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This paper introduces a novel multivariate volatility modeling framework, named Long Short-Term Memory enhanced BEKK (LSTM-BEKK), that integrates deep learning into multivariate GARCH processes. By combining the flexibility of recurrent…

Computational Finance · Quantitative Finance 2025-06-04 Haoyuan Wang , Chen Liu , Minh-Ngoc Tran , Chao Wang

The travel demand forecasting model plays a crucial role in evaluating large-scale infrastructure projects, such as the construction of new roads or transit lines. While combined modeling approaches have been explored as a solution to…

Optimization and Control · Mathematics 2023-08-04 Youngseo Kim , Samitha Samaranayake , Damon Wischik

Against the backdrop of increasingly severe global environmental changes, accurately predicting and meeting renewable energy demands has become a key challenge for sustainable business development. Traditional energy demand forecasting…

Machine Learning · Computer Science 2024-10-22 Te Li , Mengze Zhang , Yan Zhou

Many businesses and industries require accurate forecasts for weekly time series nowadays. However, the forecasting literature does not currently provide easy-to-use, automatic, reproducible and accurate approaches dedicated to this task.…

Machine Learning · Computer Science 2023-12-05 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Pablo Montero-Manso

The travel marketing platform of Alibaba serves an indispensable role for hundreds of different travel scenarios from Fliggy, Taobao, Alipay apps, etc. To provide personalized recommendation service for users visiting different scenarios,…

Machine Learning · Computer Science 2021-10-20 Qijie Shen , Wanjie Tao , Jing Zhang , Hong Wen , Zulong Chen , Quan Lu

As deep neural networks (DNNs) are being applied to a wide range of edge intelligent applications, it is critical for edge inference platforms to have both high-throughput and low-latency at the same time. Such edge platforms with multiple…

Machine Learning · Computer Science 2023-05-03 Ziyang Zhang , Huan Li , Yang Zhao , Changyao Lin , Jie Liu

Existing deep learning approaches for travel mode choice modeling fail to inform modelers about their prediction uncertainty. Even when facing scenarios that are out of the distribution of training data, which implies high prediction…

Machine Learning · Computer Science 2024-06-18 Shuwen Zheng , Zhou Fang , Liang Zhao

The increasing installation rate of wind power poses great challenges to the global power system. In order to ensure the reliable operation of the power system, it is necessary to accurately forecast the wind speed and power of the wind…

Machine Learning · Computer Science 2023-06-21 Yang Yang , Jin Lang , Jian Wu , Yanyan Zhang , Xiang Zhao

An approach to evolutionary ensemble learning for classification is proposed in which boosting is used to construct a stack of programs. Each application of boosting identifies a single champion and a residual dataset, i.e. the training…

Neural and Evolutionary Computing · Computer Science 2023-11-27 Zhilei Zhou , Ziyu Qiu , Brad Niblett , Andrew Johnston , Jeffrey Schwartzentruber , Nur Zincir-Heywood , Malcolm Heywood

The hospitality industry is one of the data-rich industries that receives huge Volumes of data streaming at high Velocity with considerably Variety, Veracity, and Variability. These properties make the data analysis in the hospitality…

Databases · Computer Science 2017-09-20 Avishek Bose , Arslan Munir , Neda Shabani

In modern statistics, interests shift from pursuing the uniformly minimum variance unbiased estimator to reducing mean squared error (MSE) or residual squared error. Shrinkage based estimation and regression methods offer better prediction…

Methodology · Statistics 2025-02-25 Tianyu Zhan , Haoda Fu , Jian Kang

Booking.com is a virtual two-sided marketplace where guests and accommodation providers are the two distinct stakeholders. They meet to satisfy their respective and different goals. Guests want to be able to choose accommodations from a…

Information Retrieval · Computer Science 2018-02-12 Themis Mavridis , Pablo Estevez , Lucas Bernardi

Accurate short-term forecasting of hauling-fleet capacity is crucial in open-pit mining, where weather fluctuations, mechanical breakdowns, and variable crew availability introduce significant operational uncertainties. We propose a…

Machine Learning · Computer Science 2025-06-06 N Guerin , M Nakhla , A Dehoux , J L Loyer

Computational methods to accelerate natural disaster response include change detection, map alignment, and vision-aided navigation. Current software functions optimally only on near-nadir images, though off-nadir images are often the first…

Computer Vision and Pattern Recognition · Computer Science 2022-08-09 Christopher Sun , Jai Sharma , Milind Maiti

Many settings, such as matching riders to drivers in ride-hailing platforms or in-stream video advertising, require handling arrivals over time. In such applications, it is often beneficial to group the arriving orders or requests into…

Data Structures and Algorithms · Computer Science 2025-08-04 Akhil Bhimaraju , S. Rasoul Etesami , Lav R. Varshney

User growth is a major strategy for consumer internet companies. To optimize costly marketing campaigns and maximize user engagement, we propose a novel treatment effect optimization methodology to enhance user growth marketing. By…

Machine Learning · Computer Science 2025-07-09 Shuyang Du , Jennifer Zhang , Will Y. Zou

The prediction of express delivery sequence, i.e., modeling and estimating the volumes of daily incoming and outgoing parcels for delivery, is critical for online business, logistics, and positive customer experience, and specifically for…

Machine Learning · Computer Science 2021-08-19 Siyuan Ren , Bin Guo , Longbing Cao , Ke Li , Jiaqi Liu , Zhiwen Yu

This paper discusses predictive performance and processes undertaken on flight pricing data utilizing r2(r-square) and RMSE that leverages a large dataset, originally from Expedia.com, consisting of approximately 20 million records or 4.68…

Machine Learning · Computer Science 2023-10-13 Philip Wong , Phue Thant , Pratiksha Yadav , Ruta Antaliya , Jongwook Woo

The exponential growth of scientific knowledge has created significant barriers to cross-disciplinary knowledge discovery, synthesis and research collaboration. In response to this challenge, we present BioSage, a novel compound AI…

Classical demand modeling analyzes travel behavior using only low-dimensional numeric data (i.e. sociodemographics and travel attributes) but not high-dimensional urban imagery. However, travel behavior depends on the factors represented by…

Machine Learning · Computer Science 2024-02-23 Qingyi Wang , Shenhao Wang , Yunhan Zheng , Hongzhou Lin , Xiaohu Zhang , Jinhua Zhao , Joan Walker
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