Related papers: A Deep Probabilistic Model for Customer Lifetime V…
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…
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…
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…
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,…
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…
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)…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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.…
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…