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Related papers: Using Machine Learning to Forecast Future Earnings

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This paper examines two different yet related questions related to explainable AI (XAI) practices. Machine learning (ML) is increasingly important in financial services, such as pre-approval, credit underwriting, investments, and various…

Machine Learning · Computer Science 2022-09-21 Swati Tyagi

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

While machine learning is traditionally a resource intensive task, embedded systems, autonomous navigation and the vision of the Internet-of-Things fuel the interest in resource efficient approaches. These approaches require a carefully…

Predicting crime using machine learning and deep learning techniques has gained considerable attention from researchers in recent years, focusing on identifying patterns and trends in crime occurrences. This review paper examines over 150…

Machine Learning · Computer Science 2023-06-16 Varun Mandalapu , Lavanya Elluri , Piyush Vyas , Nirmalya Roy

Although machine learning approaches have been widely used in the field of finance, to very successful degrees, these approaches remain bespoke to specific investigations and opaque in terms of explainability, comparability, and…

Trading and Market Microstructure · Quantitative Finance 2022-06-22 Artur Sokolovsky , Luca Arnaboldi

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Machine Learning · Computer Science 2019-01-23 Tao Ma

Time series forecasting is one of the most active research topics. Machine learning methods have been increasingly adopted to solve these predictive tasks. However, in a recent work, these were shown to systematically present a lower…

Machine Learning · Statistics 2019-10-01 Vitor Cerqueira , Luis Torgo , Carlos Soares

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Deep learning applications have been thriving over the last decade in many different domains, including computer vision and natural language understanding. The drivers for the vibrant development of deep learning have been the availability…

Signal Processing · Electrical Eng. & Systems 2020-05-06 Olga Fink , Qin Wang , Markus Svensén , Pierre Dersin , Wan-Jui Lee , Melanie Ducoffe

This article studies the financial time series data processing for machine learning. It introduces the most frequent scaling methods, then compares the resulting stationarity and preservation of useful information for trend forecasting. It…

Statistical Finance · Quantitative Finance 2019-07-09 Fabrice Daniel

Machine learning (ML) models are increasingly being used in metrology applications. However, for ML models to be credible in a metrology context they should be accompanied by principled uncertainty quantification. This paper addresses the…

Machine Learning · Computer Science 2024-05-09 Andrew Thompson

We discuss the relevance of the recent Machine Learning (ML) literature for economics and econometrics. First we discuss the differences in goals, methods and settings between the ML literature and the traditional econometrics and…

Econometrics · Economics 2019-03-26 Susan Athey , Guido Imbens

Recent literature implements machine learning techniques to assess corporate credit rating based on financial statement reports. In this work, we analyze the performance of four neural network architectures (MLP, CNN, CNN2D, LSTM) in…

Risk Management · Quantitative Finance 2020-03-06 Parisa Golbayani , Dan Wang , Ionut Florescu

Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…

General Economics · Economics 2025-02-04 Viet Trinh

Deep Learning is evolving fast and integrates into various domains. Finance is a challenging field for deep learning, especially in the case of interpretable artificial intelligence (AI). Although classical approaches perform very well with…

Machine Learning · Computer Science 2026-02-03 Kasymkhan Khubiev , Mikhail Semenov , Irina Podlipnova , Dinara Khubieva

In the financial sector, a reliable forecast the future financial performance of a company is of great importance for investors' investment decisions. In this paper we compare long-term short-term memory (LSTM) networks to temporal…

General Finance · Quantitative Finance 2020-10-13 Lars Elend , Sebastian A. Tideman , Kerstin Lopatta , Oliver Kramer

Predicting business process behaviour is an important aspect of business process management. Motivated by research in natural language processing, this paper describes an application of deep learning with recurrent neural networks to the…

Machine Learning · Computer Science 2017-05-05 Joerg Evermann , Jana-Rebecca Rehse , Peter Fettke

It is well known that building analytical performance models in practice is difficult because it requires a considerable degree of proficiency in the underlying mathematics. In this paper, we propose a machine-learning approach to derive…

Performance · Computer Science 2020-02-26 Giulio Garbi , Emilio Incerto , Mirco Tribastone

This paper presents a comparative analysis evaluating the accuracy of Large Language Models (LLMs) against traditional macro time series forecasting approaches. In recent times, LLMs have surged in popularity for forecasting due to their…

Econometrics · Economics 2025-09-25 Andrea Carriero , Davide Pettenuzzo , Shubhranshu Shekhar

Machine learning has been increasingly applied in climate modeling on system emulation acceleration, data-driven parameter inference, forecasting, and knowledge discovery, addressing challenges such as physical consistency, multi-scale…