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In 2025, the UK Office for National Statistics released a novel dataset of monthly inter-industry payment flows during January 2017 to November 2024 at the 5-digit SIC level (ONS, 2025a), covering $>$3.1 million UK organizations. Annual…

General Economics · Economics 2025-08-26 Kerstin Hötte

Forecasts of regional electricity net-demand, consumption minus embedded generation, are an essential input for reliable and economic power system operation, and energy trading. While such forecasts are typically performed region by region,…

Applications · Statistics 2024-04-18 V. Gioia , M. Fasiolo , J. Browell , R. Bellio

For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…

Statistical Finance · Quantitative Finance 2021-04-16 Nazish Ashfaq , Zubair Nawaz , Muhammad Ilyas

This paper derives statistical guarantees for the performance of Graph Neural Networks (GNNs) in link prediction tasks on graphs generated by a graphon. We propose a linear GNN architecture (LG-GNN) that produces consistent estimators for…

Machine Learning · Computer Science 2024-02-08 Alan Chung , Amin Saberi , Morgane Austern

Earnings conference calls are significant information events for volatility forecasting, which is essential for financial risk management and asset pricing. Although some recent volatility forecasting models have utilized the textual…

Computation and Language · Computer Science 2022-08-18 Yunxin Sang , Yang Bao

In recent years, graph neural networks (GNNs) combined with variants of recurrent neural networks (RNNs) have reached state-of-the-art performance in spatiotemporal forecasting tasks. This is particularly the case for traffic forecasting,…

Machine Learning · Computer Science 2022-09-09 Naghmeh Shafiee Roudbari , Zachary Patterson , Ursula Eicker , Charalambos Poullis

Automatic Modulation Recognition (AMR) is an essential part of Intelligent Transportation System (ITS) dynamic spectrum allocation. However, current deep learning-based AMR (DL-AMR) methods are challenged to extract discriminative and…

Signal Processing · Electrical Eng. & Systems 2025-08-19 Mingyuan Shao , Zhengqiu Fu , Dingzhao Li , Fuqing Zhang , Yilin Cai , Shaohua Hong , Lin Cao , Yuan Peng , Jie Qi

Pedestrian trajectory prediction is a critical yet challenging task, especially for crowded scenes. We suggest that introducing an attention mechanism to infer the importance of different neighbors is critical for accurate trajectory…

Computer Vision and Pattern Recognition · Computer Science 2021-01-15 Congcong Liu , Yuying Chen , Ming Liu , Bertram E. Shi

Traffic forecasting is an integral part of intelligent transportation systems (ITS). Achieving a high prediction accuracy is a challenging task due to a high level of dynamics and complex spatial-temporal dependency of road networks. For…

Machine Learning · Computer Science 2021-10-28 Sikai Zhang , Hong Zheng , Hongyi Su , Bo Yan , Jiamou Liu , Song Yang

Recently, Graph Convolutional Networks (GCNs) have proven to be a powerful mean for Computer Aided Diagnosis (CADx). This approach requires building a population graph to aggregate structural information, where the graph adjacency matrix…

Artificial Intelligence · Computer Science 2021-06-17 Hao Chen , Fuzhen Zhuang , Li Xiao , Ling Ma , Haiyan Liu , Ruifang Zhang , Huiqin Jiang , Qing He

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

Statistical Finance · Quantitative Finance 2015-02-24 B. W. Wanjawa , L. Muchemi

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Stock trend prediction has attracted considerable attention for its potential to generate tangible investment returns. With the advent of deep learning in quantitative finance, researchers have increasingly recognized the importance of…

Computational Engineering, Finance, and Science · Computer Science 2026-03-26 Yao Lu , Kaiyi Hu , Luyan Zhang

Gas demand is made of three components: Residential, Industrial, and Thermoelectric Gas Demand. Herein, the one-day-ahead prediction of each component is studied, using Italian data as a case study. Statistical properties and relationships…

Machine Learning · Computer Science 2021-01-26 Emanuele Fabbiani , Andrea Marziali , Giuseppe De Nicolao

The increasing penetration of renewable energy sources introduces significant variability and uncertainty in modern power systems, making accurate state prediction critical for reliable grid operation. Conventional forecasting methods often…

Machine Learning · Computer Science 2025-04-01 Dhruv Suri , Mohak Mangal

Wind power plays an increasingly significant role in achieving the 2050 Net Zero Strategy. Despite its rapid growth, its inherent variability presents challenges in forecasting. Accurately forecasting wind power generation is one key demand…

Applications · Statistics 2025-05-13 Tao Shen , Jethro Browell , Daniela Castro-Camilo

Accurate mid-term (weeks to one year) hourly electricity load forecasts are essential for strategic decision-making in power plant operation, ensuring supply security and grid stability, planning and building energy storage systems, and…

Applications · Statistics 2025-05-01 Monika Zimmermann , Florian Ziel

Graph neural networks (GNNs) have been applied to a large variety of applications in materials science and chemistry. Here, we recapitulate the graph construction for crystalline (periodic) materials and investigate its impact on the GNNs…

Machine Learning · Computer Science 2023-08-10 Robin Ruff , Patrick Reiser , Jan Stühmer , Pascal Friederich

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

Statistical Finance · Quantitative Finance 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima