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Electricity prices strongly depend on seasonality of different time scales, therefore any forecasting of electricity prices has to account for it. Neural networks have proven successful in short-term price-forecasting, but complicated…

Applications · Statistics 2022-02-03 Andreas Wagner , Enislay Ramentol , Florian Schirra , Hendrik Michaeli

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

Uplift is a particular case of individual treatment effect modeling. Such models deal with cause-and-effect inference for a specific factor, such as a marketing intervention. In practice, these models are built on customer data who…

Machine Learning · Statistics 2020-11-03 Belbahri Mouloud , Gandouet Olivier , Kazma Ghaith

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

Machine Learning · Computer Science 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

Using the latest observational data, we constrain the inflationary dynamics and the subsequent reheating epoch. Predictions for both phases can be significantly improved by employing numerically computed results compared to the slow-roll…

General Relativity and Quantum Cosmology · Physics 2026-01-29 Ying-Ying Ye , Bao-Min Gu

Weather forecasting is an essential task to tackle global climate change. Weather forecasting requires the analysis of multivariate data generated by heterogeneous meteorological sensors. These sensors comprise of ground-based sensors,…

Machine Learning · Computer Science 2023-02-16 Gaganpreet Singh , Surya Durbha , Shreelakshmi C R

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

Methodology · Statistics 2021-08-02 Amanda Lenzi , Julie Bessac , Johann Rudi , Michael L. Stein

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang

Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…

Machine Learning · Computer Science 2023-12-08 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

Electricity load forecasting plays an important role in the energy planning such as generation and distribution. However, the nonlinearity and dynamic uncertainties in the smart grid environment are the main obstacles in forecasting…

Neural and Evolutionary Computing · Computer Science 2018-11-09 Faisal Mohammad , Ki Boem Lee , Young-Chon Kim

As we deal with the effects of climate change and the increase of global atmospheric temperatures, the accurate tracking and prediction of ice layers within polar ice sheets grows in importance. Studying these ice layers reveals climate…

Machine Learning · Computer Science 2023-06-27 Benjamin Zalatan , Maryam Rahnemoonfar

Machine learning inference is becoming a core building block for interactive web applications. As a result, the underlying model serving systems on which these applications depend must consistently meet low latency targets. Existing model…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-27 Arpan Gujarati , Reza Karimi , Safya Alzayat , Wei Hao , Antoine Kaufmann , Ymir Vigfusson , Jonathan Mace

Deep networks are now able to achieve human-level performance on a broad spectrum of recognition tasks. Independently, neuromorphic computing has now demonstrated unprecedented energy-efficiency through a new chip architecture based on…

We use deep neural networks to estimate an asset pricing model for individual stock returns that takes advantage of the vast amount of conditioning information, while keeping a fully flexible form and accounting for time-variation. The key…

Statistical Finance · Quantitative Finance 2021-08-12 Luyang Chen , Markus Pelger , Jason Zhu

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

Inflation is one of the most important economic indicators closely watched by both public institutions and private agents. This study compares the performance of a traditional econometric model, Mixed Data Sampling regression, with one of…

Econometrics · Economics 2024-07-12 Adam Bahelka , Harmen de Weerd

Emerging applications such as Deep Learning are often data-driven, thus traditional approaches based on auto-tuners are not performance effective across the wide range of inputs used in practice. In the present paper, we start an…

Machine Learning · Computer Science 2022-12-12 Damiano Perri , Paolo Sylos Labini , Osvaldo Gervasi , Sergio Tasso , Flavio Vella

Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence…

Machine Learning · Computer Science 2022-02-15 Li Shen , Yangzhu Wang

We study the performance of transformer architectures for multivariate time-series forecasting in low-data regimes consisting of only a few years of daily observations. Using synthetically generated processes with known temporal and…

Machine Learning · Computer Science 2026-02-11 Cyril Garcia , Guillaume Remy