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The popular choice of using a $direct$ forecasting scheme implies that the individual predictions do not contain information on cross-horizon dependence. However, this dependence is needed if the forecaster has to construct, based on…

Econometrics · Economics 2024-12-10 Matteo Mogliani , Florens Odendahl

Quantum computing (QC) has experienced rapid growth in recent years with the advent of robust programming environments, readily accessible software simulators and cloud-based QC hardware platforms, and growing interest in learning how to…

Quantum Physics · Physics 2026-01-14 E. Wes Bethel , Roel Van Beeumen , Talita Perciano

The rapid growth of demanding applications in domains applying multimedia processing and machine learning has marked a new era for edge and cloud computing. These applications involve massive data and compute-intensive tasks, and thus,…

Recommender systems are software tools used to generate and provide suggestions for items and other entities to the users by exploiting various strategies. Hybrid recommender systems combine two or more recommendation strategies in…

Information Retrieval · Computer Science 2019-01-15 Erion Çano , Maurizio Morisio

The excessive amounts of data generated by devices and Internet-based sources at a regular basis constitute, big data. This data can be processed and analyzed to develop useful applications for specific domains. Several mathematical and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-12-15 Samiya Khan , Kashish Ara Shakil , Mansaf Alam

Software repositories are rich sources of qualitative artifacts, including source code comments, commit messages, issue descriptions, and documentation. These artifacts offer many interesting insights when analyzed through quantitative…

Software Engineering · Computer Science 2024-06-13 Christoph Treude

This handbook offers a unified perspective on diffusion models, encompassing diffusion probabilistic models, score-based generative models, consistency models, rectified flow, and related methods. By standardizing notations and aligning…

Machine Learning · Computer Science 2024-12-24 Zihan Ding , Chi Jin

Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting. The goal of meta-forecasting is to train over a collection of source time series and generalize to new time series one-at-a-time. Previous…

Machine Learning · Computer Science 2023-02-07 Mike Van Ness , Huibin Shen , Hao Wang , Xiaoyong Jin , Danielle C. Maddix , Karthick Gopalswamy

Forecast combination has been proven to be a very important technique to obtain accurate predictions. In many applications, forecast errors exhibit heavy tail behaviors for various reasons. Unfortunately, to our knowledge, little has been…

Methodology · Statistics 2015-08-27 Gang Cheng , Sicong Wang , Yuhong Yang

Predictive skill of complex models is often not uniform in model-state space; in weather forecasting models, for example, the skill of the model can be greater in populated regions of interest than in "remote" regions of the globe. Given a…

Data Analysis, Statistics and Probability · Physics 2017-08-23 Hailiang Du , Leonard A. Smith

In a variety of business situations, the introduction or improvement of machine learning approaches is impaired as these cannot draw on existing analytical models. However, in many cases similar problems may have already been solved…

Machine Learning · Computer Science 2020-05-22 Robin Hirt , Niklas Kühl , Yusuf Peker , Gerhard Satzger

Analysing research trends and predicting their impact on academia and industry is crucial to gain a deeper understanding of the advances in a research field and to inform critical decisions about research funding and technology adoption. In…

Digital Libraries · Computer Science 2021-06-25 Angelo Salatino , Andrea Mannocci , Francesco Osborne

With the rise of deep learning, there has been renewed interest within the process industries to utilize data on large-scale nonlinear sensing and control problems. We identify key statistical and machine learning techniques that have seen…

These lecture notes provide a comprehensive introduction to Quantitative Methods in Finance (QMF), designed for graduate students in finance and economics with heterogeneous programming backgrounds. The material develops a unified toolkit…

Econometrics · Economics 2026-03-04 Eric Vansteenberghe

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Sebastian Kersting , Michael Kohler

The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of…

Statistical Finance · Quantitative Finance 2020-04-06 Jonghyeon Min

In this paper, we address the challenge of multivariate time-series forecasting using quantum machine learning techniques. We introduce adaptation strategies that extend variational quantum circuit models, traditionally limited to…

Deep learning based forecasting methods have become the methods of choice in many applications of time series prediction or forecasting often outperforming other approaches. Consequently, over the last years, these methods are now…

Before the availability of large scale fault-tolerant quantum devices, one has to find ways to make the most of current noisy intermediate-scale quantum devices. One possibility is to seek smaller repetitive hybrid quantum-classical tasks…

Quantum Physics · Physics 2023-04-12 Teiko Heinosaari , Daniel Reitzner , Alessandro Toigo

Several predictive algorithms are described. Highlighted are variants that make predictions by superposing fields associated to the training data instances. They operate seamlessly with categorical, continuous, and mixed data. Predictive…

Machine Learning · Computer Science 2022-05-10 Cristian Alb