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Macroeconomic nowcasting sits at the intersection of traditional econometrics, data-rich information systems, and AI applications in business, economics, and policy. Machine learning (ML) methods are increasingly used to nowcast quarterly…

Econometrics · Economics 2025-12-02 Luca Attolico

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Machine Learning algorithms have had a profound impact on the field of computer science over the past few decades. These algorithms performance is greatly influenced by the representations that are derived from the data in the learning…

Big data and machine learning are driving comprehensive economic and social transformations and are rapidly re-shaping the toolbox and the methodologies of applied scientists. Machine learning tools are designed to learn functions from data…

Fluid Dynamics · Physics 2024-04-16 M. A. Mendez , J. Dominique , M. Fiore , F. Pino , P. Sperotto , J. Van den Berghe

Machine learning methods have garnered increasing interest among actuaries in recent years. However, their adoption by practitioners has been limited, partly due to the lack of transparency of these methods, as compared to generalized…

Risk Management · Quantitative Finance 2020-03-25 Kevin Kuo , Daniel Lupton

Accurately predicting industrial aging processes makes it possible to schedule maintenance events further in advance, ensuring a cost-efficient and reliable operation of the plant. So far, these degradation processes were usually described…

Machine Learning · Computer Science 2020-10-22 Mihail Bogojeski , Simeon Sauer , Franziska Horn , Klaus-Robert Müller

Machine learning has emerged as a significant approach to efficiently tackle electronic structure problems. Despite its potential, there is less guarantee for the model to generalize to unseen data that hinders its application in real-world…

Machine Learning · Computer Science 2024-02-16 Gengyuan Hu , Gengchen Wei , Zekun Lou , Philip H. S. Torr , Wanli Ouyang , Han-sen Zhong , Chen Lin

A proper forecast of the menstrual cycle is meaningful for women's health, as it allows individuals to take preventive actions to minimize cycle-associated discomforts. In addition, precise prediction can be useful for planning important…

Machine Learning · Computer Science 2023-08-17 Rosana C. B. Rego

Large Language Models (LLMs) have been shown to perform well for many downstream tasks. Transfer learning can enable LLMs to acquire skills that were not targeted during pre-training. In financial contexts, LLMs can sometimes beat…

Risk Management · Quantitative Finance 2025-01-08 Felix Drinkall , Janet B. Pierrehumbert , Stefan Zohren

Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often costly or even infeasible to observe. Machine learning methods…

Methodology · Statistics 2026-05-12 Fuzhi Xu , Xingyu Yan , Xinyu Zhang

Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable market rules from large amounts of market data. However,…

Trading and Market Microstructure · Quantitative Finance 2020-12-21 Katsuya Ito , Kentaro Minami , Kentaro Imajo , Kei Nakagawa

Machine learning models are routinely integrated into process mining pipelines to carry out tasks like data transformation, noise reduction, anomaly detection, classification, and prediction. Often, the design of such models is based on…

Machine Learning · Computer Science 2024-02-21 Paolo Ceravolo , Sylvio Barbon Junior , Ernesto Damiani , Wil van der Aalst

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii

Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…

Methodology · Statistics 2021-06-11 Darren Homrighausen , Daniel J. McDonald

The increasing penetration level of energy generation from renewable sources is demanding for more accurate and reliable forecasting tools to support classic power grid operations (e.g., unit commitment, electricity market clearing or…

Machine Learning · Computer Science 2020-07-17 Michela Moschella , Mauro Tucci , Emanuele Crisostomi , Alessandro Betti

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Quantum computers are expected to surpass the computational capabilities of classical computers during this decade, and achieve disruptive impact on numerous industry sectors, particularly finance. In fact, finance is estimated to be the…

In this paper, we argue that the prevailing approach to training and evaluating machine learning models often fails to consider their real-world application within organizational or societal contexts, where they are intended to create…

Machine Learning · Computer Science 2025-04-24 Burcu Sayin , Jie Yang , Xinyue Chen , Andrea Passerini , Fabio Casati

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Feedforward neural networks (FNNs) are typically viewed as pure prediction algorithms, and their strong predictive performance has led to their use in many machine-learning applications. However, their flexibility comes with an…

Methodology · Statistics 2023-11-15 Andrew McInerney , Kevin Burke
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