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Infectious disease forecasting in novel outbreaks or low-resource settings is hampered by the need for large disease and covariate data sets, bespoke training, and expert tuning, all of which can hinder rapid generation of forecasts for new…
This paper introduces the FinSen dataset that revolutionizes financial market analysis by integrating economic and financial news articles from 197 countries with stock market data. The dataset's extensive coverage spans 15 years from 2007…
Real-time forecasting of disease outbreaks requires standardized outputs generated in a timely manner. Development of pipelines to automate infectious disease forecasts can ensure that parameterization and software dependencies are common…
Model multiplicity refers to the existence of multiple machine learning models that describe the data equally well but may produce different predictions on individual samples. In medicine, these models can admit conflicting predictions for…
Large language models are increasingly used to evaluate other models, yet these judgments typically lack any representation of confidence. This pilot study tests whether framing an evaluation task as a betting game (a fictional prediction…
Probabilistic time-series models become popular in the forecasting field as they help to make optimal decisions under uncertainty. Despite the growing interest, a lack of thorough analysis hinders choosing what is worth applying for the…
Prediction markets allow users to trade on outcomes of real-world events, but are prone to fragmentation through overlapping questions, implicit equivalences, and hidden contradictions across markets. We present an agentic AI pipeline that…
Forecasts of future events are essential inputs into informed decision-making. Machine learning (ML) systems have the potential to deliver forecasts at scale, but there is no framework for evaluating the accuracy of ML systems on a…
The increasing adoption of data-driven decision-making in public health has established epidemic forecasting as a critical area of research. Recent advances in multivariate forecasting models better capture complex temporal dependencies…
Methicillin-resistant Staphylococcus aureus (MRSA) is a critical public health threat within hospitals as well as long-term care facilities. Better understanding of MRSA risks, evaluation of interventions and forecasting MRSA rates are…
In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, with little exploration into probabilistic intermittent demand…
Prediction markets aggregate agents' beliefs regarding a future event, where each agent is paid based on the accuracy of its reported belief when compared to the realized outcome. Agents may strategically manipulate the market (e.g., delay…
Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, typically issued as quantile predictions or ensembles of the…
The M5 competition uncertainty track aims for probabilistic forecasting of sales of thousands of Walmart retail goods. We show that the M5 competition data faces strong overdispersion and sporadic demand, especially zero demand. We discuss…
Clinical time-series forecasting is increasingly studied for decision support, yet standard aggregate metrics can obscure whether a model is actually useful for the task it is meant to serve. In safety-critical settings, low average error…
Although by now the ensemble-based probabilistic forecasting is the most advanced approach to weather prediction, ensemble forecasts still might suffer from lack of calibration and/or display systematic bias, thus require some…
Predictive distributions quantify uncertainties ignored by point estimates. This paper introduces The Neural Testbed: an open-source benchmark for controlled and principled evaluation of agents that generate such predictions. Crucially, the…
Epidemiological forecasting from surveillance data is a hard problem and hybridizing mechanistic compartmental models with neural models is a natural direction. The mechanistic structure helps keep trajectories epidemiologically plausible,…
The advent of the COVID-19 pandemic has instigated unprecedented changes in many countries around the globe, putting a significant burden on the health sectors, affecting the macro economic conditions, and altering social interactions…
Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…