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Related papers: Hybrid Models for Financial Forecasting: Combining…

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Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by…

Statistical Finance · Quantitative Finance 2025-03-20 Prashant Kumar Choudhary , Nouhaila Innan , Muhammad Shafique , Rajeev Singh

Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

Computational Finance · Quantitative Finance 2018-10-17 Zvezdin Besarabov , Todor Kolev

In todays global economy, accuracy in predicting macro-economic parameters such as the foreign the exchange rate or at least estimating the trend correctly is of key importance for any future investment. In recent times, the use of…

Statistical Finance · Quantitative Finance 2020-02-25 Manav Kaushik , A K Giri

Covariance matrices estimated from short, noisy, and non-Gaussian financial time series are notoriously unstable. Empirical evidence suggests that such covariance structures often exhibit power-law scaling, reflecting complex, hierarchical…

Computational Finance · Quantitative Finance 2026-01-13 Andres Garcia-Medina

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

Fluctuations in the stock market rapidly shape the economic world and consumer markets, impacting millions of individuals. Hence, accurately forecasting it is essential for mitigating risks, including those associated with inactivity.…

Statistical Finance · Quantitative Finance 2025-01-15 Konstantinos-Leonidas Bisdoulis

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

With the increasing enrichment and development of the financial derivatives market, the frequency of transactions is also faster and faster. Due to human limitations, algorithms and automatic trading have recently become the focus of…

Computational Finance · Quantitative Finance 2023-06-21 Jiashu Lou , Leyi Cui , Ye Li

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

As global climate change intensifies, accurate weather forecasting has become increasingly important, affecting agriculture, energy management, environmental protection, and daily life. This study introduces a hybrid model combining…

Machine Learning · Computer Science 2024-10-22 Yuhao Gong , Yuchen Zhang , Fei Wang , Chi-Han Lee

To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

The decline in interest rates and economic stabilization has heightened the importance of accurate mortality rate forecasting, particularly in insurance and pension markets. Multi-step-ahead predictions are crucial for public health,…

Machine Learning · Computer Science 2025-09-29 Filipe C. L. Duarte , Paulo S. G. de Mattos Neto , Paulo R. A. Firmino

This paper combines a techno-economic energy system model with an econometric model to maximise electricity price forecasting accuracy. The proposed combination model is tested on the German day-ahead wholesale electricity market. Our paper…

General Economics · Economics 2024-11-08 Souhir Ben Amor , Thomas Möbius , Felix Müsgens

Standard methods and theories in finance can be ill-equipped to capture highly non-linear interactions in financial prediction problems based on large-scale datasets, with deep learning offering a way to gain insights into correlations in…

Computational Finance · Quantitative Finance 2020-04-22 Ben Moews , Gbenga Ibikunle

This study proposes a portfolio optimization framework that integrates advanced deep learning architectures with traditional financial models to enhance risk-adjusted performance. Using historical data from 2015-2023 across equities, ETFs,…

Computational Engineering, Finance, and Science · Computer Science 2026-04-28 Samuel Ozechi , Banjo Francis , Wisdom Yakanu , Joe Wayne Byers

Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short…

Machine Learning · Computer Science 2025-09-25 Abhishek Sharma , Anat Parush , Sumit Wadhwa , Amihai Savir , Anne Guinard , Prateek Srivastava

Accurate covariance forecasting is central to portfolio allocation, risk management, and asset pricing, yet many existing methods struggle at medium-term horizons, where shifting market regimes and slower dynamics predominate. We propose a…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Pedro Reis , Ana Paula Serra , João Gama

This work investigates the use of digital twins for dynamical system modeling and control, integrating physics-based, data-driven, and hybrid approaches with both traditional and AI-driven controllers. Using a miniature greenhouse as a test…

Artificial Intelligence · Computer Science 2025-10-29 Adil Rasheed , Oscar Ravik , Omer San

Accurate electrical load forecasting is of great importance for the efficient operation and control of modern power systems. In this work, a hybrid long short-term memory (LSTM)-based model with online correction is developed for day-ahead…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Nan Lu , Quan Ouyang , Yang Li , Changfu Zou

Credit risk assessment of a company is commonly conducted by utilizing financial ratios that are derived from its financial statements. However, this approach may not fully encompass other significant aspects of a company. We propose the…

Computational Engineering, Finance, and Science · Computer Science 2024-01-29 Xinlin Wang , Mats Brorsson
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