English
Related papers

Related papers: Survival and Neural Models for Private Equity Exit…

200 papers

Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuarial sciences. Recent advances on the subject from the point…

Machine Learning · Computer Science 2021-07-28 Guillaume Ausset , Tom Ciffreo , Francois Portier , Stephan Clémençon , Timothée Papin

We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…

Computational Finance · Quantitative Finance 2025-04-24 Fabienne Schmid , Daniel Oeltz

Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…

General Finance · Quantitative Finance 2023-02-10 Jinan Zou , Qingying Zhao , Yang Jiao , Haiyao Cao , Yanxi Liu , Qingsen Yan , Ehsan Abbasnejad , Lingqiao Liu , Javen Qinfeng Shi

For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…

Statistical Finance · Quantitative Finance 2021-04-16 Nazish Ashfaq , Zubair Nawaz , Muhammad Ilyas

Financial forecasting plays an important role in making informed decisions for financial stakeholders, specifically in the stock exchange market. In a traditional setting, investors commonly rely on the equity research department for…

Statistical Finance · Quantitative Finance 2024-07-23 Sahar Arshad , Seemab Latif , Ahmad Salman , Rabia Latif

The size of a website's active user base directly affects its value. Thus, it is important to monitor and influence a user's likelihood to return to a site. Essential to this is predicting when a user will return. Current state of the art…

Machine Learning · Computer Science 2019-09-06 Georg L. Grob , Ângelo Cardoso , C. H. Bryan Liu , Duncan A. Little , Benjamin Paul Chamberlain

For a public company, pricing and hedging models of options and equity--linked life insurance products have been sufficiently developed. However, for a private company, because of unobserved prices, pricing and hedging models of the…

Mathematical Finance · Quantitative Finance 2024-09-24 Battulga Gankhuu

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Statistical Finance · Quantitative Finance 2022-09-27 Chen Zhang

Adaptively forecasting human behavior in social settings is an important step toward achieving Artificial General Intelligence. Most existing research in social forecasting has focused either on unfocused interactions, such as pedestrian…

Machine Learning · Computer Science 2025-01-06 Augustinas Jučas , Chirag Raman

This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…

Machine Learning · Computer Science 2019-05-13 David Hubbard , Benoit Rostykus , Yves Raimond , Tony Jebara

Differential privacy (DP) offers a theoretical upper bound on the potential privacy leakage of analgorithm, while empirical auditing establishes a practical lower bound. Auditing techniques exist forDP training algorithms. However machine…

Cryptography and Security · Computer Science 2024-02-15 Karan Chadha , Matthew Jagielski , Nicolas Papernot , Christopher Choquette-Choo , Milad Nasr

Governments have to supervise and inspect social economy enterprises (SEEs). However, inspecting all SEEs is not possible due to the large number of SEEs and the low number of inspectors in general. We proposed a prediction model based on a…

Machine Learning · Computer Science 2022-10-12 Joseph Gallego-Mejia , Daniela Martin-Vega , Fabio Gonzalez

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

Accurately quantifying long-term risk probabilities in diverse stochastic systems is essential for safety-critical control. However, existing sampling-based and partial differential equation (PDE)-based methods often struggle to handle…

Systems and Control · Electrical Eng. & Systems 2025-08-29 Zhuoyuan Wang , Raffaele Romagnoli , Kamyar Azizzadenesheli , Yorie Nakahira

The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart…

Statistical Finance · Quantitative Finance 2022-08-30 Om Mane , Saravanakumar kandasamy

Financial forecasting is an estimation of future financial outcomes for a company, industry, country using historical internal accounting and sales data. We may predict the future outcome of BSE_SENSEX practically by some soft computing…

Neural and Evolutionary Computing · Computer Science 2015-03-11 S. Gopal Krishna Patro , Pragyan Parimita Sahoo , Ipsita Panda , Kishore Kumar Sahu

Bayesian predictive probabilities of success (PPoS) use interim trial data to calculate the probability of trial success. These quantities can be used to optimize trial size or to stop for futility. In this paper, we describe a…

Predicting startup success presents a formidable challenge due to the inherently volatile landscape of the entrepreneurial ecosystem. The advent of extensive databases like Crunchbase jointly with available open data enables the application…

Machine Learning · Computer Science 2023-09-28 Mark Potanin , Andrey Chertok , Konstantin Zorin , Cyril Shtabtsovsky

In the realm of globalized financial markets, commercial banks are confronted with an escalating magnitude of credit risk, thereby imposing heightened requisites upon the security of bank assets and financial stability. This study harnesses…

Risk Management · Quantitative Finance 2024-05-31 Yu Cheng , Qin Yang , Liyang Wang , Ao Xiang , Jingyu Zhang

Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross…

Computational Engineering, Finance, and Science · Computer Science 2015-03-10 Mike Wu
‹ Prev 1 3 4 5 6 7 10 Next ›