Related papers: Towards Machine Learning-based Fish Stock Assessme…

The prediction of stock prices is an important task in economics, investment and making financial decisions. This has, for decades, spurred the interest of many researchers to make focused contributions to the design of accurate stock price…

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

The stock assessment model SAM contains a large number of age-dependent parameters that must be manually grouped together to obtain robust inference. This can make the model selection process slow, non-extensive and highly subjective, while…

As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

An emerging approach to data-limited fisheries stock assessment uses hierarchical multi-stock assessment models to group stocks together, sharing information from data-rich to data-poor stocks. In this paper, we simulate data-rich and…

The stock market has been established since the 13th century, but in the current epoch of time, it is substantially more practicable to anticipate the stock market than it was at any other point in time due to the tools and data that are…

Effective management of recreational fisheries requires accurate forecasting of future harvests and real-time monitoring of ongoing harvests. Traditional methods that rely on historical catch data to predict short-term harvests can be…

Machine learning techniques play an important role in analyzing spectral data. The spectral data of fish biomass is useful in fish production, as it carries many important chemistry properties of fish meat. However, it is challenging for…

This paper proposes a novel stock selection strategy framework based on combined machine learning algorithms. Two types of weighting methods for three representative machine learning algorithms are developed to predict the returns of the…

It involves the completely novel ways of integrating ML algorithms with traditional statistical modelling that has changed the way we analyze data, do predictive analytics or make decisions in the fields of the data. In this paper, we study…

In marine management, fish stocks are often managed on a stock-by-stock basis using single-species models. Many of these models are based upon statistical techniques and are good at assessing the current state and making short-term…

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Data used in stock assessment models result from combinations of biological, ecological, fishery, and sampling processes. Since different types of errors propagate through these processes it can be difficult to identify a particular family…

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)…

Tree-boosting is a widely used machine learning technique for tabular data. However, its out-of-sample accuracy is critically dependent on multiple hyperparameters. In this article, we empirically compare several popular methods for…

This paper proposes a hybrid framework combining LSTM (Long Short-Term Memory) networks with LightGBM and CatBoost for stock price prediction. The framework processes time-series financial data and evaluates performance using seven models:…

Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to…

We construct the maximally predictable portfolio (MPP) of stocks using machine learning. Solving for the optimal constrained weights in the multi-asset MPP gives portfolios with a high monthly coefficient of determination, given the sample…

Data augmentation methods in combination with deep neural networks have been used extensively in computer vision on classification tasks, achieving great success; however, their use in time series classification is still at an early stage.…