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Dynamic network analysis has found an increasing interest in the literature because of the importance of different kinds of dynamic social networks, biological networks, and economic networks. Most available probability and statistical…

Methodology · Statistics 2017-10-18 Elynn Yi Chen , Rong Chen

We introduce DeepGLEAM, a hybrid model for COVID-19 forecasting. DeepGLEAM combines a mechanistic stochastic simulation model GLEAM with deep learning. It uses deep learning to learn the correction terms from GLEAM, which leads to improved…

Machine Learning · Computer Science 2021-03-24 Dongxia Wu , Liyao Gao , Xinyue Xiong , Matteo Chinazzi , Alessandro Vespignani , Yi-An Ma , Rose Yu

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

In 2020, covid-19 virus had reached more than 200 countries. Till December 20th 2021, 221 nations in the world had collectively reported 275M confirmed cases of covid-19 & total death toll of 5.37M. Many countries which include United…

Computers and Society · Computer Science 2022-08-02 Mredulraj S. Pandianchery , Gopalakrishnan E. A , Sowmya V , Vinayakumar Ravi , Soman K. P

We present a timely and novel methodology that combines disease estimates from mechanistic models with digital traces, via interpretable machine-learning methodologies, to reliably forecast COVID-19 activity in Chinese provinces in…

Interpretable machine learning plays a key role in healthcare because it is challenging in understanding feature importance in deep learning model predictions. We propose a novel framework that uses deep learning to study feature…

Machine Learning · Computer Science 2022-10-10 Md Khairul Islam , Di Zhu , Yingzheng Liu , Andrej Erkelens , Nick Daniello , Judy Fox

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

The COVID-19 related lockdown measures offer a unique opportunity to understand how changes in economic activity and traffic affect ambient air quality and how much pollution reduction potential can the society offer through digitalization…

Machine Learning · Computer Science 2021-03-29 Johanna Einsiedler , Yun Cheng , Franz Papst , Olga Saukh

Since March 25, 2020, India had been under a nation-wide lockdown announced as a response to the spread of SARS-CoV-2 and COVID-19 and has resorted to a process of 'unlocking' the lockdown over the past couple of months. This work attempts…

Statistical Finance · Quantitative Finance 2020-10-02 Indrajit Banerjee , Atul Kumar , Rupam Bhattacharyya

Social scientists and psychologists take interest in understanding how people express emotions and sentiments when dealing with catastrophic events such as natural disasters, political unrest, and terrorism. The COVID-19 pandemic is a…

Computation and Language · Computer Science 2021-09-15 Rohitash Chandra , Aswin Krishna

We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms by which the evolutions of the various…

Economics · Quantitative Finance 2016-09-20 Michele Caraglio , Fulvio Baldovin , Attilio L. Stella

This paper uses standard and penalized logistic regression models to predict the Great Recession and the Covid-19 recession in the US in real time. It examines the predictability of various macroeconomic and financial indicators with…

Econometrics · Economics 2024-05-27 Seulki Chung

COVID-19 as a global pandemic causes a massive disruption to social stability that threatens human life and the economy. Policymakers and all elements of society must deliver measurable actions based on the pandemic's severity to minimize…

Social and Information Networks · Computer Science 2024-06-12 Shuo Yu , Feng Xia , Yueru Wang , Shihao Li , Falih Febrinanto , Madhu Chetty

The World Health Organization (WHO) announced that COVID-19 was a pandemic disease on the 11th of March as there were 118K cases in several countries and territories. Numerous researchers worked on forecasting the number of confirmed cases…

Machine Learning · Computer Science 2020-11-10 Hoang Long Nguyen , Zhenhe Pan , Hashim Abu-gellban , Fang Jin , Yuanlin Zhang

In general, traders test their trading strategies by applying them on the historical market data (backtesting), and then apply to the future trades the strategy that achieved the maximum profit on such past data. In this paper, we propose a…

Trading and Market Microstructure · Quantitative Finance 2022-10-24 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub

Supply chain resilience and efficiency are vital in industries characterized by volatile demand and uncertain supply, such as textiles and personal protective equipment (PPE). Traditional forecasting and optimization approaches often…

Social turbulence can affect people financial decisions, causing changes in spending and saving. During a global turbulence as significant as the COVID-19 pandemic, such changes are inevitable. Here we examine how the effects of COVID-19 on…

Machine Learning · Computer Science 2023-01-27 Palina Niamkova , Rafael Moreira

We investigate ensembling techniques in forecasting and examine their potential for use in nonseasonal time-series similar to those in the early days of the COVID-19 pandemic. Developing improved forecast methods is essential as they…

Machine Learning · Computer Science 2022-01-04 Pieter Cawood , Terence L. van Zyl

Time series forecasting in the air cargo industry presents unique challenges due to volatile market dynamics and the significant impact of accurate forecasts on generated revenue. This paper explores a comprehensive approach to demand…

Machine Learning · Computer Science 2024-08-15 Abhinav Garg , Naman Shukla , Maarten Wormer

We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as…

Computational Finance · Quantitative Finance 2020-01-24 Zihao Zhang , Stefan Zohren , Stephen Roberts