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The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…

Risk Management · Quantitative Finance 2024-06-06 Fernando Acebes , M Pereda , David Poza , Javier Pajares , Jose M Galan

We present new Bayesian methodology for consumer sales forecasting. With a focus on multi-step ahead forecasting of daily sales of many supermarket items, we adapt dynamic count mixture models to forecast individual customer transactions,…

Methodology · Statistics 2022-06-07 Lindsay R. Berry , Paul Helman , Mike West

Machine learning (ML) teams often work on a project just to realize the performance of the model is not good enough. Indeed, the success of ML-enabled systems involves aligning data with business problems, translating them into ML tasks,…

Software Engineering · Computer Science 2022-06-22 Hugo Villamizar , Marcos Kalinowski , Helio Lopes

Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically select the most appropriate statistical model for each time series. However, statistical models usually presume some data generation…

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

In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, with little exploration into probabilistic intermittent demand…

Applications · Statistics 2024-04-16 Shengjie Wang , Yanfei Kang , Fotios Petropoulos

Statistic modeling and data-driven learning are the two vital fields that attract many attentions. Statistic models intend to capture and interpret the relationships among variables, while data-based learning attempt to extract information…

Machine Learning · Computer Science 2021-12-22 Jingwei Li

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…

Machine Learning · Computer Science 2023-12-19 Nuria Gómez-Vargas , Sebastián Maldonado , Carla Vairetti

This paper analyzes the relation between bank profit performance and business models. Using a machine learning-based approach, we propose a methodological strategy in which balance sheet components' contributions to profitability are the…

General Economics · Economics 2024-01-24 F. Bolivar , Miguel A. Duran , A. Lozano-Vivas

Sales forecast is an essential task in E-commerce and has a crucial impact on making informed business decisions. It can help us to manage the workforce, cash flow and resources such as optimizing the supply chain of manufacturers etc.…

Machine Learning · Computer Science 2017-09-02 Kui Zhao , Can Wang

As recruitment and talent acquisition have become more and more competitive, recruitment firms have become more sophisticated in using machine learning (ML) methodologies for optimizing their day to day activities. But, most of published ML…

Machine Learning · Computer Science 2024-11-26 Md Ahsanul Kabir , Kareem Abdelfatah , Shushan He , Mohammed Korayem , Mohammad Al Hasan

We study a class of two-stage stochastic programs, namely, those with fixed recourse matrix and fixed costs, and linear second stage. We show that, under mild assumptions, the problem can be solved with just one scenario, which we call an…

Optimization and Control · Mathematics 2025-10-29 Tito Homem-de-Mello , Juan Valencia , Felipe Lagos , Guido Lagos

Sub-seasonal climate forecasting (SSF) is the prediction of key climate variables such as temperature and precipitation on the 2-week to 2-month time horizon. Skillful SSF would have substantial societal value in areas such as agricultural…

Atmospheric and Oceanic Physics · Physics 2021-10-12 Sijie He , Xinyan Li , Laurie Trenary , Benjamin A Cash , Timothy DelSole , Arindam Banerjee

Sub-seasonal climate forecasting (SSF) focuses on predicting key climate variables such as temperature and precipitation in the 2-week to 2-month time scales. Skillful SSF would have immense societal value, in areas such as agricultural…

Machine Learning · Computer Science 2020-06-25 Sijie He , Xinyan Li , Timothy DelSole , Pradeep Ravikumar , Arindam Banerjee

Predicting the results of soccer matches is of great interest. This is not only due to the popularity of the sport and the joy of private "betting rounds", but also due to the large sports betting market. Where previously expert knowledge…

Applications · Statistics 2025-07-09 Mirko Fischer , Andreas Heuer

We introduce TimeMCL, a method leveraging the Multiple Choice Learning (MCL) paradigm to forecast multiple plausible time series futures. Our approach employs a neural network with multiple heads and utilizes the Winner-Takes-All (WTA) loss…

Machine Learning · Computer Science 2025-08-12 Adrien Cortés , Rémi Rehm , Victor Letzelter

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

We study the impacts of business cycles on machine learning (ML) predictions. Using the S&P 500 index, we find that ML models perform worse during most recessions, and the inclusion of recession history or the risk-free rate does not…

Statistical Finance · Quantitative Finance 2023-04-21 Li Rong Wang , Hsuan Fu , Xiuyi Fan

Accurate forecasting of project performance metrics is crucial for successfully managing and delivering urban road reconstruction projects. Traditional methods often rely on static baseline plans and fail to consider the dynamic nature of…

Machine Learning · Computer Science 2024-12-02 Soheila Sadeghi

Company fundamentals are key to assessing companies' financial and overall success and stability. Forecasting them is important in multiple fields, including investing and econometrics. While statistical and contemporary machine learning…

Statistical Finance · Quantitative Finance 2025-06-04 Felix Divo , Eric Endress , Kevin Endler , Kristian Kersting , Devendra Singh Dhami
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