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Nonparametric regression subject to convexity or concavity constraints is increasingly popular in economics, finance, operations research, machine learning, and statistics. However, the conventional convex regression based on the least…

Methodology · Statistics 2022-09-27 Zhiqiang Liao , Sheng Dai , Timo Kuosmanen

We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among…

Statistical Finance · Quantitative Finance 2020-10-06 Xing Wang , Yijun Wang , Bin Weng , Aleksandr Vinel

We propose a novel algorithm, TR-SVR, for solving unconstrained stochastic optimization problems. This method builds on the trust-region framework, which effectively balances local and global exploration in optimization tasks. TR-SVR…

Optimization and Control · Mathematics 2024-12-03 Xinshou Zheng

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 job of software effort estimation is a critical one in the early stages of the software development life cycle when the details of requirements are usually not clearly identified. Various optimization techniques help in improving the…

Software Engineering · Computer Science 2014-01-16 Shashank Mouli Satapathy , Santanu Kumar Rath

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

Statistical Finance · Quantitative Finance 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

Computational Engineering, Finance, and Science · Computer Science 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

The increasing integration of distributed energy resources (DERs) calls for new monitoring and operational planning tools to ensure stability and sustainability in distribution grids. One idea is to use existing monitoring tools in…

Systems and Control · Computer Science 2017-06-05 Jiafan Yu , Yang Weng , Ram Rajagopal

As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

Statistical Finance · Quantitative Finance 2014-06-04 Sercan Arik , Sukru Burc Eryilmaz , Adam Goldberg

The stock market has been established since the 13th century, but in the current epoch of time, it is substantially more practicable to anticipate the stock market than it was at any other point in time due to the tools and data that are…

Statistical Finance · Quantitative Finance 2023-10-27 Ryan Chipwanya

Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could…

Statistical Finance · Quantitative Finance 2022-02-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

Air quality has a significant impact on human health. Degradation in air quality leads to a wide range of health issues, especially in children. The ability to predict air quality enables the government and other concerned organizations to…

Machine Learning · Computer Science 2021-12-14 Samayan Bhattacharya , Sk Shahnawaz

SVR-GARCH model tends to "backward eavesdrop" when forecasting the financial time series volatility in which case it tends to simply produce the prediction by deviating the previous volatility. Though the SVR-GARCH model has achieved good…

Statistical Finance · Quantitative Finance 2022-06-23 Jun Lu , Shao Yi

In this work, we design a machine learning based method, online adaptive primal support vector regression (SVR), to model the implied volatility surface (IVS). The algorithm proposed is the first derivation and implementation of an online…

Machine Learning · Statistics 2018-06-08 Yaxiong Zeng , Diego Klabjan

Accurate forecasting of financial markets remains a long-standing challenge due to complex temporal and often latent dependencies, non-linear dynamics, and high volatility. Building on our earlier recurrent neural network framework, we…

Computational Engineering, Finance, and Science · Computer Science 2026-01-05 Shaswat Mohanty

In this paper, we analyze the spectrum occupancy using different machine learning techniques. Both supervised techniques (naive Bayesian classifier (NBC), decision trees (DT), support vector machine (SVM), linear regression (LR)) and…

Networking and Internet Architecture · Computer Science 2015-03-25 Freeha Azmat , Yunfei Chen , Nigel Stocks

A new smoothing method for solving ? -support vector regression (?-SVR), tolerating a small error in fitting a given data sets nonlinearly is proposed in this study. Which is a smooth unconstrained optimization reformulation of the…

Computational Engineering, Finance, and Science · Computer Science 2013-12-13 Doreswamy , Chanabasayya M. Vastrad

In this paper, I explored how a range of regression and machine learning techniques can be applied to monthly U.S. unemployment data to produce timely forecasts. I compared seven models: Linear Regression, SGDRegressor, Random Forest,…

Machine Learning · Computer Science 2025-05-06 Kyungsu Kim

This study proposes an algorithm titled a statistical firefly algorithm (SFA) for truss topology optimization. In the proposed algorithm, historical results of fireflies' motions are used in hypothesis testing to limit the motions of…

Neural and Evolutionary Computing · Computer Science 2026-01-21 Nghi Huu Duong , Duy Vo , Pruettha Nanakorn

Brillouin optical time domain analyzer (BOTDA) fiber sensors have shown strong capability in static long haul distributed temperature/strain sensing. However, in applications such as structural health monitoring and leakage detection,…

Signal Processing · Electrical Eng. & Systems 2019-01-07 Huan Wu , Hongda Wang , Chiu-Sing Choy , Chester Shu , Chao Lu