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Predicting drug properties is key in drug discovery to enable de-risking of assets before expensive clinical trials, and to find highly active compounds faster. Interest from the Machine Learning community has led to the release of a…

Buying a home is one of the most important buying decisions people have to make in their life. The latest research on real-estate appraisal focuses on incorporating image data in addition to structured data into the modeling process. This…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Jan-Peter Kucklick , Oliver Müller

Understanding how housing prices respond to spatial accessibility, structural attributes, and typological distinctions is central to contemporary urban research and policy. In cities marked by affordability stress and market segmentation,…

Applications · Statistics 2025-06-12 Alvaro Garcia Murga , Manuele Leonelli

Forecasting financial time series is considered to be a difficult task due to the chaotic feature of the series. Statistical approaches have shown solid results in some specific problems such as predicting market direction and single-price…

Statistical Finance · Quantitative Finance 2021-07-05 Angelo Garangau Menezes , Saulo Martiello Mastelini

We propose a gradient-based deep learning framework to calibrate the Heston option pricing model (Heston, 1993). Our neural network, henceforth deep differential network (DDN), learns both the Heston pricing formula for plain-vanilla…

Computational Finance · Quantitative Finance 2026-05-15 Giovanni Amici , Marco Morandotti , Chen Zhang

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

Stock price prediction has always been a difficult task for forecasters. Using cutting-edge deep learning techniques, stock price prediction based on investor sentiment extracted from online forums has become feasible. We propose a novel…

Machine Learning · Computer Science 2026-01-21 Huiyu Li , Junhua Hu

Deep neural networks (DNNs) have garnered significant attention in financial asset pricing, due to their strong capacity for modeling complex nonlinear relationships within financial data. However, sophisticated models are prone to…

Computational Engineering, Finance, and Science · Computer Science 2025-08-01 Che Sun

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

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Homeowners, first-time buyers, banks, governments and construction companies are highly interested in following the state of the property market. Currently, property price indexes are published several months out of date and hence do not…

Applications · Statistics 2020-09-23 Robert Miller , Phil Maguire

Geographically weighted regression (GWR) is a popular tool for modeling spatial heterogeneity in a regression model. However, the current weighting function used in GWR only considers the geographical distance, while the attribute…

Machine Learning · Computer Science 2023-05-17 Hone-Jay Chu , Po-Hung Chen , Sheng-Mao Chang , Muhammad Zeeshan Ali , Sumriti Ranjan Patra

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

Options have provided a field of much study because of the complexity involved in pricing them. The Black-Scholes equations were developed to price options but they are only valid for European styled options. There is added complexity when…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Michael Maio Pires , Tshilidzi Marwala

This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…

Statistical Finance · Quantitative Finance 2023-06-23 David Noel

Valuing residential property is inherently complex, requiring consideration of numerous environmental, economic, and property-specific factors. These complexities present significant challenges for automated valuation models (AVMs), which…

Applications · Statistics 2025-11-18 Brian O'Donovan , Andrew Finley , James Sweeney

Unfairness in mortgage lending has created generational inequality among racial and ethnic groups in the US. Many studies address this problem, but most existing work focuses on correlation-based techniques. In our work, we use the…

Machine Learning · Computer Science 2022-01-02 Sama Ghoba , Nathan Colaner

Running high-resolution physical models is computationally expensive and essential for many disciplines. Agriculture, transportation, and energy are sectors that depend on high-resolution weather models, which typically consume many hours…

Machine Learning · Computer Science 2018-08-17 Eduardo R. Rodrigues , Igor Oliveira , Renato L. F. Cunha , Marco A. S. Netto

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

The study focuses on improving the ex ante prediction accuracy assessment in the case of forecasting various house price dispersion measures in the USA. It addresses a critical gap in real estate market forecasting by proposing a novel…

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