Related papers: Machine Learning Approaches to Real Estate Market …
This paper details an innovative methodology to integrate image data into traditional econometric models. Motivated by forecasting sales prices for residential real estate, we harness the power of deep learning to add "information"…
Electricity forecasting has been a recurring research topic, as it is key to finding the right balance between production and consumption. While most papers are focused on the national or regional scale, few are interested in the household…
Virtual bidding plays an important role in two-settlement electric power markets, as it can reduce discrepancies between day-ahead and real-time markets. Renewable energy penetration increases volatility in electricity prices, making…
In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…
A new framework for asset pricing based on modelling the information available to market participants is presented. Each asset is characterised by the cash flows it generates. Each cash flow is expressed as a function of one or more…
When learning is used to inform decisions about humans, such as for loans, hiring, or admissions, this can incentivize users to strategically modify their features, at a cost, to obtain positive predictions. The common assumption is that…
Real-life mobile phone data may contain noisy instances, which is a fundamental issue for building a prediction model with many potential negative consequences. The complexity of the inferred model may increase, may arise overfitting…
This study analyzes the Ames Housing Dataset using CatBoost and LightGBM models to explore feature importance and causal relationships in housing price prediction. We examine the correlation between SHAP values and EconML predictions,…
Precise fare prediction is crucial in ride-hailing platforms and urban mobility systems. This study examines three machine learning models-Graph Attention Networks (GAT), XGBoost, and TimesNet to evaluate their predictive capabilities for…
This study explores the prediction of high-frequency price changes using deep learning models. Although state-of-the-art methods perform well, their complexity impedes the understanding of successful predictions. We found that an…
The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…
Although machine learning (ML) is widely used for predictive tasks, there are important scenarios in which ML cannot be used or at least cannot achieve its full potential. A major barrier to adoption is the sensitive nature of predictive…
For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correctly designed and refined, they can painstakingly and…
Machine learning algorithms emerge as a promising approach in energy fields, but its practical is hindered by data barriers, stemming from high collection costs and privacy concerns. This study introduces a novel federated learning (FL)…
Prediction markets are used in real life to predict outcomes of interest such as presidential elections. This paper presents a mathematical theory of artificial prediction markets for supervised learning of conditional probability…
In lending, where prices are specific to both customers and products, having a well-functioning personalized pricing policy in place is essential to effective business making. Typically, such a policy must be derived from observational…
Online real estate platforms have become significant marketplaces facilitating users' search for an apartment or a house. Yet it remains challenging to accurately appraise a property's value. Prior works have primarily studied real estate…
Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…
The study aimed at detecting cartel collusion involved analyzing decisions of the Russian Federal Antimonopoly Service and data on auctions. As a result, a machine learning model was developed that predicts with 91% accuracy the signs of…
The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…