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In a variety of business situations, the introduction or improvement of machine learning approaches is impaired as these cannot draw on existing analytical models. However, in many cases similar problems may have already been solved…

Machine Learning · Computer Science 2020-05-22 Robin Hirt , Niklas Kühl , Yusuf Peker , Gerhard Satzger

In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Nika Nizharadze , Arash Farokhi Soofi , Saeed D. Manshadi

This paper describes an engine to optimize web publisher revenues from second-price auctions. These auctions are widely used to sell online ad spaces in a mechanism called real-time bidding (RTB). Optimization within these auctions is…

Computer Science and Game Theory · Computer Science 2020-06-15 Pedro Chahuara , Nicolas Grislain , Grégoire Jauvion , Jean-Michel Renders

Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…

Machine Learning · Computer Science 2016-11-16 Hang Zhang , Fengyuan Zhu , Shixin Li

This paper comprehensively reviews the application of machine learning (ML) and AI in finance, specifically in the context of asset pricing. It starts by summarizing the traditional asset pricing models and examining their limitations in…

Statistical Finance · Quantitative Finance 2024-03-12 Junyi Ye , Bhaskar Goswami , Jingyi Gu , Ajim Uddin , Guiling Wang

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…

Computational Finance · Quantitative Finance 2021-04-20 Ekaterina Zolotareva

Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

General Finance · Quantitative Finance 2016-09-28 Mario Gutiérrez-Roig , Carlota Segura , Jordi Duch , Josep Perelló

Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial…

Machine Learning · Computer Science 2024-04-11 Nikola Milosevic

We propose a novel multi-layered nonlinear model that is able to capture and predict the housing-demographic dynamics of the real-state market by simulating the transitions of owners among price-based house layers. This model allows us to…

Cellular Automata and Lattice Gases · Physics 2008-12-02 Ramon Huerta , Fernando Corbacho , Luis F. Lago-Fernandez

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

Correctly pricing products or services in an online marketplace presents a challenging problem and one of the critical factors for the success of the business. When users are looking to buy an item they typically search for it. Query…

Machine Learning · Computer Science 2019-11-19 Jiawei Wen , Hossein Vahabi , Mihajlo Grbovic

Online Travel Platforms are virtual two-sided marketplaces where guests search for accommodations and accommodation providers list their properties such as hotels and vacation rentals. The large majority of hotels are rated by official…

Information Retrieval · Computer Science 2021-01-28 Anastasiia Kornilova , Lucas Bernardi

The emergence and continued reliance on the Internet and related technologies has resulted in the generation of large amounts of data that can be made available for analyses. However, humans do not possess the cognitive capabilities to…

Machine Learning · Computer Science 2021-01-12 MohammadNoor Injadat , Abdallah Moubayed , Ali Bou Nassif , Abdallah Shami

Housing scholars stress the importance of the information environment in shaping housing search behavior and outcomes. Rental listings have increasingly moved online over the past two decades and, in turn, online platforms like Craigslist…

Applications · Statistics 2020-02-03 Geoff Boeing , Max Besbris , Ariela Schachter , John Kuk

The research explores the subject of zoning effect on price value of a house in a certain designated zone. Zoning is defined as a land under planned use. This results in price value of the land. As the area of the land decreases an increase…

Applications · Statistics 2013-06-27 Prathamesh Muzumdar

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

Data Structures and Algorithms · Computer Science 2014-12-02 Kareem Amin , Rachel Cummings , Lili Dworkin , Michael Kearns , Aaron Roth

The information released to investors in financial markets has various forms. We refer to range information as information about the upper and lower bound which the payoff of a risky asset may reach in the future. This study develops…

Theoretical Economics · Economics 2026-01-14 Jianhao Su , Yanliang Zhang

Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines increasingly participate in balancing markets. However, real-time…

Computational Finance · Quantitative Finance 2026-05-12 Runyao Yu , Julia Lin , Derek W. Bunn , Jochen Stiasny , Wentao Wang , Yujie Chen , Tara Esterl , Peter Palensky , Jochen L. Cremer

This study contributes a house price prediction model selection in Tehran City based on the area between Lorenz curve (LC) and concentration curve (CC) of the predicted price by using 206,556 observed transaction data over the period from…

Econometrics · Economics 2021-12-14 Mohammad Mirbagherijam
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