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We present a new and general method of weighted least square univariate regression where the dependent variable is expanded as a series of suitably chosen functions of the independent variables. Each term of the series is obtained by an…

Numerical Analysis · Mathematics 2021-03-26 Nilotpal Kanti Sinha

In the following paper, we use a topic modeling algorithm and sentiment scoring methods to construct a novel metric that serves as a leading indicator in recession prediction models. We hypothesize that the inclusion of such a sentiment…

Applications · Statistics 2018-06-01 Melody Y. Huang , Randall R. Rojas , Patrick D. Convery

The paper studies sub and super-replication price bounds for contingent claims defined on general trajectory based market models. No prior probabilistic or topological assumptions are placed on the trajectory space, trading is assumed to…

Mathematical Finance · Quantitative Finance 2018-02-22 Ivan Degano , Sebastian Ferrando , Alfredo Gonzalez

There are several numerical models that describe real phenomena being used to solve complex problems. For example, an accurate numerical breast model can provide assistance to surgeons with visual information of the breast as a result of a…

Medical Physics · Physics 2020-03-17 Diogo Lopes , António Ramires Fernandes , Stéphane Clain

This work proposes a non-iterative strategy for missing value imputations which is guided by similarity between observations, but instead of explicitly determining distances or nearest neighbors, it assigns observations to overlapping…

Machine Learning · Statistics 2019-11-25 David Cortes

Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement…

Computational Engineering, Finance, and Science · Computer Science 2018-07-06 Dat Thanh Tran , Martin Magris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Machine Learning · Computer Science 2020-09-09 Francisco J. Baldán , José M. Benítez

In this paper we propose a novel dual regression-based approach for pricing American options. This approach reduces the complexity of the nested Monte Carlo method and has especially simple form for time discretised diffusion processes. We…

Computational Finance · Quantitative Finance 2018-06-07 Denis Belomestny , Stefan Häfner , Mikhail Urusov

In the context of global sensitivity analysis, the Sobol' indices constitute a powerful tool for assessing the relative significance of the uncertain input parameters of a model. We herein introduce a novel approach for evaluating these…

Computation · Statistics 2016-05-31 K. Konakli , B. Sudret

In [E. G. Birgin, O. C. Rom\~ao, and D. P. Ronconi, The multi-period two-dimensional non-guillotine cutting stock problem with usable leftovers, International Transactions in Operational Research 27(3), 1392-1418, 2020] the multi-period…

Optimization and Control · Mathematics 2023-04-28 E. G. Birgin , O. C Romão , D. P. Ronconi

Pairwise comparisons between alternatives are a well-established tool to decompose decision problems into smaller and more easily tractable sub-problems. However, due to our limited rationality, the subjective preferences expressed by…

Artificial Intelligence · Computer Science 2016-03-15 Matteo Brunelli

We propose two specifications of a real-time mixed-frequency semi-structural time series model for evaluating the output potential, output gap, Phillips curve, and Okun's law for the US. The baseline model uses minimal theory-based…

Econometrics · Economics 2023-04-03 Thomas Hasenzagl , Filippo Pellegrino , Lucrezia Reichlin , Giovanni Ricco

This article presents a generic hybrid numerical method to price a wide range of options on one or several assets, as well as assets with stochastic drift or volatility. In particular for equity and interest rate hybrid with local…

Computational Finance · Quantitative Finance 2024-11-11 Olivier Deloire , Louis Roth

Recent work has emphasized the diversification benefits of combining trend signals across multiple horizons, with the medium-term window-typically six months to one year-long viewed as the "sweet spot" of trend-following. This paper…

Pricing of Securities · Quantitative Finance 2025-10-29 Alban Etienne , Jean-Jacques Ohana , Eric Benhamou , Béatrice Guez , Ethan Setrouk , Thomas Jacquot

In this paper, we propose a novel stock index model, namely the manifold feature(MF) index, to reflect the overall price activity of the entire stock market. Based on the theory of manifold learning, the researched stock dataset is assumed…

Statistical Finance · Quantitative Finance 2020-06-22 Chenkai Xu , Hongwei Lin , Xuansu Fang

The availability of multidimensional economic datasets has grown significantly in recent years. An example is bilateral trade values across goods among countries, comprising three dimensions -- importing countries, exporting countries, and…

Econometrics · Economics 2025-11-24 Yaling Qi

Bond prices are a reflection of extremely complex market interactions and policies, making prediction of future prices difficult. This task becomes even more challenging due to the dearth of relevant information, and accuracy is not the…

Statistical Finance · Quantitative Finance 2017-05-04 Swetava Ganguli , Jared Dunnmon

Complementary products recommendation is an important problem in e-commerce. Such recommendations increase the average order price and the number of products in baskets. Complementary products are typically inferred from basket data. In…

Information Retrieval · Computer Science 2018-09-27 Ilya Trofimov

We interpret multi-product supply chains (SCs) as coordinated markets; under this interpretation, a SC optimization problem is a market clearing problem that allocates resources and associated economic values (prices) to different…

Optimization and Control · Mathematics 2020-07-03 Philip A. Tominac , Victor M. Zavala

We study a class of iterative combinatorial auctions which can be viewed as subgradient descent methods for the problem of pricing bundles to balance supply and demand. We provide concrete convergence rates for auctions in this class,…

Computer Science and Game Theory · Computer Science 2016-06-01 Jacob Abernethy , Sébastien Lahaie , Matus Telgarsky