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In this paper we formulate a regression problem to predict realized volatility by using option price data and enhance VIX-styled volatility indices' predictability and liquidity. We test algorithms including regularized regression and…

Mathematical Finance · Quantitative Finance 2019-09-24 Peter Carr , Liuren Wu , Zhibai Zhang

The growing instability of both global and domestic economic environments has increased the risk of financial distress at the household level. However, traditional econometric models often rely on delayed and aggregated data, limiting their…

Accurate prediction of crop yield before harvest is of great importance for crop logistics, market planning, and food distribution around the world. Yield prediction requires monitoring of phenological and climatic characteristics over…

Machine Learning · Computer Science 2023-02-08 Florian Huber , Artem Yushchenko , Benedikt Stratmann , Volker Steinhage

This paper will illustrate the usage of Machine Learning algorithms on US College Scorecard datasets. For this paper, we will use our knowledge, research, and development of a predictive model to compare the results of all the models and…

Computers and Society · Computer Science 2024-06-13 Zalak Patel , Ayushi Porwal , Kajal Bhandare , Jongwook Woo

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

Machine Learning · Computer Science 2025-08-05 Md Zahidul Islam , Md Shafiqur Rahman , Md Sumsuzoha , Babul Sarker , Md Rafiqul Islam , Mahfuz Alam , Sanjib Kumar Shil

In retail sales forecasting, accurately predicting future sales is crucial for inventory management and strategic planning. Traditional methods like LR often fall short due to the complexity of sales data, which includes seasonality and…

Machine Learning · Computer Science 2024-12-10 Priyam Ganguly , Isha Mukherjee

Confronted with the spatial heterogeneity of real estate market, some traditional research utilized Geographically Weighted Regression (GWR) to estimate the house price. However, its kernel function is non-linear, elusive, and complex to…

Applications · Statistics 2022-02-10 Zimo Wang , Yicheng Wang , Sensen Wu

Online real-estate information systems such as Zillow and Trulia have gained increasing popularity in recent years. One important feature offered by these systems is the online home price estimate through automated data-intensive…

Computational Engineering, Finance, and Science · Computer Science 2018-03-05 Bang Liu , Borislav Mavrin , Di Niu , Linglong Kong

How do property prices respond to changes in local taxes and local public services? Attempts to measure this, starting with Oates (1969), have suffered from a lack of local public service controls. Recent work attempts to overcome such data…

General Economics · Economics 2022-03-29 Isaiah Hull , Anna Grodecka-Messi

Used car pricing is a critical aspect of the automotive industry, influenced by many economic factors and market dynamics. With the recent surge in online marketplaces and increased demand for used cars, accurate pricing would benefit both…

Machine Learning · Computer Science 2025-01-09 Kiran Madhusudhanan , Gunnar Behrens , Maximilian Stubbemann , Lars Schmidt-Thieme

Prior research in psychology has found that people's decisions are often inconsistent. An individual's decisions vary across time, and decisions vary even more across people. Inconsistencies have been identified not only in subjective…

Human-Computer Interaction · Computer Science 2024-07-17 Nina Grgić-Hlača , Junaid Ali , Krishna P. Gummadi , Jennifer Wortman Vaughan

While there is excitement about the potential for algorithms to optimize individual decision-making, changes in individual behavior will, almost inevitably, impact markets. Yet little is known about such effects. In this paper, I study how…

General Economics · Economics 2025-08-14 Lindsey Raymond

Predicting drug properties is key in drug discovery to enable de-risking of assets before expensive clinical trials, and to find highly active compounds faster. Interest from the Machine Learning community has led to the release of a…

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

Real estate appraisal refers to the process of developing an unbiased opinion for real property's market value, which plays a vital role in decision-making for various players in the marketplace (e.g., real estate agents, appraisers,…

Machine Learning · Computer Science 2021-08-03 Weijia Zhang , Hao Liu , Lijun Zha , Hengshu Zhu , Ji Liu , Dejing Dou , Hui Xiong

Site-specific weather forecasts are essential to accurate prediction of power demand and are consequently of great interest to energy operators. However, weather forecasts from current numerical weather prediction (NWP) models lack the…

Atmospheric and Oceanic Physics · Physics 2024-08-02 MengMeng Han , Tennessee Leeuwenburg , Brad Murphy

The assessment and valuation of real estate requires large datasets with real estate information. Unfortunately, real estate databases are usually sparse in practice, i.e., not for each property every important attribute is available. In…

Computer Vision and Pattern Recognition · Computer Science 2022-11-17 Eric Stumpe , Miroslav Despotovic , Zedong Zhang , Matthias Zeppelzauer

We provide algorithms that learn simple auctions whose revenue is approximately optimal in multi-item multi-bidder settings, for a wide range of valuations including unit-demand, additive, constrained additive, XOS, and subadditive. We…

Computer Science and Game Theory · Computer Science 2017-09-04 Yang Cai , Constantinos Daskalakis

Machine learning improves predictive accuracy in insurance pricing but exacerbates trade-offs between competing fairness criteria across different discrimination measures, challenging regulators and insurers to reconcile profitability with…

Risk Management · Quantitative Finance 2026-01-01 Tim J. Boonen , Xinyue Fan , Zixiao Quan

The trading ecosystem of the Municipal (muni) bond is complex and unique. With nearly 2\% of securities from over a million securities outstanding trading daily, determining the value or relative value of a bond among its peers is…

Statistical Finance · Quantitative Finance 2024-08-06 Preetha Saha , Jingrao Lyu , Dhruv Desai , Rishab Chauhan , Jerinsh Jeyapaulraj , Philip Sommer , Dhagash Mehta
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