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Volatility forecasting in financial markets is a topic that has received more attention from scholars. In this paper, we propose a new volatility forecasting model that combines the heterogeneous autoregressive (HAR) model with a family of…

Risk Management · Quantitative Finance 2025-11-04 Xiangdong Liu , Sicheng Fu , Shaopeng Hong

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

Statistical Finance · Quantitative Finance 2015-02-24 B. W. Wanjawa , L. Muchemi

Reviews of official statistics for UK housing have noted that developments have not kept pace with real-world change, particularly the rapid growth of private renting. This paper examines the potential value of big data in this context. We…

Applications · Statistics 2021-02-01 Mark Livingston , Francesca Pannullo , Adrian Bowman , Marian Scott , Nick Bailey

Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exogenous variables with a relatively new technique Gradient…

Machine Learning · Statistics 2015-06-24 Gergo Barta , Gyula Borbely , Gabor Nagy , Sandor Kazi , Tamas Henk

Alzheimer's disease (AD) alters brain electrophysiology and disrupts multichannel EEG dynamics, making accurate and clinically useful EEG-based diagnosis increasingly important for screening and disease monitoring. However, many existing…

Machine Learning · Computer Science 2026-02-23 Hairong Chen , Yicheng Feng , Ziyu Jia , Samir Bhatt , Hengguan Huang

In the era of deep learning, annotated datasets have become a crucial asset to the remote sensing community. In the last decade, a plethora of different datasets was published, each designed for a specific data type and with a specific task…

Computer Vision and Pattern Recognition · Computer Science 2022-09-27 Michael Schmitt , Pedram Ghamisi , Naoto Yokoya , Ronny Hänsch

We study dynamic pricing of a product with an unknown demand distribution over a finite horizon. Departing from the standard no-regret learning environment in which prices can be adjusted at any time, we restrict price changes to…

Machine Learning · Computer Science 2025-12-16 Parshan Pakiman , Boxiao Chen , Selvaprabu Nadarajah , Stefanus Jasin

The advent of the COVID-19 pandemic has instigated unprecedented changes in many countries around the globe, putting a significant burden on the health sectors, affecting the macro economic conditions, and altering social interactions…

Physics and Society · Physics 2020-07-23 Dmitry Gordeev , Philipp Singer , Marios Michailidis , Mathias Müller , SriSatish Ambati

Online real estate platforms have become significant marketplaces facilitating users' search for an apartment or a house. Yet it remains challenging to accurately appraise a property's value. Prior works have primarily studied real estate…

Machine Learning · Computer Science 2021-02-17 Kirill Solovev , Nicolas Pröllochs

Traditional US rental housing data sources such as the American Community Survey and the American Housing Survey report on the transacted market - what existing renters pay each month. They do not explicitly tell us about the spot market -…

General Economics · Economics 2020-02-06 Geoff Boeing , Jake Wegmann , Junfeng Jiao

Microstructure of market dynamics is studied through analysis of tick price data. Linear trend is introduced as a tool for such analysis. Trend arbitrage inequality is developed and tested. The inequality sets limiting relationship between…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Nikolai Zaitsev

Autonomous Driving (AD), the area of robotics with the greatest potential impact on society, has gained a lot of momentum in the last decade. As a result of this, the number of datasets in AD has increased rapidly. Creators and users of…

Digital Libraries · Computer Science 2023-07-04 Daniel Bogdoll , Jonas Hendl , Felix Schreyer , Nishanth Gowda , Michael Färber , J. Marius Zöllner

The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly complex learning algorithms to capture the sophisticated…

Applications · Statistics 2024-04-29 Carlos Sebastián , Carlos E. González-Guillén , Jesús Juan

Recently, knowledge-enhanced methods leveraging auxiliary knowledge graphs have emerged in relation extraction, surpassing traditional text-based approaches. However, to our best knowledge, there is currently no public dataset available…

Machine Learning · Computer Science 2023-04-26 Yucong Lin , Hongming Xiao , Jiani Liu , Zichao Lin , Keming Lu , Feifei Wang , Wei Wei

Record-breaking temperature events are now frequently in the news, proffered as evidence of climate change, and often bring significant economic and human impacts. Our previous work undertook the first substantial spatial modelling…

Purpose. We present an approach for forecasting mental health conditions and emotions of a given population during the COVID-19 pandemic in Argentina based on language expressions used in social media. This approach permits anticipating…

Computers and Society · Computer Science 2021-02-22 Antonela Tommasel , Andres Diaz-Pace , Juan Manuel Rodriguez , Daniela Godoy

A smart home energy dataset that records miscellaneous energy consumption data is publicly offered. The proposed energy activity dataset (EAD) has a high data type diversity in contrast to existing load monitoring datasets. In EAD, a simple…

Signal Processing · Electrical Eng. & Systems 2022-10-26 Chen Li

Share market is one of the most important sectors of economic development of a country. Everyday almost all companies issue their shares and investors buy and sell shares of these companies. Generally investors want to buy shares of the…

Statistical Finance · Quantitative Finance 2025-07-28 Syeda Tasnim Fabiha , Rubaiyat Jahan Mumu , Farzana Aktar , B M Mainul Hossain

Discrete diffusion models with absorbing processes have shown promise in language modeling. The key quantities to be estimated are the ratios between the marginal probabilities of two transitive states at all timesteps, called the concrete…

Machine Learning · Computer Science 2026-03-24 Jingyang Ou , Shen Nie , Kaiwen Xue , Fengqi Zhu , Jiacheng Sun , Zhenguo Li , Chongxuan Li

Existing all-in-one image restoration approaches, which aim to handle multiple weather degradations within a single framework, are predominantly trained and evaluated using mixed single-weather synthetic datasets. However, these datasets…

Computer Vision and Pattern Recognition · Computer Science 2025-09-16 Qiyuan Guan , Qianfeng Yang , Xiang Chen , Tianyu Song , Guiyue Jin , Jiyu Jin
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