo , Kentaro Minami , Katsuya Ito , Kei Nakagawa

Data fusion describes the method of combining data from (at least) two initially independent data sources to allow for joint analysis of variables which are not jointly observed. The fundamental idea is to base inference on identifying…

Methodology · Statistics 2020-12-02 Florian Meinfelder , Jannik Schaller

Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to…

Applications · Statistics 2023-03-29 Xuekui Zhang , Yuying Huang , Ke Xu , Li Xing

Power grids are critical infrastructure assets that face non-technical losses (NTL) such as electricity theft or faulty meters. NTL may range up to 40% of the total electricity distributed in emerging countries. Industrial NTL detection…

With the rapid growth of financial services, fraud detection has been a very important problem to guarantee a healthy environment for both users and providers. Conventional solutions for fraud detection mainly use some rule-based methods or…

Social and Information Networks · Computer Science 2020-03-05 Daixin Wang , Jianbin Lin , Peng Cui , Quanhui Jia , Zhen Wang , Yanming Fang , Quan Yu , Jun Zhou , Shuang Yang , Yuan Qi

Market timing is an investment technique that tries to continuously switch investment into assets forecast to have better returns. What is the likelihood of having a successful market timing strategy? With an emphasis on modeling…

Portfolio Management · Quantitative Finance 2018-07-20 Guy Metcalfe

This article studies the financial time series data processing for machine learning. It introduces the most frequent scaling methods, then compares the resulting stationarity and preservation of useful information for trend forecasting. It…

Statistical Finance · Quantitative Finance 2019-07-09 Fabrice Daniel

Traditionally, network operators have used simple flat-rate broadband data plans for both wired and wireless network access. But today, with the popularity of mobile devices and exponential growth of apps, videos, and clouds, service…

Networking and Internet Architecture · Computer Science 2013-10-01 Soumya Sen , Carlee Joe-Wong , Sangtae Ha , Mung Chiang

The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…

Econometrics · Economics 2023-04-20 Mira Watermeyer , Thomas Möbius , Oliver Grothe , Felix Müsgens

Since decades, the data science community tries to propose prediction models of financial time series. Yet, driven by the rapid development of information technology and machine intelligence, the velocity of today's information leads to…

Computational Finance · Quantitative Finance 2019-09-25 Giovanni Mariani , Yada Zhu , Jianbo Li , Florian Scheidegger , Roxana Istrate , Costas Bekas , A. Cristiano I. Malossi

In recent years, bankruptcy forecasting has gained lot of attention from researchers as well as practitioners in the field of financial risk management. For bankruptcy prediction, various approaches proposed in the past and currently in…

Statistical Finance · Quantitative Finance 2024-09-05 Amir Mukeri , Habibullah Shaikh , D. P. Gaikwad

Market traders often engage in the frequent transaction of volatile assets to optimize their total return. In this study, we introduce a novel investment strategy model, anchored on the 'lazy factor.' Our approach bifurcates into a Price…

Portfolio Management · Quantitative Finance 2023-06-14 Shuo Han , Yinan Chen , Jiacheng Liu

The financial market is a mission-critical playground for AI agents due to its temporal dynamics and low signal-to-noise ratio. Building an effective algorithmic trading system may require a professional team to develop and test over the…

Multiagent Systems · Computer Science 2025-12-03 Jifeng Li , Arnav Grover , Abraham Alpuerto , Yupeng Cao , Xiao-Yang Liu
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