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The availability of accurate day-ahead electricity price forecasts is pivotal for electricity market participants. In the context of trade liberalisation and market harmonisation in the European markets, accurate price forecasting becomes…

Computational Finance · Quantitative Finance 2021-07-20 Wei Li , Denis Mike Becker

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…

Statistical Finance · Quantitative Finance 2021-01-18 Racine Ly , Fousseini Traore , Khadim Dia

Accurate imputation of race and ethnicity (R&E) is crucial for analyzing disparities and informing policy. Methods like Bayesian Improved Surname Geocoding (BISG) are widely used but exhibit limitations, including systematic…

Computers and Society · Computer Science 2025-05-01 S. Chalavadi , A. Pastor , T. Leitch

Accurate electricity price forecasting (EPF) is essential for market participants to support operational planning and risk management, yet remains challenging due to strong volatility, nonlinear dynamics, and frequent extreme price spikes.…

Machine Learning · Computer Science 2026-05-22 Houxuan Zhou , Sriram Prasad , Chenghao Huang , Jiajie Feng , Hao Wang

Accurate load forecasting is essential to the operation of modern electric power systems. Given the sensitivity of electricity demand to weather variability and temporal dynamics, capturing non-linear patterns is essential for long-term…

Machine Learning · Computer Science 2025-07-31 Abhiram Bhupatiraju , Sung Bum Ahn

In modern distributed systems, efficient resource allocation is a vital aspect to maintain scalability, reduce operational costs, and ensure fast execution even across heterogeneous workloads. Predictive models for resource usage are…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-21 Jonathan Bader , Edgar Blumenthal , Marten Eckardt , Justus Krebs , Joel Witzke , Xemena Wysokinska , Haci Ismail Aslan , Odej Kao

Electricity market prices exhibit extreme volatility, nonlinearity, and non-stationarity, making accurate forecasting a significant challenge. While cutting-edge time series foundation models (TSFMs) effectively capture temporal…

Machine Learning · Computer Science 2026-03-10 Yunzhong Qiu , Binzhu Li , Hao Wei , Shenglin Weng , Chen Wang , Zhongyi Pei , Mingsheng Long , Jianmin Wang

State-of-the-art implementations of boosting, such as XGBoost and LightGBM, can process large training sets extremely fast. However, this performance requires that the memory size is sufficient to hold a 2-3 multiple of the training set…

Machine Learning · Computer Science 2019-10-29 Julaiti Alafate , Yoav Freund

The present study aims to establish the model of the cryptocurrency price trend based on financial theory using the LSTM model with multiple combinations between the window length and the predicting horizons, the random walk model is also…

Statistical Finance · Quantitative Finance 2021-02-11 Yifan Yao , Lina Wang

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a system for constructing an optimum portfolio of stocks based on…

Statistical Finance · Quantitative Finance 2021-08-31 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

Cryptocurrencies have gained significant attention in recent years due to their decentralized nature and potential for financial innovation. Thus, the ability to accurately predict its price has become a subject of great interest for…

Machine Learning · Computer Science 2024-10-21 Arthur Emanuel de Oliveira Carosia

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

Machine Learning · Computer Science 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

Bitcoin is the most common cryptocurrency involved in cyber scams. Cybercriminals often utilize pseudonymity and privacy protection mechanism associated with Bitcoin transactions to make their scams virtually untraceable. The Ponzi scheme…

Cryptography and Security · Computer Science 2022-10-27 Puyang Zhao , Wei Tian , Lefu Xiao , Xinhui Liu , Jingjin Wu

XGBoost is a scalable ensemble technique based on gradient boosting that has demonstrated to be a reliable and efficient machine learning challenge solver. This work proposes a practical analysis of how this novel technique works in terms…

Machine Learning · Computer Science 2023-05-05 Candice Bentéjac , Anna Csörgő , Gonzalo Martínez-Muñoz

Employing a large dataset (at most, the order of n = 10^6), this study attempts enhance the literature on the comparison between regression and machine learning (ML)-based rent price prediction models by adding new empirical evidence and…

Applications · Statistics 2021-07-28 Takahiro Yoshida , Hajime Seya

In contemporary economic society, credit scores are crucial for every participant. A robust credit evaluation system is essential for the profitability of core businesses such as credit cards, loans, and investments for commercial banks and…

Machine Learning · Computer Science 2024-11-13 Qianwen Xing , Chang Yu , Sining Huang , Qi Zheng , Xingyu Mu , Mengying Sun

Developing a reliable parametric cost model at the conceptual stage of the project is crucial for projects managers and decision-makers. Existing methods, such as probabilistic and statistical algorithms have been developed for project cost…

Machine Learning · Computer Science 2019-09-26 Haytham H. Elmousalami

This paper aims to explore models based on the extreme gradient boosting (XGBoost) approach for business risk classification. Feature selection (FS) algorithms and hyper-parameter optimizations are simultaneously considered during model…

Machine Learning · Statistics 2019-01-25 Yan Wang , Xuelei Sherry Ni