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Traditional gradient boosting algorithms employ static tree structures with fixed splitting criteria that remain unchanged throughout training, limiting their ability to adapt to evolving gradient distributions and problem-specific…

Machine Learning · Computer Science 2025-11-18 Boris Kriuk

AI methods referred to as interpretable are often discredited as inaccurate by supporters of the existence of a trade-off between interpretability and accuracy. In many problem contexts however this trade-off does not hold. This paper…

Machine Learning · Computer Science 2023-05-10 Mobyen Uddin Ahmed , Shaibal Barua , Shahina Begum , Mir Riyanul Islam , Rosina O Weber

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

Computational Engineering, Finance, and Science · Computer Science 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent

Share valuations are known to adjust to new information entering the market, such as regulatory disclosures. We study whether the language of such news items can improve short-term and especially long-term (24 months) forecasts of stock…

Applications · Statistics 2018-06-27 Stefan Feuerriegel , Julius Gordon

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

The use of machine learning for statistical modeling (and thus, generative modeling) has grown in popularity with the proliferation of time series models, text-to-image models, and especially large language models. Fundamentally, the goal…

Statistical Finance · Quantitative Finance 2024-08-06 Achintya Gopal

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

This paper presents a machine learning framework for electricity demand forecasting across diverse geographical regions using the gradient boosting algorithm XGBoost. The model integrates historical electricity demand and comprehensive…

Machine Learning · Computer Science 2025-10-10 Kevin Steijn , Vamsi Priya Goli , Enrico Antonini

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

The present study examines the effectiveness of applying Artificial Intelligence methods in an automotive production environment to predict unknown lead times in a non-cycle-controlled production area. Data structures are analyzed to…

Machine Learning · Computer Science 2025-01-16 Cornelius Hake , Jonas Weigele , Frederik Reichert , Christian Friedrich

Traffic forecasting is vital for Intelligent Transportation Systems, for which Machine Learning (ML) methods have been extensively explored to develop data-driven Artificial Intelligence (AI) solutions. Recent research focuses on modelling…

Machine Learning · Computer Science 2025-05-01 Xiao Zheng , Saeed Asadi Bagloee , Majid Sarvi

It becomes a significant challenge to predict customer behavior and retain an existing customer with the rapid growth of digitization which opens up more opportunities for customers to choose from subscription-based products and services…

Machine Learning · Computer Science 2023-03-03 Jitendra Maan , Harsh Maan

The domain of hedge fund investments is undergoing significant transformation, influenced by the rapid expansion of data availability and the advancement of analytical technologies. This study explores the enhancement of hedge fund…

Statistical Finance · Quantitative Finance 2024-12-17 Siqiao Zhao , Dan Wang , Raphael Douady

The stock market has been established since the 13th century, but in the current epoch of time, it is substantially more practicable to anticipate the stock market than it was at any other point in time due to the tools and data that are…

Statistical Finance · Quantitative Finance 2023-10-27 Ryan Chipwanya

Understanding the dynamics of momentum and game fluctuation in tennis matches is cru-cial for predicting match outcomes and enhancing player performance. In this study, we present a comprehensive analysis of these factors using a dataset…

Machine Learning · Computer Science 2024-05-14 Wankang Zhai , Yuhan Wang

Cardiovascular disease remains a leading cause of mortality in the contemporary world. Its association with smoking, elevated blood pressure, and cholesterol levels underscores the significance of these risk factors. This study addresses…

Machine Learning · Computer Science 2023-11-02 Jonayet Miah , Duc M Ca , Md Abu Sayed , Ehsanur Rashid Lipu , Fuad Mahmud , S M Yasir Arafat

Neural networks have proved to be very robust at processing unstructured data like images, text, videos, and audio. However, it has been observed that their performance is not up to the mark in tabular data; hence tree-based models are…

Machine Learning · Computer Science 2022-04-25 Tushar Sarkar

In the current world, the Internet is being used almost everywhere. With the rise of IoT technology, which is one of the most used technologies, billions of IoT devices are interconnected over the Internet. However, DoS/DDoS attacks are the…

Cryptography and Security · Computer Science 2021-10-29 Alireza Seifousadati , Saeid Ghasemshirazi , Mohammad Fathian

This paper compares the performance of various data processing methods in terms of predictive performance for structured data. This paper also seeks to identify and recommend preprocessing methodologies for tree-based binary classification…

Methodology · Statistics 2023-02-27 Tosan Johnson , Alice J. Liu , Syed Raza , Aaron McGuire

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

Statistical Finance · Quantitative Finance 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh