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Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Electricity price forecasting (EPF) plays a critical role in power system operation and market decision making. While existing review studies have provided valuable insights into forecasting horizons, market mechanisms, and evaluation…

Computational Finance · Quantitative Finance 2026-05-13 Runyao Yu , Derek W. Bunn , Julia Lin , Jochen Stiasny , Fabian Leimgruber , Tara Esterl , Yuchen Tao , Lianlian Qi , Yujie Chen , Wentao Wang , Jochen L. Cremer

In the financial sector, a reliable forecast the future financial performance of a company is of great importance for investors' investment decisions. In this paper we compare long-term short-term memory (LSTM) networks to temporal…

General Finance · Quantitative Finance 2020-10-13 Lars Elend , Sebastian A. Tideman , Kerstin Lopatta , Oliver Kramer

Deep-learning models such as Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM) have been successfully used for process-mining tasks. They have achieved better performance for different predictive tasks than traditional…

Machine Learning · Computer Science 2021-05-04 Ishwar Venugopal , Jessica Töllich , Michael Fairbank , Ansgar Scherp

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

Making accurate motion prediction of surrounding agents such as pedestrians and vehicles is a critical task when robots are trying to perform autonomous navigation tasks. Recent research on multi-modal trajectory prediction, including…

Computer Vision and Pattern Recognition · Computer Science 2020-10-16 YingQiao Wang

Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the models…

Machine Learning · Computer Science 2020-11-20 Omer Achrack , Raizy Kellerman , Ouriel Barzilay

We present a deep neural network for a model-free prediction of a chaotic dynamical system from noisy observations. The proposed deep learning model aims to predict the conditional probability distribution of a state variable. The Long…

Machine Learning · Computer Science 2017-10-05 Kyongmin Yeo

Climate change has increased the vulnerability of forests to insect-related damage, resulting in widespread forest loss in Central Europe and highlighting the need for effective, continuous monitoring systems. Remote sensing based forest…

Machine Learning · Computer Science 2025-12-10 Maximilian Kirsch , Jakob Wernicke , Pawan Datta , Christine Preisach

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

Shift workers who are essential contributors to our society, face high risks of poor health and wellbeing. To help with their problems, we collected and analyzed physiological and behavioral wearable sensor data from shift working nurses…

Machine Learning · Computer Science 2021-06-24 Han Yu , Asami Itoh , Ryota Sakamoto , Motomu Shimaoka , Akane Sano

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

Deep learning based forecasting methods have become the methods of choice in many applications of time series prediction or forecasting often outperforming other approaches. Consequently, over the last years, these methods are now…

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

Electricity load forecasting for buildings and campuses is becoming increasingly important as the penetration of distributed energy resources (DERs) grows. Efficient operation and dispatch of DERs require reasonably accurate predictions of…

Signal Processing · Electrical Eng. & Systems 2021-12-20 Sakshi Mishra , Stephen M. Frank , Anya Petersen , Robert Buechler , Michelle Slovensky

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Background: Conventional prediction methods such as logistic regression and gradient boosting have been widely utilized for disease onset prediction for their reliability and interpretability. Deep learning methods promise enhanced…

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang