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Improving the robustness of neural nets in regression tasks is key to their application in multiple domains. Deep learning-based approaches aim to achieve this goal either by improving their prediction of specific values (i.e., point…
Deep learning searches for nonlinear factors for predicting asset returns. Predictability is achieved via multiple layers of composite factors as opposed to additive ones. Viewed in this way, asset pricing studies can be revisited using…
A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…
In this paper, we introduce a novel predict-and-optimize method for profit-driven churn prevention. We frame the task of targeting customers for a retention campaign as a regret minimization problem. The main objective is to leverage…
Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…
User churn, characterized by customers ending their relationship with a business, has profound economic consequences across various Business-to-Customer scenarios. For numerous system-to-user actions, such as promotional discounts and…
This paper explores the application of Machine Learning techniques for pricing high-dimensional options within the framework of the Uncertain Volatility Model (UVM). The UVM is a robust framework that accounts for the inherent…
Access to a large variety of data across a massive population has made it possible to predict customer purchase patterns and responses to marketing campaigns. In particular, accurate demand forecasts for popular products with frequent…
Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…
As e-commerce platforms expand their product catalogs, accurately recommending long-tail items becomes increasingly important for enhancing both user experience and platform revenue. A key challenge is the long-tail problem, where extreme…
The energy landscape for the Low-Voltage (LV) networks are beginning to change; changes resulted from the increase penetration of renewables and/or the predicted increase of electric vehicles charging at home. The previously passive…
Rating prediction is a core problem in recommender systems to quantify user's preferences towards items, however, rating imbalance naturally roots in real-world user ratings that cause biased predictions and lead to poor performance on tail…
Customer churn describes terminating a relationship with a business or reducing customer engagement over a specific period. Two main business marketing strategies play vital roles to increase market share dollar-value: gaining new and…
Predicting the popularity of online videos is important for video streaming content providers. This is a challenging problem because of the following two reasons. First, the problem is both "wide" and "deep". That is, it not only depends on…
The primary objective of this scholarly work is to develop two estimation procedures - maximum likelihood estimator (MLE) and method of trimmed moments (MTM) - for the mean and variance of lognormal insurance payment severity data sets…
It is of high interest for a company to identify customers expected to bring the largest profit in the upcoming period. Knowing as much as possible about each customer is crucial for such predictions. However, their demographic data,…
Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…
Large Language Models (LLMs) have recently been successfully applied to regression tasks -- such as time series forecasting and tabular prediction -- by leveraging their in-context learning abilities. However, their autoregressive decoding…
Customer churn prediction in the telecommunications sector represents a critical business intelligence task that has evolved from subjective human assessment to sophisticated algorithmic approaches. In this work, we present a comprehensive…
The purpose of Inventory Pricing is to bid the right prices to online ad opportunities, which is crucial for a Demand-Side Platform (DSP) to win advertising auctions in Real-Time Bidding (RTB). In the planning stage, advertisers need the…