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Predicting stock prices presents a challenging research problem due to the inherent volatility and non-linear nature of the stock market. In recent years, knowledge-enhanced stock price prediction methods have shown groundbreaking results…

Statistical Finance · Quantitative Finance 2023-08-10 Liping Wang , Jiawei Li , Lifan Zhao , Zhizhuo Kou , Xiaohan Wang , Xinyi Zhu , Hao Wang , Yanyan Shen , Lei Chen

We develop a deep learning model of multi-period mortgage risk and use it to analyze an unprecedented dataset of origination and monthly performance records for over 120 million mortgages originated across the US between 1995 and 2014. Our…

Statistical Finance · Quantitative Finance 2018-03-13 Justin Sirignano , Apaar Sadhwani , Kay Giesecke

Most existing automatic house price estimation systems rely only on some textual data like its neighborhood area and the number of rooms. The final price is estimated by a human agent who visits the house and assesses it visually. In this…

Computer Vision and Pattern Recognition · Computer Science 2016-09-28 Eman Ahmed , Mohamed Moustafa

Online real-estate information systems such as Zillow and Trulia have gained increasing popularity in recent years. One important feature offered by these systems is the online home price estimate through automated data-intensive…

Computational Engineering, Finance, and Science · Computer Science 2018-03-05 Bang Liu , Borislav Mavrin , Di Niu , Linglong Kong

In this paper, we conduct a systematic large-scale analysis of order book-driven predictability in high-frequency returns by leveraging deep learning techniques. First, we introduce a new and robust representation of the order book, the…

Computational Finance · Quantitative Finance 2023-10-10 Lorenzo Lucchese , Mikko Pakkanen , Almut Veraart

The use of Artificial Intelligence (AI) in the real estate market has been growing in recent years. In this paper, we propose a new method for property valuation that utilizes self-supervised vision transformers, a recent breakthrough in…

Computer Vision and Pattern Recognition · Computer Science 2023-02-02 Mahdieh Yazdani , Maziar Raissi

Whether or not stocks are predictable has been a topic of concern for decades.The efficient market hypothesis (EMH) says that it is difficult for investors to make extra profits by predicting stock prices, but this may not be true,…

Numerical Analysis · Mathematics 2023-07-07 Yueshan Chen , Xingyu Xu , Tian Lan , Sihai Zhang

Given the growing amount of industrial data spaces worldwide, deep learning solutions have become popular for predictive maintenance, which monitor assets to optimise maintenance tasks. Choosing the most suitable architecture for each…

Machine Learning · Computer Science 2020-10-08 Oscar Serradilla , Ekhi Zugasti , Urko Zurutuza

Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines increasingly participate in balancing markets. However, real-time…

Computational Finance · Quantitative Finance 2026-05-12 Runyao Yu , Julia Lin , Derek W. Bunn , Jochen Stiasny , Wentao Wang , Yujie Chen , Tara Esterl , Peter Palensky , Jochen L. Cremer

We analyze the French housing market prices in the period 1970-2022, with high-resolution data from 2018 to 2022. The spatial correlation of the observed price field exhibits logarithmic decay characteristic of the two-dimensional random…

Statistical Mechanics · Physics 2025-03-28 Antoine-Cyrus Becharat , Michael Benzaquen , Jean-Philippe Bouchaud

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

Statistical Finance · Quantitative Finance 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

The increasingly populated cities of the 21st Century face the challenge of being sustainable and resilient spaces for their inhabitants. However, climate change, among other problems, makes these objectives difficult to achieve. The Urban…

Machine Learning · Computer Science 2024-11-06 Iñigo Delgado-Enales , Joshua Lizundia-Loiola , Patricia Molina-Costa , Javier Del Ser

Demand forecasting in the online fashion industry is particularly amendable to global, data-driven forecasting models because of the industry's set of particular challenges. These include the volume of data, the irregularity, the high…

The recent development of advanced machine learning methods for hybrid models has greatly addressed the need for the correct prediction of electrical prices. This method combines AlexNet and LSTM algorithms, which are used to introduce a…

Determining the poverty levels of various regions throughout the world is crucial in identifying interventions for poverty reduction initiatives and directing resources fairly. However, reliable data on global economic livelihoods is hard…

Computer Vision and Pattern Recognition · Computer Science 2021-12-02 Varun Chitturi , Zaid Nabulsi

This paper aims to enrich the capabilities of existing deep learning-based automated valuation models through an efficient graph representation of peer dependencies, thus capturing intricate spatial relationships. In particular, we develop…

Machine Learning · Computer Science 2024-05-13 Enrique Riveros , Carla Vairetti , Christian Wegmann , Santiago Truffa , Sebastián Maldonado

Electricity is one of the mandatory commodities for mankind today. To address challenges and issues in the transmission of electricity through the traditional grid, the concepts of smart grids and demand response have been developed. In…

Model-based methods for recommender systems have been studied extensively in recent years. In systems with large corpus, however, the calculation cost for the learnt model to predict all user-item preferences is tremendous, which makes full…

Machine Learning · Statistics 2018-12-24 Han Zhu , Xiang Li , Pengye Zhang , Guozheng Li , Jie He , Han Li , Kun Gai

The emergence of real-time auction in online advertising has drawn huge attention of modeling the market competition, i.e., bid landscape forecasting. The problem is formulated as to forecast the probability distribution of market price for…

Information Retrieval · Computer Science 2019-05-14 Kan Ren , Jiarui Qin , Lei Zheng , Zhengyu Yang , Weinan Zhang , Yong Yu

We consider a dynamic pricing problem where customer response to the current price is impacted by the customer price expectation, aka reference price. We study a simple and novel reference price mechanism where reference price is the…

Machine Learning · Computer Science 2024-07-23 Shipra Agrawal , Wei Tang