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Stock return prediction is a problem that has received much attention in the finance literature. In recent years, sophisticated machine learning methods have been shown to perform significantly better than ''classical'' prediction…

Computational Finance · Quantitative Finance 2025-04-29 Giovanni Ballarin , Jacopo Capra , Petros Dellaportas

Echo state networks are computationally lightweight reservoir models inspired by the random projections observed in cortical circuitry. As interest in reservoir computing has grown, networks have become deeper and more intricate. While…

Signal Processing · Electrical Eng. & Systems 2019-08-23 Zachariah Carmichael , Humza Syed , Dhireesha Kudithipudi

Large Language Models (LLMs) have demonstrated impressive performance across various tasks, with different models excelling in distinct domains and specific abilities. Effectively combining the predictions of multiple LLMs is crucial for…

Computation and Language · Computer Science 2025-08-01 Jizhou Guo

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

Mesoscale forecasts are now routinely performed as elements of operational forecasts and their outputs do appear convincing. However, despite their realistic appearance at times the comparison to observations is less favorable. At the grid…

Atmospheric and Oceanic Physics · Physics 2016-10-26 Markus Gross

Ensemble techniques have demonstrated remarkable success in improving predictive performance across various domains by aggregating predictions from multiple models [1]. In the realm of recommender systems, this research explores the…

Information Retrieval · Computer Science 2024-07-09 Zainil Mehta , Tobias Vente

There is a long history in machine learning of model ensembling, beginning with boosting and bagging and continuing to the present day. Much of this history has focused on combining models for classification and regression, but recently…

Machine Learning · Computer Science 2024-05-28 Ira Globus-Harris , Varun Gupta , Michael Kearns , Aaron Roth

Studying low-likelihood high-impact extreme weather events in a warming world is a significant and challenging task for current ensemble forecasting systems. While these systems presently use up to 100 members, larger ensembles could enrich…

Loss reserving generally focuses on identifying a single model that can generate superior predictive performance. However, different loss reserving models specialise in capturing different aspects of loss data. This is recognised in…

Methodology · Statistics 2024-06-04 Benjamin Avanzi , Yanfeng Li , Bernard Wong , Alan Xian

Time series forecasting is a challenging problem particularly when a time series expresses multiple seasonality, nonlinear trend and varying variance. In this work, to forecast complex time series, we propose ensemble learning which is…

Machine Learning · Computer Science 2022-03-03 Grzegorz Dudek

Recent work has shown that models trained to the same objective, and which achieve similar measures of accuracy on consistent test data, may nonetheless behave very differently on individual predictions. This inconsistency is undesirable in…

Machine Learning · Computer Science 2021-11-17 Emily Black , Klas Leino , Matt Fredrikson

Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…

Methodology · Statistics 2018-05-23 Sándor Baran , Sebastian Lerch

Combining multiple machine learning models into an ensemble is known to provide superior performance levels compared to the individual components forming the ensemble. This is because models can complement each other in taking better…

Sound · Computer Science 2021-06-09 Nicolae-Catalin Ristea , Radu Tudor Ionescu

Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…

Artificial Intelligence · Computer Science 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

Ensemble methods are frequently used in recommender systems to improve accuracy by combining multiple models. Recent work reports sizable performance gains, but most studies still optimize primarily for accuracy and robustness rather than…

Information Retrieval · Computer Science 2026-04-10 Jannik Nitschke , Lukas Wegmeth , Joeran Beel

The number of end-to-end speech recognition models grows every year. These models are often adapted to new domains or languages resulting in a proliferation of expert systems that achieve great results on target data, while generally…

Audio and Speech Processing · Electrical Eng. & Systems 2023-08-21 Igor Gitman , Vitaly Lavrukhin , Aleksandr Laptev , Boris Ginsburg

Convolutional Neural Networks have achieved state-of-the-art performance on a wide range of tasks. Most benchmarks are led by ensembles of these powerful learners, but ensembling is typically treated as a post-hoc procedure implemented by…

Computer Vision and Pattern Recognition · Computer Science 2015-11-20 Stefan Lee , Senthil Purushwalkam , Michael Cogswell , David Crandall , Dhruv Batra

Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…

Machine Learning · Computer Science 2021-03-17 Peter Grönquist , Chengyuan Yao , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Shigang Li , Torsten Hoefler

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

We investigate the ability of an ensemble reservoir computing approach to predict the long-term behaviour of the phase-space region in which the motion of charged particles in hadron storage rings is bounded, the so-called dynamic aperture.…

Accelerator Physics · Physics 2023-01-18 Maxime Casanova , Barbara Dalena , Luca Bonaventura , Massimo Giovannozzi