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Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

Machine Learning · Computer Science 2022-05-11 Kelum Gajamannage , Yonggi Park

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Understanding customer lifetime value is key to nurturing long-term customer relationships, however, estimating it is far from straightforward. In the retail banking industry, commonly used approaches rely on simple heuristics and do not…

Machine Learning · Computer Science 2023-04-07 Greig Cowan , Salvatore Mercuri , Raad Khraishi

Recent advancements in Large Language Models (LLMs) have the potential to transform financial analytics by integrating numerical and textual data. However, challenges such as insufficient context when fusing multimodal information and the…

Computational Finance · Quantitative Finance 2024-11-14 Hoyoung Lee , Youngsoo Choi , Yuhee Kwon

Forecasting winners in E-sports with real-time analytics has the potential to further engage audiences watching major tournament events. However, making such real-time predictions is challenging due to unpredictable variables within the…

Machine Learning · Computer Science 2024-02-27 Kittimate Chulajata , Sean Wu , Fabien Scalzo , Eun Sang Cha

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

Behavior prediction based on historical behavioral data have practical real-world significance. It has been applied in recommendation, predicting academic performance, etc. With the refinement of user data description, the development of…

Machine Learning · Computer Science 2023-09-27 Haobing Liu , Yanmin Zhu , Chunyang Wang , Jianyu Ding , Jiadi Yu , Feilong Tang

Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the…

Machine Learning · Computer Science 2021-11-10 Jaydip Sen , Saikat Mondal , Sidra Mehtab

In this paper we investigate to what extent long short-term memory neural networks (LSTMs) are suitable for demand forecasting in the e-grocery retail sector. For this purpose, univariate as well as multivariate LSTM-based models were…

Machine Learning · Computer Science 2020-08-20 Marta Gołąbek , Robin Senge , Rainer Neumann

Business statistics play a crucial role in implementing a data-driven strategic plan at the enterprise level to employ various analytics where the outcomes of such a plan enable an enterprise to enhance the decision-making process or to…

Machine Learning · Computer Science 2023-07-19 Saman Sarraf

Predictive business process monitoring (PBPM) aims to predict future process behavior during ongoing process executions based on event log data. Especially, techniques for the next activity and timestamp prediction can help to improve the…

Machine Learning · Computer Science 2020-11-06 An Nguyen , Srijeet Chatterjee , Sven Weinzierl , Leo Schwinn , Martin Matzner , Bjoern Eskofier

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

Recent advances in large language models (LLMs) have unlocked novel opportunities for machine learning applications in the financial domain. These models have demonstrated remarkable capabilities in understanding context, processing vast…

General Finance · Quantitative Finance 2024-06-19 Yuqi Nie , Yaxuan Kong , Xiaowen Dong , John M. Mulvey , H. Vincent Poor , Qingsong Wen , Stefan Zohren

Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a system for constructing an optimum portfolio of stocks based on…

Statistical Finance · Quantitative Finance 2021-08-31 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

Object-centric predictive process monitoring explores and utilizes object-centric event logs to enhance process predictions. The main challenge lies in extracting relevant information and building effective models. In this paper, we propose…

Artificial Intelligence · Computer Science 2025-07-22 Wissam Gherissi , Mehdi Acheli , Joyce El Haddad , Daniela Grigori

Understanding customer behavior is fundamental for many use-cases in industry, especially in accelerated growth areas such as fin-tech and e-commerce. Structured data are often expensive, time-consuming and inadequate to analyze and study…

Machine Learning · Computer Science 2020-10-07 Amir Jalilifard , Dehua Chen , Lucas Pereira Lopes , Isaac Ben-Akiva , Pedro Henrique Gonçalves Inazawa

As financial services (FS) companies have experienced drastic technology driven changes, the availability of new data streams provides the opportunity for more comprehensive customer understanding. We propose Dynamic Customer Embeddings…

Machine Learning · Computer Science 2021-06-23 Nima Chitsazan , Samuel Sharpe , Dwipam Katariya , Qianyu Cheng , Karthik Rajasethupathy

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Statistical Finance · Quantitative Finance 2022-01-21 Carmina Fjellström

Click-through rate (CTR) prediction aims to predict the probability that the user will click an item, which has been one of the key tasks in online recommender and advertising systems. In such systems, rich user behavior (viz. long- and…

Information Retrieval · Computer Science 2023-06-21 Huinan Sun , Guangliang Yu , Pengye Zhang , Bo Zhang , Xingxing Wang , Dong Wang