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Price volatility in global food commodities is a critical signal indicating potential disruptions in the food market. Understanding forthcoming changes in these prices is essential for bolstering food security, particularly for nations at…

Machine Learning · Computer Science 2024-07-02 Sydney Balboni , Grace Ivey , Brett Storoe , John Cisler , Tyge Plater , Caitlyn Grant , Ella Bruce , Benjamin Paulson

This paper explores the application of Machine Learning techniques for pricing high-dimensional options within the framework of the Uncertain Volatility Model (UVM). The UVM is a robust framework that accounts for the inherent…

Computational Finance · Quantitative Finance 2025-06-06 Ludovic Goudenege , Andrea Molent , Antonino Zanette

Due to imprecision and uncertainties in predicting real world problems, artificial neural network (ANN) techniques have become increasingly useful for modeling and optimization. This paper presents an artificial neural network approach for…

Neural and Evolutionary Computing · Computer Science 2014-12-09 Hasan M. H. Owda , Babatunji Omoniwa , Ahmad R. Shahid , Sheikh Ziauddin

This study looks for signals of economic awareness on online social media and tests their significance in economic predictions. The study analyses, over a period of two years, the relationship between the West Texas Intermediate daily crude…

General Economics · Economics 2021-05-20 M. Elshendy , A. Fronzetti Colladon , E. Battistoni , P. A. Gloor

Establishing accurate field development parameters to optimize long-term oil production takes time and effort due to the complexity of oil well development, and the uncertainty in estimating long-term well production. Traditionally, oil and…

Machine Learning · Computer Science 2024-02-27 Anjie Liu , Jinglang W. Sun , Anh Ngo , Ademide O. Mabadeje , Jose L. Hernandez-Mejia

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

Statistical Finance · Quantitative Finance 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

To pricing health insurance plan, statisticians use mathematical models to predict customers' future health condition. General Addictive Model (GAM) is a wide accepted method for this problem. However, it have several limitations. To solve…

Applications · Statistics 2013-07-25 Guanxi Zhuang

There has been much interest in accurate cryptocurrency price forecast models by investors and researchers. Deep Learning models are prominent machine learning techniques that have transformed various fields and have shown potential for…

Machine Learning · Computer Science 2024-06-04 Jingyang Wu , Xinyi Zhang , Fangyixuan Huang , Haochen Zhou , Rohtiash Chandra

This paper presents a physics-informed neural network (PINN) approach for monitoring the health of diesel engines. The aim is to evaluate the engine dynamics, identify unknown parameters in a "mean value" model, and anticipate maintenance…

Machine Learning · Computer Science 2023-08-29 Kamaljyoti Nath , Xuhui Meng , Daniel J Smith , George Em Karniadakis

Recommender systems apply data mining techniques and prediction algorithms to predict users' interest on information, products and services among the tremendous amount of available items. The vast growth of information on the Internet as…

Information Retrieval · Computer Science 2016-11-25 Dhoha Almazro , Ghadeer Shahatah , Lamia Albdulkarim , Mona Kherees , Romy Martinez , William Nzoukou

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique,…

Applications · Statistics 2022-04-07 Jesus Lago , Grzegorz Marcjasz , Bart De Schutter , Rafał Weron

In this paper we have focused a variety of techniques, approaches and different areas of the research which are helpful and marked as the important field of data mining Technologies. As we are aware that many Multinational companies and…

Databases · Computer Science 2012-11-27 Neelamadhab Padhy , Dr. Pragnyaban Mishra , Rasmita Panigrahi

Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data.…

Statistical Finance · Quantitative Finance 2018-08-28 Christian Kleiber

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…

Statistical Finance · Quantitative Finance 2026-03-10 Yuanhong Wu , Wei Ye , Jingyan Xu , D. Frank Hsu

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

Statistical Finance · Quantitative Finance 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

This paper leverages machine learning algorithms to forecast and analyze financial time series. The process begins with a denoising autoencoder to filter out random noise fluctuations from the main contract price data. Then, one-dimensional…

Machine Learning · Computer Science 2025-07-22 Zhuohuan Hu , Richard Yu , Zizhou Zhang , Haoran Zheng , Qianying Liu , Yining Zhou

Iran, endowed with abundant hydrocarbon resources, plays a crucial role in the global energy landscape. Gasoline, as a critical fuel, significantly supports the nation's transportation sector. Accurate forecasting of gasoline consumption is…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Mahmoud Ranjbar , Mohammad Rahimzadeh

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

Stock market price prediction is a significant interdisciplinary research domain that depends at the intersection of finance, statistics, and economics. Forecasting Accurately predicting stock prices has always been a focal point for…

Artificial Intelligence · Computer Science 2026-01-19 Navin Chhibber , Sunil Khemka , Navneet Kumar Tyagi , Rohit Tewari , Bireswar Banerjee , Piyush Ranjan

Many real world data mining applications involve obtaining predictive models using data sets with strongly imbalanced distributions of the target variable. Frequently, the least common values of this target variable are associated with…

Machine Learning · Computer Science 2015-05-14 Paula Branco , Luis Torgo , Rita Ribeiro