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Fast and accurate treatment of collisions in the context of modern N-body planet formation simulations remains a challenging task due to inherently complex collision processes. We aim to tackle this problem with machine learning (ML), in…

Earth and Planetary Astrophysics · Physics 2022-10-26 Philip M. Winter , Christoph Burger , Sebastian Lehner , Johannes Kofler , Thomas I. Maindl , Christoph M. Schäfer

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

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

Liquidation is the process of selling a large number of shares of one stock sequentially within a given time frame, taking into consideration the costs arising from market impact and a trader's risk aversion. The main challenge in…

Trading and Market Microstructure · Quantitative Finance 2019-06-27 Wenhang Bao , Xiao-yang Liu

In recent years, quantitative investment methods combined with artificial intelligence have attracted more and more attention from investors and researchers. Existing related methods based on the supervised learning are not very suitable…

Machine Learning · Computer Science 2021-05-11 Sihang Chen , Weiqi Luo , Chao Yu

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

This paper addresses the critical disconnect between prediction and decision quality in portfolio optimization by integrating Large Language Models (LLMs) with decision-focused learning. We demonstrate both theoretically and empirically…

Portfolio Management · Quantitative Finance 2025-02-04 Yoontae Hwang , Yaxuan Kong , Stefan Zohren , Yongjae Lee

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

In many large scale distributed systems and on the web, agents need to interact with other unknown agents to carry out some tasks or transactions. The ability to reason about and assess the potential risks in carrying out such transactions…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-02 Xin Liu , Gilles Tredan , Anwitaman Datta

Towards the network innovation, the Beyond Five-Generation (B5G) networks envision the use of machine learning (ML) methods to predict the network conditions and performance indicators in order to best make decisions and allocate resources.…

Networking and Internet Architecture · Computer Science 2021-04-20 Lucas Fernando Alvarenga e Silva , Bruno Yuji Lino Kimura , Jurandy Almeida

We inspect how accurate machine learning (ML) is at forecasting realized variance of the Dow Jones Industrial Average index constituents. We compare several ML algorithms, including regularization, regression trees, and neural networks, to…

Econometrics · Economics 2026-01-21 Kim Christensen , Mathias Siggaard , Bezirgen Veliyev

Forecasts of future events are essential inputs into informed decision-making. Machine learning (ML) systems have the potential to deliver forecasts at scale, but there is no framework for evaluating the accuracy of ML systems on a…

Machine Learning · Computer Science 2025-03-03 Ezra Karger , Houtan Bastani , Chen Yueh-Han , Zachary Jacobs , Danny Halawi , Fred Zhang , Philip E. Tetlock

Mitral Transcatheter Edge-to-Edge Repair (mTEER) is a medical procedure utilized for the treatment of mitral valve disorders. However, predicting the outcome of the procedure poses a significant challenge. This paper makes the first attempt…

Image and Video Processing · Electrical Eng. & Systems 2024-01-25 Tejas Vyas , Mohsena Chowdhury , Xiaojiao Xiao , Mathias Claeys , Géraldine Ong , Guanghui Wang

Strategic planning in a corporate environment is often based on experience and intuition, although internal data is usually available and can be a valuable source of information. Predicting merger & acquisition (M&A) events is at the heart…

Applications · Statistics 2022-04-26 Kainat Khowaja , Danial Saef , Sergej Sizov , Wolfgang Karl Härdle

Machine Learning (ML) inspired algorithms provide a flexible set of tools for analyzing and forecasting chaotic dynamical systems. We here analyze the performance of one algorithm for the prediction of extreme events in the two-dimensional…

Machine Learning · Computer Science 2020-02-25 Martin Lellep , Jonathan Prexl , Moritz Linkmann , Bruno Eckhardt

We revisit the online dynamic acknowledgment problem. In the problem, a sequence of requests arrive over time to be acknowledged, and all outstanding requests can be satisfied simultaneously by one acknowledgement. The goal of the problem…

Data Structures and Algorithms · Computer Science 2023-05-30 Sungjin Im , Benjamin Moseley , Chenyang Xu , Ruilong Zhang

Machine learning (ML) has revolutionized medical prognostics by integrating advanced algorithms with clinical data to enhance disease prediction, risk assessment, and patient outcome forecasting. This comprehensive review critically…

Machine Learning · Computer Science 2024-08-06 Michael Fascia

Many existing digital triage systems are questionnaire-based, guiding patients to appropriate care levels based on information (e.g., symptoms, medical history, and urgency) provided by the patients answering questionnaires. Such a system…

Artificial Intelligence · Computer Science 2025-04-17 Sofia Krylova , Fabian Schmidt , Vladimir Vlassov

Tail risk protection is in the focus of the financial industry and requires solid mathematical and statistical tools, especially when a trading strategy is derived. Recent hype driven by machine learning (ML) mechanisms has raised the…

Risk Management · Quantitative Finance 2021-08-25 Bruno Spilak , Wolfgang Karl Härdle

Predicting future events is an important activity with applications across multiple fields and domains. For example, the capacity to foresee stock market trends, natural disasters, business developments, or political events can facilitate…

Computation and Language · Computer Science 2025-01-13 Petraq Nako , Adam Jatowt