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Financial market predictions utilize historical data to anticipate future stock prices and market trends. Traditionally, these predictions have focused on the statistical analysis of quantitative factors, such as stock prices, trading…

Statistical Finance · Quantitative Finance 2024-02-13 Zihan Dong , Xinyu Fan , Zhiyuan Peng

Predictive uncertainty estimation is essential for safe deployment of Deep Neural Networks in real-world autonomous systems. However, disentangling the different types and sources of uncertainty is non trivial for most datasets, especially…

Computer Vision and Pattern Recognition · Computer Science 2022-10-10 Gianni Franchi , Xuanlong Yu , Andrei Bursuc , Angel Tena , Rémi Kazmierczak , Séverine Dubuisson , Emanuel Aldea , David Filliat

We study a mathematical model for the optimization of the price of real estate (RE). This model can be characterised by a limited amount of goods, fixed sales horizon and presence of intermediate sales and revenue goals. We develop it as an…

Mathematical Finance · Quantitative Finance 2024-08-23 Lev Razumovskiy , Mariya Gerasimova , Nikolay Karenin

Buying a home is one of the most important buying decisions people have to make in their life. The latest research on real-estate appraisal focuses on incorporating image data in addition to structured data into the modeling process. This…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Jan-Peter Kucklick , Oliver Müller

In this paper we present an analysis of power law statistics on land markets. There have been no other studies that have analyzed power law statistics on land markets up to now. We analyzed a database of the assessed value of land, which is…

Statistical Mechanics · Physics 2013-09-11 Taisei Kaizoji

Detecting changes in asset co-movements is of much importance to financial practitioners, with numerous risk management benefits arising from the timely detection of breakdowns in historical correlations. In this article, we propose a…

Statistical Finance · Quantitative Finance 2020-09-29 Bryan Lim , Stefan Zohren , Stephen Roberts

Anomaly detection (AD) plays a crucial role in time series applications, primarily because time series data is employed across real-world scenarios. Detecting anomalies poses significant challenges since anomalies take diverse forms making…

Machine Learning · Computer Science 2025-01-03 Jihan Ghanim , Mariette Awad

Most research on regression discontinuity designs (RDDs) has focused on univariate cases, where only those units with a "forcing" variable on one side of a threshold value receive a treatment. Geographical regression discontinuity designs…

Applications · Statistics 2018-07-13 Maxime Rischard , Zach Branson , Luke Miratrix , Luke Bornn

Housing markets are inherently spatial, yet many existing models fail to capture this spatial dimension. Here we introduce a new graph-based approach for incorporating a spatial component in a large-scale urban housing agent-based model…

Computational Finance · Quantitative Finance 2021-03-25 Benjamin Patrick Evans , Kirill Glavatskiy , Michael S. Harré , Mikhail Prokopenko

Home energy management systems can be used to monitor and optimize consumption and local production from renewable energy. To assess solutions before their deployment, researchers and designers of those systems demand for energy consumption…

Other Computer Science · Computer Science 2014-05-23 Andrea Monacchi , Dominik Egarter , Wilfried Elmenreich , Salvatore D'Alessandro , Andrea M. Tonello

Our research group wanted to take on the difficult task of predicting prices in a dynamic market. And short term rentals such as Airbnb listings seemed to be the perfect proving ground to do such a thing. Airbnb has revolutionized the…

Machine Learning · Computer Science 2023-08-15 Sam Chapman , Seifey Mohammad , Kimberly Villegas

Over the past decade, the rapid adoption of intermittent renewable energy sources (RES), especially wind and solar generation, has posed challenges in managing real-time uncertainty and variability. In the U.S., Independent System Operators…

Optimization and Control · Mathematics 2024-10-24 Haoruo Zhao , Mathieu Tanneau , Pascal Van Hentenryck

The progress of Anomaly Detection (AD) in safety-critical domains, such as transportation, is severely constrained by the lack of large-scale, real-world benchmarks. To address this, we introduce EngineAD, a novel, multivariate dataset…

Machine Learning · Computer Science 2026-03-30 Hadi Hojjati , Christopher Roth , Rory Woods , Ken Sills , Narges Armanfard

We present results of different approaches to model the evolution of the COVID-19 epidemic in Argentina, with a special focus on the megacity conformed by the city of Buenos Aires and its metropolitan area, including a total of 41 districts…

Physics and Society · Physics 2020-07-15 E. Tagliazucchi , P. Balenzuela , M. Travizano , G. B. Mindlin , P. D. Mininni

Due to recent climate changes, we have seen more frequent and severe wildfires in the United States. Predicting wildfires is critical for natural disaster prevention and mitigation. Advances in technologies in data processing and…

Machine Learning · Computer Science 2022-09-22 Hyung-Jin Yoon , Petros Voulgaris

The transient sky is composed of diverse phenomena that exhibits dramatic changes on short timescales. These events range from sub-second bursts to weeks and month timescale variability from compact systems. Several challenges need to be…

High Energy Astrophysical Phenomena · Physics 2023-12-14 B. Marcote

Spain is the third-largest producer of pork meat in the world, and many farms in several regions depend on the evolution of this market. However, the current pricing system is unfair, as some actors have better market information than…

The detection of the abnormal area from urban data is a significant research problem. However, to the best of our knowledge, previous methods designed on spatio-temporal anomalies are road-based or grid-based, which usually causes the data…

Social and Information Networks · Computer Science 2020-07-16 Huaishao Luo , Chuishi Meng , Bowen Wu , Junbo Zhang , Tianrui Li , Yu Zheng

As the number of installed meters in buildings increases, there is a growing number of data time-series that could be used to develop data-driven models to support and optimize building operation. However, building data sets are often…

Understanding how housing prices respond to spatial accessibility, structural attributes, and typological distinctions is central to contemporary urban research and policy. In cities marked by affordability stress and market segmentation,…

Applications · Statistics 2025-06-12 Alvaro Garcia Murga , Manuele Leonelli
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