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The increasing scale and complexity of global supply chains have led to new challenges spanning various fields, such as supply chain disruptions due to long waiting lines at the ports, material shortages, and inflation. Coupled with the…

Machine Learning · Computer Science 2025-07-24 Haibo Wang , Lutfu S. Sua , Bahram Alidaee

We study the problem of optimal long term portfolio selection with a view to beat a benchmark. Two kinds of objectives are considered. One concerns the probability of outperforming the benchmark and seeks either to minimise the decay rate…

Probability · Mathematics 2017-12-04 Anatolii A. Puhalskii

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

Artificial Intelligence · Computer Science 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

In this paper we seek to demonstrate the predictability of stock market returns and explain the nature of this return predictability. To this end, we introduce investors with different investment horizons into the news-driven, analytic,…

General Finance · Quantitative Finance 2016-03-30 Dimitri Kroujiline , Maxim Gusev , Dmitry Ushanov , Sergey V. Sharov , Boris Govorkov

Gradient boosting for decision tree algorithms are increasingly used in actuarial applications as they show superior predictive performance over traditional generalised linear models. Many enhancements to the first gradient boosting machine…

Machine Learning · Statistics 2025-08-05 Dominik Chevalier , Marie-Pier Côté

An approach to evolutionary ensemble learning for classification is proposed in which boosting is used to construct a stack of programs. Each application of boosting identifies a single champion and a residual dataset, i.e. the training…

Neural and Evolutionary Computing · Computer Science 2023-11-27 Zhilei Zhou , Ziyu Qiu , Brad Niblett , Andrew Johnston , Jeffrey Schwartzentruber , Nur Zincir-Heywood , Malcolm Heywood

The volatility and complex dynamics of cryptocurrency markets present unique challenges for accurate price forecasting. This research proposes a hybrid deep learning and machine learning model that integrates Long Short-Term Memory (LSTM)…

Machine Learning · Computer Science 2025-06-30 Mehul Gautam

The paper focuses on predicting the Nifty 50 Index by using 8 Supervised Machine Learning Models. The techniques used for empirical study are Adaptive Boost (AdaBoost), k-Nearest Neighbors (kNN), Linear Regression (LR), Artificial Neural…

Statistical Finance · Quantitative Finance 2022-02-21 Gurjeet Singh

Financial markets are integral to a country's economic success, yet their complex nature raises challenging issues for predicting their behaviors. There is a growing demand for an integrated system that explores the vast and diverse data in…

Statistical Finance · Quantitative Finance 2024-12-10 Ali Abrishami , Jafar Habibi , AmirAli Jarrahi , Dariush Amiri , MohammadAmin Fazli

The requirement that planetary systems be dynamically stable is often used to vet new discoveries or set limits on unconstrained masses or orbital elements. This is typically carried out via computationally expensive N-body simulations. We…

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Statistical Finance · Quantitative Finance 2022-09-27 Chen Zhang

Predicting stock price movements is a pivotal element of investment strategy, providing insights into potential trends and market volatility. This study specifically examines the predictive capacity of historical stock prices and technical…

Computational Engineering, Finance, and Science · Computer Science 2024-04-17 Morteza Maleki

Survival regression is used to estimate the relation between time-to-event and feature variables, and is important in application domains such as medicine, marketing, risk management and sales management. Nonlinear tree based machine…

Machine Learning · Computer Science 2021-08-24 Avinash Barnwal , Hyunsu Cho , Toby Dylan Hocking

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

Despite the efficient market hypothesis, many studies suggest the existence of inefficiencies in the stock market leading to the development of techniques to gain above-market returns. Systematic trading has undergone significant advances…

Statistical Finance · Quantitative Finance 2024-04-09 Sungwoo Kang , Jong-Kook Kim

With the heightened volatility in stock prices during the Covid-19 pandemic, the need for price forecasting has become more critical. We investigated the forecast performance of four models including Long-Short Term Memory, XGBoost,…

Statistical Finance · Quantitative Finance 2021-05-07 Navid Mottaghi , Sara Farhangdoost

Quantitative trading strategies rely on accurately ranking stocks to identify profitable investments. Effective portfolio management requires models that can reliably order future stock returns. Transformer models are promising for…

Machine Learning · Computer Science 2025-10-17 Jan Kwiatkowski , Jarosław A. Chudziak

Nowadays, Breast cancer has risen to become one of the most prominent causes of death in recent years. Among all malignancies, this is the most frequent and the major cause of death for women globally. Manually diagnosing this disease…

Machine Learning · Computer Science 2022-07-01 Taminul Islam , Arindom Kundu , Nazmul Islam Khan , Choyon Chandra Bonik , Flora Akter , Md Jihadul Islam

School dropout is a serious problem in distance learning, where early detection is crucial for effective intervention and student perseverance. Predicting student dropout using available educational data is a widely researched topic in…

Artificial Intelligence · Computer Science 2025-07-15 Meriem Zerkouk , Miloud Mihoubi , Belkacem Chikhaoui

Student's mental health problems have been explored previously in higher education literature in various contexts including empirical work involving quantitative and qualitative methods. Nevertheless, comparatively few research could be…

Applications · Statistics 2022-03-01 Prathamesh Muzumdar , Ganga Prasad Basyal , Piyush Vyas