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We propose a novel machine learning approach for forecasting the distribution of stock returns using a rich set of firm-level and market predictors. Our method combines a two-stage quantile neural network with spline interpolation to…

General Finance · Quantitative Finance 2025-08-05 Jozef Barunik , Martin Hronec , Ondrej Tobek

Artificial skin with the sense of touch can support robots to interact with the surrounding environment efficiently and accomplish complex tasks. Traditional multi-layered artificial skins require complex manufacturing processes which can…

Applied Physics · Physics 2022-11-02 Fan Liu , Guangyu He , Xihang Jiang , Lifeng Wang

Given the inherent non-deterministic nature of machine learning (ML) systems, their behavior in production environments can lead to unforeseen and potentially dangerous outcomes. For a timely detection of unwanted behavior and to prevent…

Software Engineering · Computer Science 2025-10-01 Hira Naveed , John Grundy , Chetan Arora , Hourieh Khalajzadeh , Omar Haggag

Modern language models (LMs) pose a new challenge in capability assessment. Static benchmarks inevitably saturate without providing confidence in the deployment tolerances of LM-based systems, but developers nonetheless claim that their…

Software Engineering · Computer Science 2024-07-31 Michael Saxon , Ari Holtzman , Peter West , William Yang Wang , Naomi Saphra

We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility of stock markets. Its implementation, our fully automated momentum equity trading system presented…

Risk Management · Quantitative Finance 2020-03-18 Ivan Cherednik

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Optimization and Control · Mathematics 2023-12-19 Negin Bagherpour

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Machine Learning · Computer Science 2024-02-16 Hannah M. Christensen , Salah Kouhen , Greta Miller , Raghul Parthipan

In the overview, a generic mathematical object (mapping) is introduced, and its relation to model physics parameterization is explained. Machine learning (ML) tools that can be used to emulate and/or approximate mappings are introduced.…

Atmospheric and Oceanic Physics · Physics 2022-06-22 Vladimir Krasnopolsky , Aleksei A. Belochitski

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Machine learning (ML) is about computational methods that enable machines to learn concepts from experience. In handling a wide variety of experience ranging from data instances, knowledge, constraints, to rewards, adversaries, and lifelong…

Machine Learning · Computer Science 2023-01-11 Zhiting Hu , Eric P. Xing

Currently, machine learning (ML) methods are widely used to process the results of physical experiments. In some cases, due to the limited amount of experimental data, ML-models can be pre-trained on synthetic data simulated based on the…

Computational Physics · Physics 2022-09-22 Y. R. Rodimkov , V. D. Volokitin , I. B. Meyerov , E. S. Efimenko

Stock price movement prediction is a challenging and essential problem in finance. While it is well established in modern behavioral finance that the share prices of related stocks often move after the release of news via reactions and…

Machine Learning · Computer Science 2023-01-26 Luis Villamil , Ryan Bausback , Shaeke Salman , Ting L. Liu , Conrad Horn , Xiuwen Liu

Human motion prediction is an essential component for enabling closer human-robot collaboration. The task of accurately predicting human motion is non-trivial. It is compounded by the variability of human motion, both at a skeletal level…

Robotics · Computer Science 2021-07-02 Mohammad Samin Yasar , Tariq Iqbal

Unraveling the connections between microscopic structure, emergent physical properties, and slow dynamics has long been a challenge when studying the glass transition. The absence of clear visible structural order in amorphous…

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

Statistical Finance · Quantitative Finance 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

Statistical Finance · Quantitative Finance 2020-01-13 Zineb Lanbouri , Saaid Achchab

We investigate a new task in human motion prediction, which is predicting motions under unexpected physical perturbation potentially involving multiple people. Compared with existing research, this task involves predicting less controlled,…

Computer Vision and Pattern Recognition · Computer Science 2024-03-26 Jiangbei Yue , Baiyi Li , Julien Pettré , Armin Seyfried , He Wang

This paper tackles the problem of human motion prediction, consisting in forecasting future body poses from historically observed sequences. State-of-the-art approaches provide good results, however, they rely on deep learning architectures…

Computer Vision and Pattern Recognition · Computer Science 2022-10-07 Wen Guo , Yuming Du , Xi Shen , Vincent Lepetit , Xavier Alameda-Pineda , Francesc Moreno-Noguer

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Machine Learning · Computer Science 2024-12-11 Koby Bibas
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