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The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Time series prediction aims to predict future values to help stakeholders make proper strategic decisions. This problem is relevant in all industries and areas, ranging from financial data to demand to forecast. However, it remains…

Applications · Statistics 2020-09-09 Aleksandr Pletnev , Rodrigo Rivera-Castro , Evgeny Burnaev

Online stores and service providers rely heavily on recommendation softwares to guide users through the vast amount of available products. Consequently, the field of recommender systems has attracted increased attention from the industry…

Information Retrieval · Computer Science 2022-10-17 Abdullah Alhadlaq , Said Kerrache , Hatim Aboalsamh

Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data.…

Machine Learning · Computer Science 2024-02-26 Kun Yi , Qi Zhang , Hui He , Kaize Shi , Liang Hu , Ning An , Zhendong Niu

A new general procedure for a priori selection of more predictable events from a time series of observed variable is proposed. The procedure is applicable to time series which contains different types of events that feature significantly…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Igor B. Konovalov

Predicting future consumer behaviour is one of the most challenging problems for large scale retail firms. Accurate prediction of consumer purchase pattern enables better inventory planning and efficient personalized marketing strategies.…

Machine Learning · Computer Science 2020-10-15 Ankur Verma

We introduce temporal multimodal multivariate learning, a new family of decision making models that can indirectly learn and transfer online information from simultaneous observations of a probability distribution with more than one peak or…

In this paper, we present "Graph Feature Preprocessor", a software library for detecting typical money laundering patterns in financial transaction graphs in real time. These patterns are used to produce a rich set of transaction features…

The derivation of multi-step-ahead prediction models from sampled data of a linear system is considered. A dedicated prediction model is built for each future time step of interest. In addition to a nominal model, the set of all models…

Systems and Control · Computer Science 2018-02-28 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini

Forecasting univariate time series in the financial market is a challenging endeavor. While numerous statistical and machine learning models have been introduced to address this challenge, they typically concentrate solely on analyzing…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Marco Gregnanin , Johannes De Smedt , Giorgio Gnecco , Maurizio Parton

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure…

Methodology · Statistics 2013-06-04 Yue Wu , José Miguel Hernández-Lobato , Zoubin Ghahramani

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The…

Computer Science and Game Theory · Computer Science 2014-03-05 Jinli Hu , Amos Storkey

Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different…

Statistical Finance · Quantitative Finance 2021-08-26 Liang Zhao , Wei Li , Ruihan Bao , Keiko Harimoto , YunfangWu , Xu Sun

Online inclusive financial services encounter significant financial risks due to their expansive user base and low default costs. By real-world practice, we reveal that utilizing longer-term user payment behaviors can enhance models'…

Computers and Society · Computer Science 2024-11-25 Yiran Qiao , Yateng Tang , Xiang Ao , Qi Yuan , Ziming Liu , Chen Shen , Xuehao Zheng

Deep neural networks are often applied to medical images to automate the problem of medical diagnosis. However, a more clinically relevant question that practitioners usually face is how to predict the future trajectory of a disease.…

Image and Video Processing · Electrical Eng. & Systems 2023-09-20 Huy Hoang Nguyen , Matthew B. Blaschko , Simo Saarakkala , Aleksei Tiulpin

Modern financial systems generate vast quantities of transactional and event-level data that encode rich economic signals. This paper presents PRAGMA, a family of foundation models for multi-source banking event sequences. Our approach…

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Multi-step passenger demand forecasting is a crucial task in on-demand vehicle sharing services. However, predicting passenger demand over multiple time horizons is generally challenging due to the nonlinear and dynamic spatial-temporal…

Machine Learning · Computer Science 2019-05-27 Lei Bai , Lina Yao , Salil. S Kanhere , Xianzhi Wang , Quan. Z Sheng

At online retail platforms, it is crucial to actively detect the risks of transactions to improve customer experience and minimize financial loss. In this work, we propose xFraud, an explainable fraud transaction prediction framework which…

Machine Learning · Computer Science 2022-05-26 Susie Xi Rao , Shuai Zhang , Zhichao Han , Zitao Zhang , Wei Min , Zhiyao Chen , Yinan Shan , Yang Zhao , Ce Zhang

Time series forecasting plays a critical role in decision-making processes across diverse fields including meteorology, traffic, electricity, economics, finance, and so on. Especially, predicting returns on financial instruments is a…

Machine Learning · Computer Science 2025-09-08 Yuki Takemoto