English
Related papers

Related papers: Yield Curve Forecasting using Machine Learning and…

200 papers

The application of machine learning to financial prediction has accelerated dramatically, yet the conditions under which complex models outperform simple alternatives remain poorly understood. This paper investigates whether advanced signal…

Computational Finance · Quantitative Finance 2026-01-13 Sungwoo Kang

Market expectations about AI's economic impact may influence interest rates. Previous work has shown that US bond yields decline around the release of a sample of mostly proprietary AI models (Andrews and Farboodi 2025). I extend this…

General Economics · Economics 2026-01-27 Daniel Björkegren

Our recent study using historic data of paddy yield and associated conditions include humidity, luminescence, and temperature. By incorporating regression models and neural networks (NN), one can produce highly satisfactory forecasting of…

Computer Vision and Pattern Recognition · Computer Science 2020-11-30 Sandesh Ramesh , Anirudh Hebbar , Varun Yadav , Thulasiram Gunta , A Balachandra

Accurate short-term power load forecasting is important to effectively manage, optimize, and ensure the robustness of modern power systems. This paper performs an empirical evaluation of a traditional statistical model and deep learning…

Machine Learning · Computer Science 2026-03-10 Suhasnadh Reddy Veluru , Sai Teja Erukude , Viswa Chaitanya Marella

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…

Applications · Statistics 2020-08-19 Grzegorz Marcjasz , Jesus Lago , Rafał Weron

Forecasts of various processes have always been a sophisticated problem for statistics and data science. Over the past decades the solution procedures were updated by deep learning and kernel methods. According to many specialists, these…

Computers and Society · Computer Science 2024-06-11 Igor Mackarov

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Machine Learning · Computer Science 2022-05-25 Bohdan M. Pavlyshenko

Neural activity forecasting is central to understanding neural systems and enabling closed-loop control. While deep learning has recently advanced the state-of-the-art in the time series forecasting literature, its application to neural…

We introduce a simple yet effective early fusion method for crop yield prediction that handles multiple input modalities with different temporal and spatial resolutions. We use high-resolution crop yield maps as ground truth data to train…

Setting sale prices correctly is of great importance for firms, and the study and forecast of prices time series is therefore a relevant topic not only from a data science perspective but also from an economic and applicative one. In this…

As the complexity and dynamism of financial markets continue to grow, traditional financial risk prediction methods increasingly struggle to handle large datasets and intricate behavior patterns. This paper explores the feasibility and…

Machine Learning · Computer Science 2024-12-24 Haowei Yang , Zhan Cheng , Zhaoyang Zhang , Yuanshuai Luo , Shuaishuai Huang , Ao Xiang

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

Time series modeling has entered an era of unprecedented growth in the size and complexity of data which require new modeling approaches. While many new general purpose machine learning approaches have emerged, they remain poorly understand…

Machine Learning · Statistics 2020-11-02 Matthew F Dixon

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

Time series prediction with neural networks has been the focus of much research in the past few decades. Given the recent deep learning revolution, there has been much attention in using deep learning models for time series prediction, and…

Machine Learning · Computer Science 2021-06-08 Rohitash Chandra , Shaurya Goyal , Rishabh Gupta

Traffic forecasting is vital for Intelligent Transportation Systems, for which Machine Learning (ML) methods have been extensively explored to develop data-driven Artificial Intelligence (AI) solutions. Recent research focuses on modelling…

Machine Learning · Computer Science 2025-05-01 Xiao Zheng , Saeed Asadi Bagloee , Majid Sarvi

Numerous solutions for yield estimation are either based on data-driven models, or on crop-simulation models (CSMs). Researchers tend to build data-driven models using nationwide crop information databases provided by agencies such as the…

Machine Learning · Computer Science 2023-06-21 Renato Luiz de Freitas Cunha , Bruno Silva , Priscilla Barreira Avegliano

We move beyond "Is Machine Learning Useful for Macroeconomic Forecasting?" by adding the "how". The current forecasting literature has focused on matching specific variables and horizons with a particularly successful algorithm. In…

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

Almonds are one of the most lucrative products of California, but are also among the most sensitive to climate change. In order to better understand the relationship between climatic factors and almond yield, an automated machine learning…

Machine Learning · Computer Science 2022-11-09 Shiheng Duan , Shuaiqi Wu , Erwan Monier , Paul Ullrich