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Thanks to the increasing availability of granular, yet high-dimensional, firm level data, machine learning (ML) algorithms have been successfully applied to address multiple research questions related to firm dynamics. Especially supervised…

General Economics · Economics 2021-12-03 Falco J. Bargagli-Stoffi , Jan Niederreiter , Massimo Riccaboni

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

The paper focuses on predicting the Nifty 50 Index by using 8 Supervised Machine Learning Models. The techniques used for empirical study are Adaptive Boost (AdaBoost), k-Nearest Neighbors (kNN), Linear Regression (LR), Artificial Neural…

Statistical Finance · Quantitative Finance 2022-02-21 Gurjeet Singh

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

Computational Finance · Quantitative Finance 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

Recent advances in causal inference have seen the development of methods which make use of the predictive power of machine learning algorithms. In this paper, we develop novel double machine learning (DML) procedures for panel data in which…

Econometrics · Economics 2025-01-03 Paul S. Clarke , Annalivia Polselli

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

Machine Learning (ML) algorithms are vital for supporting clinical decision-making in biomedical informatics. However, their predictive performance can vary across demographic groups, often due to the underrepresentation of historically…

Machine Learning · Computer Science 2025-03-04 Ioannis Bilionis , Ricardo C. Berrios , Luis Fernandez-Luque , Carlos Castillo

Machine Learning (ML) has widely been used for modeling and predicting physical systems. These techniques offer high expressive power and good generalizability for interpolation within observed data sets. However, the disadvantage of…

Machine Learning · Statistics 2023-03-02 Omid Sedehi , Antonina M. Kosikova , Costas Papadimitriou , Lambros S. Katafygiotis

In this paper, we apply quantum machine learning (QML) to predict the stock prices of multiple assets using a contextual quantum neural network. Our approach captures recent trends to predict future stock price distributions, moving beyond…

Machine Learning · Computer Science 2026-02-17 Sharan Mourya , Hannes Leipold , Bibhas Adhikari

International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns…

Econometrics · Economics 2019-10-09 Feras Batarseh , Munisamy Gopinath , Ganesh Nalluru , Jayson Beckman

Machine learning (ML) is a revolutionary technology with demonstrable applications across multiple disciplines. Within the Earth science community, ML has been most visible for weather forecasting, producing forecasts that rival modern…

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…

Pricing of Securities · Quantitative Finance 2021-04-21 Mingwen Liu , Junbang Huo , Yulin Wu , Jinge Wu

Machine learning (ML) algorithms are increasingly deployed to make critical decisions in socioeconomic applications such as finance, criminal justice, and autonomous driving. However, due to their data-driven and pattern-seeking nature, ML…

Software Engineering · Computer Science 2026-01-08 Verya Monjezi , Ashish Kumar , Ashutosh Trivedi , Gang Tan , Saeid Tizpaz-Niari

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

Projecting climate change is a generalization problem: we extrapolate the recent past using physical models across past, present, and future climates. Current climate models require representations of processes that occur at scales smaller…

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

Longitudinal Dispersion(LD) is the dominant process of scalar transport in natural streams. An accurate prediction on LD coefficient(Dl) can produce a performance leap in related simulation. The emerging machine learning(ML) techniques…

Geophysics · Physics 2021-07-28 Yifeng Zhao , Pei Zhang , S. A. Galindo-Torres , Stan Z. Li

Machine learning (ML) is a tool to exploit remote sensing data for the monitoring and implementation of the United Nations' Sustainable Development Goals (SDGs). In this paper, we report on a meta-analysis to evaluate the performance of ML…

Computers and Society · Computer Science 2026-01-13 Jonas Klingwort , Nina M. Leach , Joep Burger

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

Statistical Finance · Quantitative Finance 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

We propose a unified multi-tasking framework to represent the complex and uncertain causal process of financial market dynamics, and then to predict the movement of any type of index with an application on the monthly direction of the…

Statistical Finance · Quantitative Finance 2022-04-29 Djoumbissie David Romain