Related papers: Enhancing the Merger Simulation Toolkit with ML/AI
In financial engineering, prices of financial products are computed approximately many times each trading day with (slightly) different parameters in each calculation. In many financial models such prices can be approximated by means of…
Strategic planning in a corporate environment is often based on experience and intuition, although internal data is usually available and can be a valuable source of information. Predicting merger & acquisition (M&A) events is at the heart…
Mergers and Acquisitions represent important forms of business deals, both because of the volumes involved in the transactions and because of the role of the innovation activity of companies. Nevertheless, Economic Complexity methods have…
With advancements in technology, commercial aircraft formation flying is becoming increasingly feasible as an efficient and environmentally friendly flight method. However, gaps remain in practical implementation, particularly in collision…
Code language models (CLMs) play a central role in software engineering across both generation and classification tasks. However, these models still exhibit notable mispredictions in real-world applications, even when trained on up-to-date…
In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…
Training an AI/ML system on simulated data while using that system to infer on data from real detectors introduces a systematic error which is difficult to estimate and in many analyses is simply not confronted. It is crucial to minimize…
In this paper, we examine the current state-of-the-art in AMR parsing, which relies on ensemble strategies by merging multiple graph predictions. Our analysis reveals that the present models often violate AMR structural constraints. To…
Accurate travel products price forecasting is a highly desired feature that allows customers to take informed decisions about purchases, and companies to build and offer attractive tour packages. Thanks to machine learning (ML), it is now…
Value-at-Risk (VaR) and Expected Shortfall (ES) are widely used in the financial sector to measure the market risk and manage the extreme market movement. The recent link between the quantile score function and the Asymmetric Laplace…
This paper investigates two distinct approaches to the dynamic modeling of aerial continuum manipulators (ACMs): the decoupled and the coupled formulations. Both open-loop and closed-loop behaviors of a representative ACM are analyzed. The…
Neutrino flavor instabilities appear to be omnipresent in dense astrophysical environments, thus presenting a challenge to large-scale simulations of core-collapse supernovae and neutron star mergers (NSMs). Subgrid models offer a path…
Financial time series forecasting in zero-shot settings is critical for investment decisions, especially during abrupt market regime shifts or in emerging markets with limited historical data. While Model-Agnostic Meta-Learning (MAML)…
Model merging, particularly through weight averaging, has shown surprising effectiveness in saving computations and improving model performance without any additional training. However, the interpretability of why and how this technique…
The rapid growth of large-scale machine learning (ML) models has led numerous commercial companies to utilize ML models for generating predictive results to help business decision-making. As two primary components in traditional predictive…
Merger and Acquisition (M&A) activities play a vital role in market consolidation and restructuring. For acquiring companies, M&A serves as a key investment strategy, with one primary goal being to attain complementarities that enhance…
We consider a method of lines (MOL) approach to determine prices of European and American exchange options when underlying asset prices are modelled with stochastic volatility and jump-diffusion dynamics. As the MOL, as with any other…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
Civil aviation is a cornerstone of global transportation and commerce, and ensuring its safety, efficiency and customer satisfaction is paramount. Yet conventional Artificial Intelligence (AI) solutions in aviation remain siloed and narrow,…
Pricing algorithms have demonstrated the capability to learn tacit collusion that is largely unaddressed by current regulations. Their increasing use in markets, including oligopolistic industries with a history of collusion, calls for…