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Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model…

Machine Learning · Computer Science 2025-05-05 Mohammadhossein Rashidi , Mohammad Modarres

Accurate seasonal runoff forecasts are critical for managing California's reservoirs and water supply for millions of its residents. Winter snow accumulation provides a strong source of predictability of snowmelt-based runoff in the spring…

Atmospheric and Oceanic Physics · Physics 2026-05-18 Ignacio Lopez-Gomez , Michael P. Brenner , Tapio Schneider

We introduce a new matching design for financial transactions in an electronic market. In this mechanism, called ad-hoc electronic auction design (AHEAD), market participants can trade between themselves at a fixed price and trigger an…

Trading and Market Microstructure · Quantitative Finance 2020-10-07 Joffrey Derchu , Philippe Guillot , Thibaut Mastrolia , Mathieu Rosenbaum

The development of machine-learning models for atomic-scale simulations has benefited tremendously from the large databases of materials and molecular properties computed in the past two decades using electronic-structure calculations. More…

Prudent management of insurance investment portfolios requires competent asset pricing of fixed-income assets with time-to-event contingent cash flows, such as consumer asset-backed securities (ABS). Current market pricing techniques for…

Risk Management · Quantitative Finance 2023-02-27 Jackson P. Lautier , Vladimir Pozdnyakov , Jun Yan

The extraction of key information from receipts is a complex task that involves the recognition and extraction of text from scanned receipts. This process is crucial as it enables the retrieval of essential content and organizing it into…

Computation and Language · Computer Science 2024-03-27 Abdelrahman Abdallah , Mahmoud Abdalla , Mohamed Elkasaby , Yasser Elbendary , Adam Jatowt

In this paper we investigate predictability of electricity prices in the Canadian provinces of Alberta and Ontario, as well as in the US Mid-C market. Using scale-dependent detrended fluctuation analysis, spectral analysis, and the…

Statistical Finance · Quantitative Finance 2015-06-01 Olga Y. Uritskaya , Vadim M. Uritsky

Cell phone technology generates massive amounts of data. Although this data has been gathered for billing and logging purposes, today it has a much higher value, because its volume makes it very useful for big data analyses. In this…

Social and Information Networks · Computer Science 2017-08-03 Carlos Sarraute , Carolina Lang , Nicolas B. Ponieman , Sebastian Anapolsky

The performance of automated speech recognition (ASR) systems is well known to differ for varied application domains. At the same time, vendors and research groups typically report ASR quality results either for limited use simplistic…

Audio and Speech Processing · Electrical Eng. & Systems 2021-03-31 Rostislav Kolobov , Olga Okhapkina , Olga Omelchishina , Andrey Platunov , Roman Bedyakin , Vyacheslav Moshkin , Dmitry Menshikov , Nikolay Mikhaylovskiy

We put forward a simple new randomized missing data (RMD) approach to robust filtering of state-space models, motivated by the idea that the inclusion of only a small fraction of available highly precise measurements can still extract most…

Methodology · Statistics 2022-10-21 Dobrislav Dobrev , Derek Hansen , Pawel Szerszen

The intraday (ID) electricity market has received an increasing attention in the recent EU electricity-market discussions. This is partly because the uncertainty in the underlying power system is growing and the ID market provides an…

Systems and Control · Electrical Eng. & Systems 2022-03-14 Saeed Mohammadi , Mohammad Reza Hesamzadeh

Equity auctions display several distinctive characteristics in contrast to continuous trading. As the auction time approaches, the rate of events accelerates causing a substantial liquidity buildup around the indicative price. This, in…

Trading and Market Microstructure · Quantitative Finance 2025-05-05 Mohammed Salek , Damien Challet , Ioane Muni Toke

Recent advancements in deep learning models for time series forecasting have been significant. These models often leverage fundamental time series properties such as seasonality and non-stationarity, which may suggest an intrinsic link…

Machine Learning · Computer Science 2025-09-09 Fei Wang , Yujie Li , Zezhi Shao , Chengqing Yu , Yisong Fu , Zhulin An , Yongjun Xu , Xueqi Cheng

In recent years, performance on existing anomaly detection benchmarks like MVTec AD and VisA has started to saturate in terms of segmentation AU-PRO, with state-of-the-art models often competing in the range of less than one percentage…

Computer Vision and Pattern Recognition · Computer Science 2026-03-11 Lars Heckler-Kram , Jan-Hendrik Neudeck , Ulla Scheler , Rebecca König , Carsten Steger

Early Risk Detection (ERD) on the Web aims to identify promptly users facing social and health issues. Users are analyzed post-by-post, and it is necessary to guarantee correct and quick answers, which is particularly challenging in…

Computation and Language · Computer Science 2025-05-19 Horacio Thompson , Esaú Villatoro-Tello , Manuel Montes-y-Gómez , Marcelo Errecalde

In this work we introduce Sen4AgriNet, a Sentinel-2 based time series multi country benchmark dataset, tailored for agricultural monitoring applications with Machine and Deep Learning. Sen4AgriNet dataset is annotated from farmer…

Computer Vision and Pattern Recognition · Computer Science 2026-01-14 Dimitrios Sykas , Maria Sdraka , Dimitrios Zografakis , Ioannis Papoutsis

By scientific standards, the accuracy of short-term economic forecasts has been poor, and shows no sign of improving over time. We form a delay matrix of time-series data on the overall rate of growth of the economy, with lags spanning the…

Condensed Matter · Physics 2009-11-07 P Ormerod , C Mounfield

Since exchange economy considerably varies in the market assets, asset prices have become an attractive research area for investigating and modeling ambiguous and uncertain information in today markets. This paper proposes a new generative…

General Finance · Quantitative Finance 2018-03-28 Farouq Abdulaziz Masoudy

Change detection (CD) is essential for various real-world applications, such as urban management and disaster assessment. Numerous CD methods have been proposed, and considerable results have been achieved recently. However, detecting…

Computer Vision and Pattern Recognition · Computer Science 2024-10-21 Zhenglai Li , Chang Tang , Xinwang Liu , Xingchen Hu , Xianju Li , Ning Li , Changdong Li

This paper studies the links between the descriptions of macroeconomic variables and statistical moments of market trade, price, and return. The randomness of market trade values and volumes during the averaging interval {\Delta} results in…

General Economics · Economics 2024-04-22 Victor Olkhov