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We investigate the effectiveness of different machine learning methodologies in predicting economic cycles. We identify the deep learning methodology of Bi-LSTM with Autoencoder as the most accurate model to forecast the beginning and end…

General Economics · Economics 2021-07-26 Zihao Wang , Kun Li , Steve Q. Xia , Hongfu Liu

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The…

Computer Science and Game Theory · Computer Science 2014-03-05 Jinli Hu , Amos Storkey

Based on evidence gathered from a newly built large macroeconomic data set for the UK, labeled UK-MD and comparable to similar datasets for the US and Canada, it seems the most promising avenue for forecasting during the pandemic is to…

Econometrics · Economics 2021-03-02 Philippe Goulet Coulombe , Massimiliano Marcellino , Dalibor Stevanovic

This article studies the financial time series data processing for machine learning. It introduces the most frequent scaling methods, then compares the resulting stationarity and preservation of useful information for trend forecasting. It…

Statistical Finance · Quantitative Finance 2019-07-09 Fabrice Daniel

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum

Machine learning develops rapidly, which has made many theoretical breakthroughs and is widely applied in various fields. Optimization, as an important part of machine learning, has attracted much attention of researchers. With the…

Machine Learning · Computer Science 2019-10-24 Shiliang Sun , Zehui Cao , Han Zhu , Jing Zhao

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

Predicting future events is an important activity with applications across multiple fields and domains. For example, the capacity to foresee stock market trends, natural disasters, business developments, or political events can facilitate…

Computation and Language · Computer Science 2025-01-13 Petraq Nako , Adam Jatowt

Advances in deep learning systems have allowed large models to match or surpass human accuracy on a number of skills such as image classification, basic programming, and standardized test taking. As the performance of the most capable…

Machine Learning · Computer Science 2024-06-10 Sarah Pratt , Seth Blumberg , Pietro Kreitlon Carolino , Meredith Ringel Morris

The machine learning (ML) techniques to predict unitarity (UNI) and bounded from below (BFB) constraints in multi-scalar models is employed. The effectiveness of this approach is demonstrated by applying it to the two and three Higgs…

High Energy Physics - Phenomenology · Physics 2024-01-18 Darius Jurčiukonis

Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can…

Applications · Statistics 2017-05-10 Philippe Deprez , Pavel V. Shevchenko , Mario V. Wüthrich

In this paper, I explored how a range of regression and machine learning techniques can be applied to monthly U.S. unemployment data to produce timely forecasts. I compared seven models: Linear Regression, SGDRegressor, Random Forest,…

Machine Learning · Computer Science 2025-05-06 Kyungsu Kim

Rainfall prediction is one of the challenging and uncertain tasks which has a significant impact on human society. Timely and accurate predictions can help to proactively reduce human and financial loss. This study presents a set of…

Machine Learning · Computer Science 2019-10-31 Nikhil Oswal

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns…

Econometrics · Economics 2019-10-09 Feras Batarseh , Munisamy Gopinath , Ganesh Nalluru , Jayson Beckman

Artificial Intelligence (AI) has recently shown its capabilities for almost every field of life. Machine Learning, which is a subset of AI, is a `HOT' topic for researchers. Machine Learning outperforms other classical forecasting…

Machine Learning · Computer Science 2021-12-07 Gang He , Khwaja Mutahir Ahmad , Wenxin Yu , Xiaochuan Xu , Jay Kumar

Emerging techniques in computer science make it possible to "brain scan" large language models (LLMs), identify the plain-English concepts that guide their reasoning, and steer them while holding other factors constant. We show that this…

General Finance · Quantitative Finance 2026-02-17 Hui Chen , Antoine Didisheim , Mohammad , Pourmohammadi , Luciano Somoza , Hanqing Tian

Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often costly or even infeasible to observe. Machine learning methods…

Methodology · Statistics 2026-05-12 Fuzhi Xu , Xingyu Yan , Xinyu Zhang

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

Machine Learning · Statistics 2020-01-15 Shi Zhao , Ying Feng