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In portfolio analysis, the traditional approach of replacing population moments with sample counterparts may lead to suboptimal portfolio choices. I show that optimal portfolio weights can be estimated using a machine learning (ML)…

Portfolio Management · Quantitative Finance 2018-07-31 Daniel Kinn

Low energy barrier magnet (LBM) technology has recently been proposed as a candidate for accelerating algorithms based on energy minimization and probabilistic graphs because their physical characteristics have a one-to-one mapping onto the…

Emerging Technologies · Computer Science 2025-03-03 Md Golam Morshed , Samiran Ganguly , Avik W. Ghosh

Time series forecasting plays a crucial role in diverse fields, necessitating the development of robust models that can effectively handle complex temporal patterns. In this article, we present a novel feature selection method embedded in…

Machine Learning · Computer Science 2024-01-01 Raquel Espinosa , Fernando Jiménez , José Palma

Water resources are essential for sustaining human livelihoods and environmental well being. Accurate water quality prediction plays a pivotal role in effective resource management and pollution mitigation. In this study, we assess the…

Machine Learning · Statistics 2023-10-10 Yinpu Li , Siqi Mao , Yaping Yuan , Ziren Wang , Yixin Kang , Yuanxin Yao

Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicting if there is a risk of nonpayment in relation to many…

Risk Management · Quantitative Finance 2023-03-10 Oguz Koc , Omur Ugur , A. Sevtap Kestel

Objective: With the rapid rise of wearable sleep monitoring devices with non-conventional electrode configurations, there is a need for automated algorithms that can perform sleep staging on configurations with small amounts of labeled…

Signal Processing · Electrical Eng. & Systems 2022-01-04 Elisabeth R. M. Heremans , Huy Phan , Amir H. Ansari , Pascal Borzée , Bertien Buyse , Dries Testelmans , Maarten De Vos

This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time…

Machine Learning · Computer Science 2023-06-21 Xinli Yu , Zheng Chen , Yuan Ling , Shujing Dong , Zongyi Liu , Yanbin Lu

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

Statistical Finance · Quantitative Finance 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

This paper presents an ensemble forecasting method that shows strong results on the M4 Competition dataset by decreasing feature and model selection assumptions, termed DONUT (DO Not UTilize human beliefs). Our assumption reductions,…

Machine Learning · Computer Science 2022-11-29 Lars Lien Ankile , Kjartan Krange

The prevalence of dementia has increased over time as global life expectancy improves and populations age. An individual's risk of developing dementia is influenced by various genetic, lifestyle, and environmental factors, among others.…

Neurons and Cognition · Quantitative Biology 2024-01-12 Srilekha Mamidala

Feature engineering is mandatory in the machine learning pipeline to obtain robust models. While evolutionary computation is well-known for its great results both in feature selection and feature construction, its methods are…

Machine Learning · Computer Science 2025-03-28 João Eduardo Batista

Stock price prediction is challenging due to market volatility and its sensitivity to real-time events. While large language models (LLMs) offer new avenues for text-based forecasting, their application in finance is hindered by noisy news…

Artificial Intelligence · Computer Science 2025-12-03 He Wang , Wenyilin Xiao , Songqiao Han , Hailiang Huang

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

Artificial Intelligence · Computer Science 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum

Hierarchical time series forecasting plays a crucial role in decision-making in various domains while presenting significant challenges for modelling as they involve multiple levels of aggregation, constraints, and availability of…

Machine Learning · Computer Science 2024-11-12 Zhao Yingjie , Mahdi Abolghasemi

Electric energy is difficult to store, requiring stricter control over its generation, transmission, and distribution. A persistent challenge in power systems is maintaining real-time equilibrium between electricity demand and supply.…

Signal Processing · Electrical Eng. & Systems 2025-05-27 Aurausp Maneshni

Predicting human decision-making in high-stakes environments remains a central challenge for artificial intelligence. While large language models (LLMs) demonstrate strong general reasoning, they often struggle to generate consistent,…

Artificial Intelligence · Computer Science 2026-02-20 Ben Yellin , Ehud Ezra , Mark Foreman , Shula Grinapol

Evapotranspiration (ET) plays a critical role in the land-atmosphere interactions, yet its accurate quantification across various spatiotemporal scales remains a challenge. In situ measurement approaches, like eddy covariance (EC) or…

Machine Learning · Computer Science 2025-10-14 Aleksei Rozanov , Samikshya Subedi , Vasudha Sharma , Bryan C. Runck

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…

Machine Learning · Computer Science 2025-07-08 Amitabh Chakravorty , Nelly Elsayed

Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to…

Applications · Statistics 2023-03-29 Xuekui Zhang , Yuying Huang , Ke Xu , Li Xing
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