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As the energy landscape changes quickly, grid operators face several challenges, especially when integrating renewable energy sources with the grid. The most important challenge is to balance supply and demand because the solar and wind…

Machine Learning · Computer Science 2025-01-24 Kamal Sarkar

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Purpose: Trading on electricity markets occurs such that the price settlement takes place before delivery, often day-ahead. In practice, these prices are highly volatile as they largely depend upon a range of variables such as electricity…

Applications · Statistics 2020-05-19 Christof Naumzik , Stefan Feuerriegel

Recent advances in machine learning such as Long Short-Term Memory (LSTM) models and Transformers have been widely adopted in hydrological applications, demonstrating impressive performance amongst deep learning models and outperforming…

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

In the dynamic landscape of continuous change, Machine Learning (ML) "nowcasting" models offer a distinct advantage for informed decision-making in both public and private sectors. This study introduces ML-based GDP growth projection models…

Econometrics · Economics 2024-02-07 Juan Tenorio , Wilder Perez

As global climate change intensifies, accurate weather forecasting is increasingly crucial for sectors such as agriculture, energy management, and environmental protection. Traditional methods, which rely on physical and statistical models,…

Machine Learning · Computer Science 2024-09-17 Bangyu Li , Yang Qian

Predictive models play a crucial role in the financial industry, enabling risk prediction, fraud detection, and personalized recommendations, where slight changes in core model performance can result in billions of dollars in revenue or…

Extreme Learning Machines (ELM) provide a fast alternative to traditional gradient-based learning in neural networks, offering rapid training and robust generalization capabilities. Its theoretical basis shows its universal approximation…

Machine Learning · Computer Science 2024-06-27 Ergun Biçici

Central bank communication plays a critical role in shaping economic expectations and monetary policy effectiveness. This study applies supervised machine learning techniques to classify the sentiment of press releases from the Bank of…

Machine Learning · Computer Science 2025-03-31 Stefano Grassi

Applications of deep learning in financial market prediction has attracted huge attention from investors and researchers. In particular, intra-day prediction at the minute scale, the dramatically fluctuating volume and stock prices within…

Statistical Finance · Quantitative Finance 2023-05-25 Yuze Lu , Hailong Zhang , Qiwen Guo

Tsetlin Machines (TMs) capture patterns using conjunctive clauses in propositional logic, thus facilitating interpretation. However, recent TM-based approaches mainly rely on inspecting the full range of clauses individually. Such…

Machine Learning · Computer Science 2020-07-29 Christian D. Blakely , Ole-Christoffer Granmo

Binary options trading is often marketed as a field where predictive models can generate consistent profits. However, the inherent randomness and stochastic nature of binary options make price movements highly unpredictable, posing…

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

In this study, we propose a novel approach of nowcasting and forecasting the macroeconomic status of a country using deep learning techniques. We focus particularly on the US economy but the methodology can be applied also to other…

Computational Finance · Quantitative Finance 2023-01-25 Anastasios Petropoulos , Vassilis Siakoulis , Konstantinos P. Panousis , Loukas Papadoulas , Sotirios Chatzis

Advances in deep learning systems have allowed large models to match or surpass human accuracy on a number of skills such as image classification, basic programming, and standardized test taking. As the performance of the most capable…

Machine Learning · Computer Science 2024-06-10 Sarah Pratt , Seth Blumberg , Pietro Kreitlon Carolino , Meredith Ringel Morris

In recent years, advances in Artificial Intelligence have significantly impacted computer science, particularly in the field of computer vision, enabling solutions to complex problems such as video frame prediction. Video frame prediction…

Computer Vision and Pattern Recognition · Computer Science 2025-08-05 Jose M. Sánchez Velázquez , Mingbo Cai , Andrew Coney , Álvaro J. García- Tejedor , Alberto Nogales

Accurate forecasting of recovery rates (RR) is central to credit risk management and regulatory capital determination. In many loan portfolios, however, RR modeling is constrained by data scarcity arising from infrequent default events.…

Risk Management · Quantitative Finance 2026-04-24 Christopher Gerling , Hanqiu Peng , Ying Chen , Stefan Lessmann

Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…

Machine Learning · Computer Science 2024-10-21 Jannatun Nayeem Pinky , Ramya Akula