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Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

Machine Learning · Computer Science 2022-11-14 Levente Foldesi , Matias Valdenegro-Toro

Accurate mechanisms for forecasting solar irradiance and insolation provide important information for the planning of renewable energy and agriculture projects as well as for environmental and socio-economical studies. This research…

Machine Learning · Computer Science 2021-06-15 Laura S. Hoyos-Gómez , Jose F. Ruiz-Muñoz , Belizza J. Ruiz-Mendoza

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

This paper presents a comprehensive framework for time series prediction using a hybrid model that combines ARIMA and LSTM. The model incorporates feature engineering techniques, including embedding and PCA, to transform raw data into a…

Machine Learning · Computer Science 2025-02-12 Chang Liu , Chengcheng Ma , XuanQi Zhou

Recently there has been significant research on power generation, distribution and transmission efficiency especially in the case of renewable resources. The main objective is reduction of energy losses and this requires improvements on…

Machine Learning · Statistics 2016-06-17 Stefan Hosein , Patrick Hosein

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Regional rainfall forecasting is an important issue in hydrology and meteorology. This paper aims to design an integrated tool by applying various machine learning algorithms, especially the state-of-the-art deep learning algorithms…

Machine Learning · Computer Science 2021-03-30 Ning Yu , Timothy Haskins

This report first provides a brief overview of a number of supervised learning algorithms for regression tasks. Among those are neural networks, regression trees, and the recently introduced Nexting. Nexting has been presented in the…

Machine Learning · Computer Science 2019-03-19 Michael Koller , Johannes Feldmaier , Klaus Diepold

This work proposes a machine-learning framework for modeling the error incurred by approximate solutions to parameterized dynamical systems. In particular, we extend the machine-learning error models (MLEM) framework proposed in Ref. 15 to…

Numerical Analysis · Mathematics 2020-04-22 Eric J. Parish , Kevin T. Carlberg

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…

Machine Learning · Computer Science 2023-10-18 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

This systematic review examines how machine learning (ML) and deep learning (DL) have transformed forecasting, decision-making, and financial modelling, promoting innovation and efficiency in financial systems. Following PRISMA 2020…

General Mathematics · Mathematics 2026-01-26 Soufiane El Amine El Alami , Abderazzak Mouiha , Abdelatif Hafid , Ahmed El Hilali Alaoui

Short-term traffic flow prediction is one of the crucial issues in intelligent transportation system, which is an important part of smart cities. Accurate predictions can enable both the drivers and the passengers to make better decisions…

Machine Learning · Computer Science 2019-01-31 Alireza Nejadettehad , Hamid Mahini , Behnam Bahrak

This thesis serves three primary purposes, first of which is to forecast two stocks, i.e. Goldman Sachs (GS) and General Electric (GE). In order to forecast stock prices, we used a long short-term memory (LSTM) model in which we inputted…

Trading and Market Microstructure · Quantitative Finance 2020-12-01 Hamed Vaheb

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

State-of-the-art forecasting methods using Recurrent Neural Net- works (RNN) based on Long-Short Term Memory (LSTM) cells have shown exceptional performance targeting short-horizon forecasts, e.g given a set of predictor features, forecast…

Machine Learning · Computer Science 2018-04-19 Aya Abdelsalam Ismail , Timothy Wood , Héctor Corrada Bravo

Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated…

Machine Learning · Computer Science 2025-05-28 Thanh Son Nguyen , Van Thanh Nguyen , Dang Minh Duc Nguyen

This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…

Statistical Finance · Quantitative Finance 2024-10-08 John Phan , Hung-Fu Chang

This study analyzes the transmission of market uncertainty on key European financial markets and the cryptocurrency market over an extended period, encompassing the pre, during, and post-pandemic periods. Daily financial market indices and…

Statistical Finance · Quantitative Finance 2023-07-26 Apostolos Ampountolas

We conjecture that the inherent difference in generalisation between adaptive and non-adaptive gradient methods in deep learning stems from the increased estimation noise in the flattest directions of the true loss surface. We demonstrate…

Machine Learning · Statistics 2022-03-17 Diego Granziol , Nicholas Baskerville

Accurate precipitation estimates at individual locations are crucial for weather forecasting and spatial analysis. This study presents a paradigm shift by leveraging Deep Neural Networks (DNNs) to surpass traditional methods like Kriging…

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