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We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Click through rate (CTR) prediction of image ads is the core task of online display advertising systems, and logistic regression (LR) has been frequently applied as the prediction model. However, LR model lacks the ability of extracting…

Computer Vision and Pattern Recognition · Computer Science 2016-09-21 Junxuan Chen , Baigui Sun , Hao Li , Hongtao Lu , Xian-Sheng Hua

This study explores the application potential of a deep learning model based on the CNN-LSTM framework in forecasting the sales volume of cancer drugs, with a focus on modeling complex time series data. As advancements in medical technology…

Computational Engineering, Finance, and Science · Computer Science 2025-06-30 Yinghan Li , Yilin Yao , Junghua Lin , Nanxi Wang

Time series forecasting in real-world applications requires both high predictive accuracy and interpretable uncertainty quantification. Traditional point prediction methods often fail to capture the inherent uncertainty in time series data,…

Machine Learning · Computer Science 2026-02-05 Zhen Zhou , Zhirui Wang , Qi Hong , Yunyang Shi , Ziyuan Gu , Zhiyuan Liu

Heavy-tailed distributions naturally occur in many real life problems. Unfortunately, it is typically not possible to compute inference in closed-form in graphical models which involve such heavy-tailed distributions. In this work, we…

Machine Learning · Computer Science 2011-03-22 Danny Bickson , Carlos Guestrin

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

For a successful business, engaging in an effective campaign is a key task for marketers. Most previous studies used various mathematical models to segment customers without considering the correlation between customer segmentation and a…

Information Retrieval · Computer Science 2020-10-26 Kunal Sawarkar , Sanket Jain

In the real world, data tends to follow long-tailed distributions w.r.t. class or attribution, motivating the challenging Long-Tailed Recognition (LTR) problem. In this paper, we revisit recent LTR methods with promising Vision Transformers…

Computer Vision and Pattern Recognition · Computer Science 2023-04-18 Zhengzhuo Xu , Shuo Yang , Xingjun Wang , Chun Yuan

Non-technical losses (NTL) such as electricity theft cause significant harm to our economies, as in some countries they may range up to 40% of the total electricity distributed. Detecting NTLs requires costly on-site inspections. Accurate…

Machine Learning · Computer Science 2017-07-26 Patrick O. Glauner , Andre Boechat , Lautaro Dolberg , Radu State , Franck Bettinger , Yves Rangoni , Diogo Duarte

Long-tailed imbalance distribution is a common issue in practical computer vision applications. Previous works proposed methods to address this problem, which can be categorized into several classes: re-sampling, re-weighting, transfer…

Computer Vision and Pattern Recognition · Computer Science 2024-04-24 Pengxiao Han , Changkun Ye , Jieming Zhou , Jing Zhang , Jie Hong , Xuesong Li

Accurate load forecasting is critical for electricity market operations and other real-time decision-making tasks in power systems. This paper considers the short-term load forecasting (STLF) problem for residential customers within a…

Machine Learning · Computer Science 2021-11-24 Yuqi Zhou , Arun Sukumaran Nair , David Ganger , Abhinandan Tripathi , Chaitanya Baone , Hao Zhu

Deep Learning is applied to energy markets to predict extreme loads observed in energy grids. Forecasting energy loads and prices is challenging due to sharp peaks and troughs that arise due to supply and demand fluctuations from intraday…

Machine Learning · Statistics 2019-04-11 Michael Polson , Vadim Sokolov

The value of raw data is unlocked by converting it into information and knowledge that drives decision-making. Machine Learning (ML) algorithms are capable of analysing large datasets and making accurate predictions. Market segmentation,…

Machine Learning · Statistics 2023-08-29 Diego Vallarino

Modeling uncertainty in heavy-tailed time series remains a critical challenge for deep probabilistic forecasting models, which often struggle to capture abrupt, extreme events. While L\'evy stable distributions offer a natural framework for…

Machine Learning · Computer Science 2026-05-15 Yang Yang , Du Yin , Hao Xue , Flora Salim

Lifelong machine learning (LML) is an area of machine learning research concerned with human-like persistent and cumulative nature of learning. LML system's objective is consolidating new information into an existing machine learning model…

Machine Learning · Computer Science 2023-03-01 Sazia Mahfuz

This paper introduces the multivariate tail-inflated normal (MTIN) distribution, an elliptical heavy-tails generalization of the multivariate normal (MN). The MTIN belongs to the family of MN scale mixtures by choosing a convenient…

Methodology · Statistics 2020-06-23 Antonio Punzo , Luca Bagnato

Financial institutions increasingly adopt customer-centric strategies to enhance profitability and build long-term relationships. While Customer Lifetime Value (CLV) is a core metric, its calculations often rely solely on single-entity…

As companies increase their efforts in retaining customers, being able to predict accurately ahead of time, whether a customer will churn in the foreseeable future is an extremely powerful tool for any marketing team. The paper describes in…

Machine Learning · Computer Science 2017-03-14 Philip Spanoudes , Thomson Nguyen

Predicting future consumer behaviour is one of the most challenging problems for large scale retail firms. Accurate prediction of consumer purchase pattern enables better inventory planning and efficient personalized marketing strategies.…

Machine Learning · Computer Science 2020-10-15 Ankur Verma

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…

Machine Learning · Computer Science 2025-11-19 Niklas Erdmann , Lars Bentsen , Roy Stenbro , Heine Nygard Riise , Narada Dilp Warakagoda , Paal E. Engelstad