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We inspect how accurate machine learning (ML) is at forecasting realized variance of the Dow Jones Industrial Average index constituents. We compare several ML algorithms, including regularization, regression trees, and neural networks, to…

Econometrics · Economics 2026-01-21 Kim Christensen , Mathias Siggaard , Bezirgen Veliyev

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

In the past few years, machine learning-based approaches have had some great success for rendering animated feature films. This survey summarizes several of the most dramatic improvements in using deep neural networks over traditional…

Graphics · Computer Science 2020-05-27 Shilin Zhu

For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…

Statistical Finance · Quantitative Finance 2021-04-16 Nazish Ashfaq , Zubair Nawaz , Muhammad Ilyas

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

Computational Engineering, Finance, and Science · Computer Science 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

The integration of machine learning into smart grid systems represents a transformative step in enhancing the efficiency, reliability, and sustainability of modern energy networks. By adding advanced data analytics, these systems can better…

Artificial Intelligence · Computer Science 2024-10-22 Abdur Rashid , Parag Biswas , abdullah al masum , MD Abdullah Al Nasim , Kishor Datta Gupta

Machine Learning algorithms are good tools for both classification and prediction purposes. These algorithms can further be used for scientific discoveries from the enormous data being collected in our era. We present ways of discovering…

Instrumentation and Methods for Astrophysics · Physics 2021-02-26 Shraddha Surana , Yogesh Wadadekar , Divya Oberoi

The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a…

Machine Learning · Statistics 2018-01-12 Fernando Fernandes Neto

There has been a lot of recent interest in adopting machine learning methods for scientific and engineering applications. This has in large part been inspired by recent successes and advances in the domains of Natural Language Processing…

Machine Learning · Statistics 2023-02-28 Paul J. Atzberger

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

Computational Finance · Quantitative Finance 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

The field of machine learning (ML) is concerned with the question of how to construct algorithms that automatically improve with experience. In recent years many successful ML applications have been developed, such as datamining programs,…

Artificial Intelligence · Computer Science 2007-05-23 Sergio Alejandro Gomez , Carlos Ivan Chesñevar

Machine learning predictions are typically interpreted as the sum of contributions of predictors. Yet, each out-of-sample prediction can also be expressed as a linear combination of in-sample values of the predicted variable, with weights…

Econometrics · Economics 2024-12-18 Philippe Goulet Coulombe , Maximilian Goebel , Karin Klieber

In the early observation period of a time series, there might be only a few historic observations available to learn a model. However, in cases where an existing prior set of datasets is available, Meta learning methods can be applicable.…

Machine Learning · Computer Science 2023-07-20 Shayan Jawed , Kiran Madhusudhanan , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Forecasting stock returns is a challenging problem due to the highly stochastic nature of the market and the vast array of factors and events that can influence trading volume and prices. Nevertheless it has proven to be an attractive…

Statistical Finance · Quantitative Finance 2021-09-15 Rian Dolphin , Barry Smyth , Yang Xu , Ruihai Dong

Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…

Atmospheric and Oceanic Physics · Physics 2019-09-04 Peter A. G. Watson

Predicting future events is an important activity with applications across multiple fields and domains. For example, the capacity to foresee stock market trends, natural disasters, business developments, or political events can facilitate…

Computation and Language · Computer Science 2025-01-13 Petraq Nako , Adam Jatowt

The growth of machine learning as a field has been accelerating with increasing interest and publications across fields, including statistics, but predominantly in computer science. How can we parse this vast literature for developments…

Statistics Theory · Mathematics 2021-10-26 Mark J. van der Laan , Sherri Rose

Deep learning methods have gained popularity in recent years through the media and the relative ease of implementation through open source packages such as Keras. We investigate the applicability of popular recurrent neural networks in…

Applications · Statistics 2023-01-05 Andrew T. Karl , James Wisnowski , Lambros Petropoulos

Artificial Intelligence (AI) has recently shown its capabilities for almost every field of life. Machine Learning, which is a subset of AI, is a `HOT' topic for researchers. Machine Learning outperforms other classical forecasting…

Machine Learning · Computer Science 2021-12-07 Gang He , Khwaja Mutahir Ahmad , Wenxin Yu , Xiaochuan Xu , Jay Kumar