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This study investigates the application of machine learning techniques, specifically Neural Networks, Random Forests, and CatBoost for option pricing, in comparison to traditional models such as Black-Scholes and Heston Model. Using both…

Computational Finance · Quantitative Finance 2025-10-03 Georgy Milyushkov

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

In recent years, product categorisation has been a common issue for E-commerce companies who have utilised machine learning to categorise their products automatically. In this study, we propose an ensemble approach, using a combination of…

Machine Learning · Computer Science 2023-04-28 Kieron Drumm

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

Prediction of material property is a key problem because of its significance to material design and screening. We present a brand-new and general machine learning method for material property prediction. As a representative example, polymer…

Machine Learning · Computer Science 2022-03-01 Zhilong Liang , Zhiwei Li , Shuo Zhou , Yiwen Sun , Changshui Zhang , Jinying Yuan

We study auction design when a seller relies on machine-learning predictions of bidders' valuations that may be unreliable. Motivated by modern ML systems that are often accurate but occasionally fail in a way that is essentially…

Computer Science and Game Theory · Computer Science 2026-01-29 Ilan Lobel , Humberto Moreira , Omar Mouchtaki

The main goal of this topic is to showcase several studied algorithms for estimating the linear utility function to predict the users preferences. For example, if a user comes to buy a car that has several attributes including speed, color,…

Information Retrieval · Computer Science 2025-06-17 Thomas Hoang

We develop a deep learning model of multi-period mortgage risk and use it to analyze an unprecedented dataset of origination and monthly performance records for over 120 million mortgages originated across the US between 1995 and 2014. Our…

Statistical Finance · Quantitative Finance 2018-03-13 Justin Sirignano , Apaar Sadhwani , Kay Giesecke

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

This article identifies the factors that drove house prices in 13 advanced countries over the past 35 years. It does so based on Breiman s (2001) random forest model. Shapley values indicate that annual house price growth across countries…

General Economics · Economics 2026-02-10 Emanuel Kohlscheen

While the space of renewable energy forecasting has received significant attention in the last decade, literature has primarily focused on machine learning models that train on only one objective at a time. A host of classification (and…

Optimization and Control · Mathematics 2023-01-31 Aswin Kannan

The presence of snow and ice on runway surfaces reduces the available tire-pavement friction needed for retardation and directional control and causes potential economic and safety threats for the aviation industry during the winter…

Computers and Society · Computer Science 2022-09-30 Alise Danielle Midtfjord , Riccardo De Bin , Arne Bang Huseby

This paper explores the application of Machine Learning techniques for pricing high-dimensional options within the framework of the Uncertain Volatility Model (UVM). The UVM is a robust framework that accounts for the inherent…

Computational Finance · Quantitative Finance 2025-06-06 Ludovic Goudenege , Andrea Molent , Antonino Zanette

Predicting the success of startup companies is of great importance for both startup companies and investors. It is difficult due to the lack of available data and appropriate general methods. With data platforms like Crunchbase aggregating…

Machine Learning · Computer Science 2021-12-16 Dafei Yin , Jing Li , Gaosheng Wu

Real-time bidding has emerged as an effective online advertising technique. With real-time bidding, advertisers can position ads per impression, enabling them to optimise ad campaigns by targeting specific audiences in real-time. This paper…

Information Retrieval · Computer Science 2023-05-09 Parikshit Sharma

We propose a machine learning method to solve a mean-field game price formation model with common noise. This involves determining the price of a commodity traded among rational agents subject to a market clearing condition imposed by…

Optimization and Control · Mathematics 2023-05-30 Diogo Gomes , Julian Gutierrez , Mathieu Laurière

Despite the rapid growth of online shopping and research interest in the relationship between online and in-store shopping, national-level modeling and investigation of the demand for online shopping with a prediction focus remain limited…

Machine Learning · Computer Science 2021-01-12 Limon Barua , Bo Zou , Yan , Zhou , Yulin Liu

Predictions are a central part of water resources research. Historically, physically-based models have been preferred; however, they have largely failed at modeling hydrological processes at a catchment scale and there are some important…

Applications · Statistics 2023-05-15 Divya K. Bilolikar , Aishwarya More , Aella Gong , Joseph Janssen

We study a mathematical model for the optimization of the price of real estate (RE). This model can be characterised by a limited amount of goods, fixed sales horizon and presence of intermediate sales and revenue goals. We develop it as an…

Mathematical Finance · Quantitative Finance 2024-08-23 Lev Razumovskiy , Mariya Gerasimova , Nikolay Karenin

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

Statistical Finance · Quantitative Finance 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed