Related papers: Feature Selection with Annealing for Forecasting F…
We propose a new ensemble prediction method, Random Subset Averaging (RSA), tailored for settings with many covariates, particularly in the presence of strong correlations. RSA constructs candidate models via binomial random subset strategy…
The amount of data for machine learning (ML) applications is constantly growing. Not only the number of observations, especially the number of measured variables (features) increases with ongoing digitization. Selecting the most appropriate…
This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…
Recent methods for long-tailed instance segmentation still struggle on rare object classes with few training data. We propose a simple yet effective method, Feature Augmentation and Sampling Adaptation (FASA), that addresses the data…
We determine the number of statistically significant factors in a forecast model using a random matrices test. The applied forecast model is of the type of Reduced Rank Regression (RRR), in particular, we chose a flavor which can be seen as…
Learner Performance-based Behavior using Simulated Annealing (LPBSA) is an improvement of the Learner Performance-based Behavior (LPB) algorithm. LPBSA, like LPB, has been proven to deal with single and complex problems. Simulated Annealing…
Several AutoML approaches have been proposed to automate the machine learning (ML) process, such as searching for the ML model architectures and hyper-parameters. However, these AutoML pipelines only focus on improving the learning accuracy…
We present a machine learning framework and a new test bed for data mining from the Slurm Workload Manager for high-performance computing (HPC) clusters. The focus was to find a method for selecting features to support decisions: helping…
The Space-Weather ANalytics for Solar Flares (SWAN-SF) is a multivariate time series benchmark dataset recently created to serve the heliophysics community as a testbed for solar flare forecasting models. SWAN-SF contains 54 unique…
In machine learning, the process of feature selection involves finding a reduced subset of features that captures most of the information required to train an accurate and efficient model. This work presents FeatureCuts, a novel feature…
The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…
Many businesses and industries require accurate forecasts for weekly time series nowadays. However, the forecasting literature does not currently provide easy-to-use, automatic, reproducible and accurate approaches dedicated to this task.…
The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…
Accurate short-term load forecasting is essential for the efficient operation of the power sector. Forecasting load at a fine granularity such as hourly loads of individual households is challenging due to higher volatility and inherent…
We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…
Large Language Model (LLM) inference systems present significant challenges in statistical performance characterization due to dynamic workload variations, diverse hardware architectures, and complex interactions between model size, batch…
Organizing and managing cryptocurrency portfolios and decision-making on transactions is crucial in this market. Optimal selection of assets is one of the main challenges that requires accurate prediction of the price of cryptocurrencies.…
With the widespread engineering applications ranging from artificial intelligence and big data decision-making, originally a lot of tedious financial data processing, processing and analysis have become more and more convenient and…
In portfolio analysis, the traditional approach of replacing population moments with sample counterparts may lead to suboptimal portfolio choices. I show that optimal portfolio weights can be estimated using a machine learning (ML)…
Feature selection plays a crucial role in improving predictive accuracy by identifying relevant features while filtering out irrelevant ones. This study investigates the importance of effective feature selection in enhancing the performance…