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A new index for high-impact weather forecasting is introduced and assessed in comparison with the well-established extreme forecast index (EFI). Two other ensemble summary statistics are also included in this comparison study: the…

Applications · Statistics 2023-12-05 Zied Ben-Bouallegue

Large Language Models (LLMs) are widely used for writing economic analysis reports or providing financial advice, but their ability to understand economic knowledge and reason about potential results of specific economic events lacks…

Computation and Language · Computer Science 2024-07-02 Yue Guo , Yi Yang

This study aims to examine the intricate dynamics between BRICS traditional stock assets and the evolving landscape of cryptocurrencies. Using a time-varying parameter vector autoregression model (TVP-VAR), we have analyzed data from the…

General Economics · Economics 2025-04-08 Wei Wang , Haibo Wang , Wendy Wang , Martin Enilov

This paper examines how trade policy uncertainty influences the correlation between U.S. stock indices and short-term government bonds. The objective is to assess whether policy-related shocks, especially those linked to trade tensions,…

Risk Management · Quantitative Finance 2026-03-27 Demetrio Lacava

Jointly extracting entity pairs and their relations is challenging when working on distantly-supervised data with ambiguous or noisy labels. To mitigate such impact, we propose uncertainty-aware bootstrap learning, which is motivated by the…

Computation and Language · Computer Science 2023-06-12 Yufei Li , Xiao Yu , Yanchi Liu , Haifeng Chen , Cong Liu

The coronavirus is a global event of historical proportions and just a few months changed the time series properties of the data in ways that make many pre-covid forecasting models inadequate. It also creates a new problem for estimation of…

Econometrics · Economics 2021-07-22 Serena Ng

Probabilistic forecasting estimates the likelihood of uncertain future events. To improve LLM forecasting, existing methods typically learn from binary outcomes to output verbalized forecasts. However, while aggregated human forecasts…

Machine Learning · Computer Science 2026-05-28 Hui Dai , Ryan Teehan , Parsa Torabian , Mengye Ren

The study and measurement of economic resilience is ruled by high level of complexity related to the diverse structure, functionality, spatiality, and dynamics describing economic systems. Towards serving the demand of integration, this…

General Economics · Economics 2022-02-18 Dimitrios Tsiotas

This paper investigates the impact of Trade Policy Uncertainty (TPU) on stock-bond correlation dynamics in the United States. Using daily data on major U.S. stock indices and the 10-year Treasury bond from 2015 to 2025, we estimate…

Statistical Finance · Quantitative Finance 2026-01-30 Demetrio Lacava , Edoardo Otranto

Outcomes of data-driven AI models cannot be assumed to be always correct. To estimate the uncertainty in these outcomes, the uncertainty wrapper framework has been proposed, which considers uncertainties related to model fit, input quality,…

Machine Learning · Computer Science 2022-01-11 Pascal Gerber , Lisa Jöckel , Michael Kläs

With the global economic integration and the high interconnection of financial markets, financial institutions are facing unprecedented challenges, especially liquidity risk. This paper proposes a liquidity coverage ratio (LCR) prediction…

Machine Learning · Computer Science 2024-10-28 Zhen Xu , Jingming Pan , Siyuan Han , Hongju Ouyang , Yuan Chen , Mohan Jiang

Unsupervised classification called clustering is a process of organizing objects into groups whose members are similar in some way. Clustering of uncertain data objects is a challenge in spatial data bases. In this paper we use Probability…

Databases · Computer Science 2013-12-10 Ramachandra Rao Kurada

Despite the growing promise of artificial intelligence (AI) in supporting decision-making across domains, fostering appropriate human reliance on AI remains a critical challenge. In this paper, we investigate the utility of exploring…

Human-Computer Interaction · Computer Science 2025-05-26 Min Hun Lee , Martyn Zhe Yu Tok

Uncertainty estimation is important for ensuring safety and robustness of AI systems. While most research in the area has focused on un-structured prediction tasks, limited work has investigated general uncertainty estimation approaches for…

Machine Learning · Statistics 2021-02-12 Andrey Malinin , Mark Gales

Food insecurity is associated with increased risk for several health conditions and with increased national burden of chronic disease. Key determinants for household food insecurity are income and food costs. Forecasts show household…

General Economics · Economics 2020-10-30 Martine J Barons , Willy Aspinall

The cryptocurrency market is unique on many levels: Very volatile, frequently changing market structure, emerging and vanishing of cryptocurrencies on a daily level. Following its development became a difficult task with the success of…

Statistical Finance · Quantitative Finance 2020-09-22 Simon Trimborn , Wolfgang Karl Härdle

The drastic changes in the global economy, geopolitical conditions, and disruptions such as the COVID-19 pandemic have impacted the cost of living and quality of life. It is important to understand the long-term nature of the cost of living…

Machine Learning · Computer Science 2025-02-21 Tanay Panat , Rohitash Chandra

Climate change poses a major challenge to humanity, especially in its impact on agriculture, a challenge that a responsible AI should meet. In this paper, we examine a CBR system (PBI-CBR) designed to aid sustainable dairy farming by…

Artificial Intelligence · Computer Science 2021-04-30 Mohammed Temraz , Eoin Kenny , Elodie Ruelle , Laurence Shalloo , Barry Smyth , Mark T Keane

Operations Research (OR) is vital for decision-making in many industries. While recent OR methods have seen significant improvements in automation and efficiency through integrating Large Language Models (LLMs), they still struggle to…

Artificial Intelligence · Computer Science 2025-02-17 Yansen Zhang , Qingcan Kang , Wing Yin Yu , Hailei Gong , Xiaojin Fu , Xiongwei Han , Tao Zhong , Chen Ma

The Competitive Influence Maximization (CIM) problem involves multiple entities competing for influence in online social networks (OSNs). While Deep Reinforcement Learning (DRL) has shown promise, existing methods often assume users'…

Social and Information Networks · Computer Science 2025-04-22 Qi Zhang , Dian Chen , Lance M. Kaplan , Audun Jøsang , Dong Hyun Jeong , Feng Chen , Jin-Hee Cho
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