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We study nonparametric regression and classification for path-valued data. We introduce a functional Nadaraya-Watson estimator that combines the signature transform from rough path theory with local kernel regression. The signature…
The ability to predict traffic flow over time for crowded areas during rush hours is increasingly important as it can help authorities make informed decisions for congestion mitigation or scheduling of infrastructure development in an area.…
Various statistical analysis methods are studied for years to extract accurate trends of network traffic and predict the future load mainly to allocate required resources. Besides, many stochastic modeling techniques are offered to…
Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…
We propose a novel method to improve estimation of asset returns for portfolio optimization. This approach first performs a monthly directional market forecast using an online decision tree. The decision tree is trained on a novel set of…
We propose a unified multi-tasking framework to represent the complex and uncertain causal process of financial market dynamics, and then to predict the movement of any type of index with an application on the monthly direction of the…
In the last decade, we have witnessed the introduction of several novel deep neural network (DNN) architectures exhibiting ever-increasing performance across diverse tasks. Explaining the upward trend of their performance, however, remains…
There is a rising interest in using artificial intelligence (AI)-powered safety analytics to predict accidents in the trucking industry. Companies may face the practical challenge, however, of not having enough data to develop good safety…
In the complex landscape of traditional futures trading, where vast data and variables like real-time Limit Order Books (LOB) complicate price predictions, we introduce the FutureQuant Transformer model, leveraging attention mechanisms to…
With accurate and timely traffic forecasting, the impacted traffic conditions can be predicted in advance to guide agencies and residents to respond to changes in traffic patterns appropriately. However, existing works on traffic…
Market events such as order placement and order cancellation are examples of the complex and substantial flow of data that surrounds a modern financial engineer. New mathematical techniques, developed to describe the interactions of complex…
Predicting traffic conditions has been recently explored as a way to relieve traffic congestion. Several pioneering approaches have been proposed based on traffic observations of the target location as well as its adjacent regions, but they…
In the smart grid of the future, accurate load forecasts on the level of individual clients can help to balance supply and demand locally and to prevent grid outages. While the number of monitored clients will increase with the ongoing…
Nowadays mobile communication is growing fast in the 5G communication industry. With the increasing capacity requirements and requirements for quality of experience, mobility prediction has been widely applied to mobile communication and…
In modern traffic management, one of the most essential yet challenging tasks is accurately and timely predicting traffic. It has been well investigated and examined that deep learning-based Spatio-temporal models have an edge when…
Prediction markets rely on liquidity to convert trades into informative prices, yet existing mechanisms fix liquidity ex ante. This restriction enforces a static trade-off between price responsiveness and worst-case loss despite inherently…
This paper links matching markets with aligned preferences to optimal transport theory. We show that stability, efficiency, and fairness emerge as solutions to a parametric family of optimal transport problems. The parameter reflects…
In this paper we propose a Deep Reinforcement Learning approach to solve a multimodal transportation planning problem, in which containers must be assigned to a truck or to trains that will transport them to their destination. While…
Traffic forecasting has emerged as a core component of intelligent transportation systems. However, timely accurate traffic forecasting, especially long-term forecasting, still remains an open challenge due to the highly nonlinear and…
In the context of stochastic portfolio theory we introduce a novel class of portfolios which we call linear path-functional portfolios. These are portfolios which are determined by certain transformations of linear functions of a…