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Understanding the duration of news events' impact on the stock market is crucial for effective time-series forecasting, yet this facet is largely overlooked in current research. This paper addresses this research gap by introducing a novel…

Computation and Language · Computer Science 2024-09-27 Chr-Jr Chiu , Chung-Chi Chen , Hen-Hsen Huang , Hsin-Hsi Chen

Droughts, with their increasing frequency of occurrence, continue to negatively affect livelihoods and elements at risk. For example, the 2011 in drought in east Africa has caused massive losses document to have cost the Kenyan economy over…

Applications · Statistics 2019-01-16 Chrisgone Adede , Robert Oboko , Peter Wagacha , Clement Atzberger

Country instability is a global issue, with unpredictably high levels of instability thwarting socio-economic growth and possibly causing a slew of negative consequences. As a result, uncertainty prediction models for a country are becoming…

Artificial Intelligence · Computer Science 2024-11-12 Adam Zebrowski , Haithem Afli

The purpose of this study is to introduce ANN-based software for the fast evaluation of rotordynamics in the context of robust and integrated design. It is based on a surrogate model made of ensembles of artificial neural networks running…

Neural and Evolutionary Computing · Computer Science 2022-08-29 Soheyl Massoudi , Jürg Schiffmann

A pandemic caused by a new coronavirus has spread worldwide, affecting Argentina. We implement an SEIR model to analyze the disease evolution in Buenos Aires and neighbouring cities. The model parameters are calibrated using the number of…

Populations and Evolution · Quantitative Biology 2020-07-16 Juan E. Santos , Jose' M. Carcione , Gabriela B. Savioli , Patricia M. Gauzellino , Alejandro Ravecca , Alfredo Moras

The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…

Applications · Statistics 2023-06-27 Raffaele Sgarlato

We present Luce, the first life-long predictive model for automated property valuation. Luce addresses two critical issues of property valuation: the lack of recent sold prices and the sparsity of house data. It is designed to operate on a…

Machine Learning · Computer Science 2020-08-14 Hao Peng , Jianxin Li , Zheng Wang , Renyu Yang , Mingzhe Liu , Mingming Zhang , Philip S. Yu , Lifang He

As the interest in autonomous systems continues to grow, one of the major challenges is collecting sufficient and representative real-world data. Despite the strong practical and commercial interest in autonomous landing systems in the…

Computer Vision and Pattern Recognition · Computer Science 2023-04-24 Mélanie Ducoffe , Maxime Carrere , Léo Féliers , Adrien Gauffriau , Vincent Mussot , Claire Pagetti , Thierry Sammour

Home sale prices are formed given the transaction actors economic interests, which include government, real estate dealers, and the general public who buy or sell properties. Generating an accurate property price prediction model is a major…

Machine Learning · Computer Science 2020-08-25 Shashi Bhushan Jha , Vijay Pandey , Rajesh Kumar Jha , Radu F. Babiceanu

We introduce an equilibrium asset pricing model, which we build on the relationship between a novel risk measure, the Expected Downside Risk (EDR) and the expected return. On the one hand, our proposed risk measure uses a nonparametric…

Pricing of Securities · Quantitative Finance 2015-12-08 Mihaly Ormos , Dusan Timotity

This study introduces a novel approach for inferring social network structures using Aggregate Relational Data (ARD), addressing the challenge of limited detailed network data availability. By integrating ARD with variational approximation…

Econometrics · Economics 2025-09-04 Xunkang Tian

Accurate prediction of house price, a vital aspect of the residential real estate sector, is of substantial interest for a wide range of stakeholders. However, predicting house prices is a complex task due to the significant variability…

Machine Learning · Computer Science 2024-09-10 Md Hasebul Hasan , Md Abid Jahan , Mohammed Eunus Ali , Yuan-Fang Li , Timos Sellis

The 2006 sudden and immense downturn in U.S. House Prices sparked the 2007 global financial crisis and revived the interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting…

Computational Finance · Quantitative Finance 2017-07-18 Vasilios Plakandaras , Rangan Gupta , Periklis Gogas , Theophilos Papadimitriou

We develop a framework to holistically test for and monitor the impact of different types of events affecting a country's housing market, yet originating from housing-external sources. We classify events along three dimensions leading to…

General Economics · Economics 2025-02-06 Anja Hahn , Sanela Omerovic , Sofie Waltl

The domain of spare parts forecasting is examined, and is found to present unique uncertainty based problems in the architectural design of a knowledge-based system. A mixture of different uncertainty paradigms is required for the solution,…

Artificial Intelligence · Computer Science 2013-04-11 John B. Bacon

Growing concerns about housing affordability have prompted the adoption of rent control policies and renewed debates over their effectiveness. This paper provides the first empirical evaluation of the 2024 rent control policy implemented in…

General Economics · Economics 2026-02-10 Luis Perez Garcia

While modern Automatic Speech Recognition (ASR) systems achieve high accuracy on benchmark corpora, their performance often degrades when there is real-world variability. This work focuses on variability arising due to accented,…

Computation and Language · Computer Science 2026-05-19 Sicheng Jin , Dipankar Srirag , Aditya Joshi

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…

Statistical Finance · Quantitative Finance 2016-12-09 Barack Wamkaya Wanjawa

The expansion of short-term rental platforms, such as Airbnb, has significantly disrupted local housing markets, often leading to increased rental prices and housing affordability issues. Accurately forecasting regional Airbnb market trends…

Artificial Intelligence · Computer Science 2025-11-19 Hongju Lee , Youngjun Park , Jisun An , Dongman Lee

With everyone trying to enter the real estate market nowadays, knowing the proper valuations for residential and commercial properties has become crucial. Past researchers have been known to utilize static real estate data (e.g. number of…

Machine Learning · Computer Science 2022-05-04 Walter Coleman , Ben Johann , Nicholas Pasternak , Jaya Vellayan , Natasha Foutz , Heman Shakeri