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Related papers: A Fast Evidential Approach for Stock Forecasting

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Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…

Methodology · Statistics 2021-10-22 Yanfei Kang , Wei Cao , Fotios Petropoulos , Feng Li

As information sources are usually imperfect, it is necessary to take into account their reliability in multi-source information fusion tasks. In this paper, we propose a new deep framework allowing us to merge multi-MR image segmentation…

Computer Vision and Pattern Recognition · Computer Science 2022-11-23 Ling Huang , Thierry Denoeux , Pierre Vera , Su Ruan

We introduce a distance-based neural network model for regression, in which prediction uncertainty is quantified by a belief function on the real line. The model interprets the distances of the input vector to prototypes as pieces of…

Machine Learning · Computer Science 2022-11-29 Thierry Denoeux

Predicting trends in stock market prices has been an area of interest for researchers for many years due to its complex and dynamic nature. Intrinsic volatility in stock market across the globe makes the task of prediction challenging.…

Machine Learning · Computer Science 2016-05-03 Luckyson Khaidem , Snehanshu Saha , Sudeepa Roy Dey

Mathematical Theory of Evidence called also Dempster-Shafer Theory (DST) is known as a foundation for reasoning when knowledge is expressed at various levels of detail. Though much research effort has been committed to this theory since its…

Artificial Intelligence · Computer Science 2017-07-14 Mieczysław A. Kłopotek

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

This paper develops a multifidelity method that enables estimation of failure probabilities for expensive-to-evaluate models via information fusion and importance sampling. The presented general fusion method combines multiple probability…

How to manage conflict is still an open issue in Dempster-Shafer evidence theory. The correlation coefficient can be used to measure the similarity of evidence in Dempster-Shafer evidence theory. However, existing correlation coefficients…

Artificial Intelligence · Computer Science 2017-02-03 Wen Jiang

Dempster/Shafer (D/S) theory has been advocated as a way of representing incompleteness of evidence in a system's knowledge base. Methods now exist for propagating beliefs through chains of inference. This paper discusses how rules with…

Artificial Intelligence · Computer Science 2013-04-10 Paul K. Black , Kathryn Blackmond Laskey

Evidential clustering is an approach to clustering in which cluster-membership uncertainty is represented by a collection of Dempster-Shafer mass functions forming an evidential partition. In this paper, we propose to construct these mass…

Machine Learning · Computer Science 2020-04-20 Thierry Denoeux

This work proposes an evidence-retrieval mechanism for uncertainty-aware decision-making that replaces a single global cutoff with an evidence-conditioned, instance-adaptive criterion. For each test instance, proximal exemplars are…

Computer Vision and Pattern Recognition · Computer Science 2025-09-18 Hassan Gharoun , Mohammad Sadegh Khorshidi , Kasra Ranjbarigderi , Fang Chen , Amir H. Gandomi

Fusing and sharing information from multiple sensors over a network is a challenging task, partly due to the absence of a foundational rule for fusing probability distributions that preserves the independence of sources. To address this, we…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Jeremie Houssineau , Han Cai , Murat Uney , Emmanuel Delande

Stock price prediction is a critical area of financial forecasting, traditionally approached by training models using the historical price data of individual stocks. While these models effectively capture single-stock patterns, they fail to…

Computational Engineering, Finance, and Science · Computer Science 2025-05-23 Yi Hu , Hanchi Ren , Jingjing Deng , Xianghua Xie

Forecasting stock returns is a challenging problem due to the highly stochastic nature of the market and the vast array of factors and events that can influence trading volume and prices. Nevertheless it has proven to be an attractive…

Statistical Finance · Quantitative Finance 2021-09-15 Rian Dolphin , Barry Smyth , Yang Xu , Ruihai Dong

Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a…

Signal Processing · Electrical Eng. & Systems 2023-01-20 Günther Koliander , Yousef El-Laham , Petar M. Djurić , Franz Hlawatsch

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

Predicting stock prices presents a challenging research problem due to the inherent volatility and non-linear nature of the stock market. In recent years, knowledge-enhanced stock price prediction methods have shown groundbreaking results…

Statistical Finance · Quantitative Finance 2023-08-10 Liping Wang , Jiawei Li , Lifan Zhao , Zhizhuo Kou , Xiaohan Wang , Xinyi Zhu , Hao Wang , Yanyan Shen , Lei Chen

Consensus is a popular technique for distributed state estimation. This formulation allows networks of connected agents or sensors to exchange information about the distribution of a set of targets with their immediate neighbors without the…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Ishan Paranjape , Islam Hussein , Jeremy Murray-Krezan , Sean Phillips , Suman Chakravorty

Data augmentation methods in combination with deep neural networks have been used extensively in computer vision on classification tasks, achieving great success; however, their use in time series classification is still at an early stage.…

Statistical Finance · Quantitative Finance 2020-10-29 Elizabeth Fons , Paula Dawson , Xiao-jun Zeng , John Keane , Alexandros Iosifidis

This paper presents several classes of fusion problems which cannot be directly attacked by the classical mathematical theory of evidence, also known as the Dempster-Shafer Theory (DST) either because the Shafer's model for the frame of…

General Mathematics · Mathematics 2007-05-23 Jean Dezert , Florentin Smarandache