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Based on evidence gathered from a newly built large macroeconomic data set for the UK, labeled UK-MD and comparable to similar datasets for the US and Canada, it seems the most promising avenue for forecasting during the pandemic is to…

Econometrics · Economics 2021-03-02 Philippe Goulet Coulombe , Massimiliano Marcellino , Dalibor Stevanovic

Learning, whether natural or artificial, is a process of selection. It starts with a set of candidate options and selects the more successful ones. In the case of machine learning the selection is done based on empirical estimates of…

Machine Learning · Computer Science 2026-01-30 Yevgeny Seldin

Large Language Models (LLMs) have been shown to perform well for many downstream tasks. Transfer learning can enable LLMs to acquire skills that were not targeted during pre-training. In financial contexts, LLMs can sometimes beat…

Risk Management · Quantitative Finance 2025-01-08 Felix Drinkall , Janet B. Pierrehumbert , Stefan Zohren

Larger language models have higher accuracy on average, but are they better on every single instance (datapoint)? Some work suggests larger models have higher out-of-distribution robustness, while other work suggests they have lower…

Computation and Language · Computer Science 2021-05-14 Ruiqi Zhong , Dhruba Ghosh , Dan Klein , Jacob Steinhardt

We study size-based schedulers, and focus on the impact of inaccurate job size information on response time and fairness. Our intent is to revisit previous results, which allude to performance degradation for even small errors on job size…

Data Structures and Algorithms · Computer Science 2014-07-28 Matteo Dell'Amico , Damiano Carra , Mario Pastorelli , Pietro Michiardi

Machine learning for time-series forecasting remains a key area of research. Despite successful application of many machine learning techniques, relating computational efficiency to forecast error remains an under-explored domain. This…

Machine Learning · Computer Science 2023-09-28 Elin Törnquist , Wagner Costa Santos , Timothy Pogue , Nicholas Wingle , Robert A. Caulk

Time series forecasting with limited data is a challenging yet critical task. While transformers have achieved outstanding performances in time series forecasting, they often require many training samples due to the large number of…

Machine Learning · Computer Science 2019-10-23 Yunkai Zhang , Qiao Jiang , Shurui Li , Xiaoyong Jin , Xueying Ma , Xifeng Yan

Contrastive learning methods have shown an impressive ability to learn meaningful representations for image or time series classification. However, these methods are less effective for time series forecasting, as optimization of instance…

Machine Learning · Computer Science 2024-11-13 Xiaochen Zheng , Xingyu Chen , Manuel Schürch , Amina Mollaysa , Ahmed Allam , Michael Krauthammer

Work in machine learning and statistics commonly focuses on building models that capture the vast majority of data, possibly ignoring a segment of the population as outliers. However, there does not often exist a good model on the whole…

Machine Learning · Computer Science 2019-07-11 Diego Calderon , Brendan Juba , Sirui Li , Zongyi Li , Lisa Ruan

An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…

Machine Learning · Computer Science 2021-10-12 Fan-Keng Sun , Christopher I. Lang , Duane S. Boning

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Projecting climate change is a generalization problem: we extrapolate the recent past using physical models across past, present, and future climates. Current climate models require representations of processes that occur at scales smaller…

Predicting and reasoning about the future lie at the heart of many time-series questions. For example, goal-conditioned reinforcement learning can be viewed as learning representations to predict which states are likely to be visited in the…

Machine Learning · Computer Science 2025-10-10 Chongyi Zheng , Ruslan Salakhutdinov , Benjamin Eysenbach

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Any company's human resources department faces the challenge of predicting whether an applicant will search for a new job or stay with the company. In this paper, we discuss how machine learning (ML) is used to predict who will move to a…

Machine Learning · Computer Science 2023-09-18 Rania Mkhinini Gahar , Adel Hidri , Minyar Sassi Hidri

The rise of generative models for scientific research calls for the development of new methods to evaluate their fidelity. A natural framework for addressing this problem is two-sample hypothesis testing, namely the task of determining…

Machine Learning · Statistics 2025-08-05 Samuele Grossi , Marco Letizia , Riccardo Torre

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

The accuracy of machine learning systems is a widely studied research topic. Established techniques such as cross-validation predict the accuracy on unseen data of the classifier produced by applying a given learning method to a given…

Machine Learning · Computer Science 2012-12-06 J. E. Smith , P. Caleb-Solly , M. A. Tahir , D. Sannen , H. van-Brussel

Weather is a phenomenon that affects everything and everyone around us on a daily basis. Weather prediction has been an important point of study for decades as researchers have tried to predict the weather and climatic changes using…

Machine Learning · Computer Science 2022-03-14 Ishu Gupta , Harsh Mittal , Deepak Rikhari , Ashutosh Kumar Singh

While machine learning has revolutionized many fields such as natural language processing (NLP) and computer vision, its impact on time-series forecasting is still widely disputed, especially in the finance domain. This paper compares…

Artificial Intelligence · Computer Science 2026-05-12 Aman Singh , Tokunbo Ogunfunmi , Sanjiv Das