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Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable market rules from large amounts of market data. However,…

Trading and Market Microstructure · Quantitative Finance 2020-12-21 Katsuya Ito , Kentaro Minami , Kentaro Imajo , Kei Nakagawa

Social bots have become widely known by users of social platforms. To prevent social bots from spreading harmful speech, many novel bot detections are proposed. However, with the evolution of social bots, detection methods struggle to give…

Social and Information Networks · Computer Science 2025-03-07 Tao Yang , Yang Hu , Feihong Lu , Ziwei Zhang , Qingyun Sun , Jianxin Li

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar

Quantifying uncertainties for machine learning models is a critical step to reduce human verification effort by detecting predictions with low confidence. This paper proposes a method for uncertainty quantification (UQ) of table structure…

Computer Vision and Pattern Recognition · Computer Science 2024-07-03 Kehinde Ajayi , Leizhen Zhang , Yi He , Jian Wu

Sub-new stock price prediction, forecasting the price trends of stocks listed less than one year, is crucial for effective quantitative trading. While deep learning methods have demonstrated effectiveness in predicting old stock prices,…

Computational Engineering, Finance, and Science · Computer Science 2023-08-23 Linghao Wang , Zhen Liu , Peitian Ma , Qianli Ma

The tracking-by-detection paradigm is the mainstream in multi-object tracking, associating tracks to the predictions of an object detector. Although exhibiting uncertainty through a confidence score, these predictions do not capture the…

Computer Vision and Pattern Recognition · Computer Science 2024-09-02 Edgardo Solano-Carrillo , Felix Sattler , Antje Alex , Alexander Klein , Bruno Pereira Costa , Angel Bueno Rodriguez , Jannis Stoppe

Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial…

Machine Learning · Computer Science 2024-04-11 Nikola Milosevic

Trainable evaluation metrics for machine translation (MT) exhibit strong correlation with human judgements, but they are often hard to interpret and might produce unreliable scores under noisy or out-of-domain data. Recent work has…

Computation and Language · Computer Science 2022-12-01 Chrysoula Zerva , Taisiya Glushkova , Ricardo Rei , André F. T. Martins

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

Algorithmic transparency entails exposing system properties to various stakeholders for purposes that include understanding, improving, and contesting predictions. Until now, most research into algorithmic transparency has predominantly…

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

The growing uncertainty from renewable power and electricity demand brings significant challenges to unit commitment (UC). While various advanced forecasting and optimization methods have been developed to predict better and address this…

Optimization and Control · Mathematics 2025-09-30 Rui Xie , Yue Chen , Pierre Pinson

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate…

Statistical Finance · Quantitative Finance 2025-08-27 Peng Zhu , Yuante Li , Yifan Hu , Sheng Xiang , Qinyuan Liu , Dawei Cheng , Yuqi Liang

Human motion prediction is essential for tasks such as human motion analysis and human-robot interactions. Most existing approaches have been proposed to realize motion prediction. However, they ignore an important task, the evaluation of…

Computer Vision and Pattern Recognition · Computer Science 2021-07-09 Pengxiang Ding , Jianqin Yin

Current person image retrieval methods have achieved great improvements in accuracy metrics. However, they rarely describe the reliability of the prediction. In this paper, we propose an Uncertainty-Aware Learning (UAL) method to remedy…

Computer Vision and Pattern Recognition · Computer Science 2022-10-25 Zhaopeng Dou , Zhongdao Wang , Weihua Chen , Yali Li , Shengjin Wang

Several neural-based metrics have been recently proposed to evaluate machine translation quality. However, all of them resort to point estimates, which provide limited information at segment level. This is made worse as they are trained on…

Computation and Language · Computer Science 2022-03-28 Taisiya Glushkova , Chrysoula Zerva , Ricardo Rei , André F. T. Martins

Despite the strong predictive performance of deep learning models for traffic prediction, their widespread deployment in real-world intelligent transportation systems has been restrained by a lack of interpretability. Uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2023-08-14 Alexander Timans , Nina Wiedemann , Nishant Kumar , Ye Hong , Martin Raubal

Interest has been growing in decision-focused machine learning methods which train models to account for how their predictions are used in downstream optimization problems. Doing so can often improve performance on subsequent decision…

Machine Learning · Computer Science 2025-03-03 Santiago Cortes-Gomez , Carlos Patiño , Yewon Byun , Steven Wu , Eric Horvitz , Bryan Wilder

This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…

Systems and Control · Computer Science 2018-04-27 Monimoy Bujarbaruah , Xiaojing Zhang , Ugo Rosolia , Francesco Borrelli
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