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The interdependent nature of the global economy has become stronger with increases in international trade and investment. We propose a new model to reconstruct the international trade network and associated cost network by maximizing…

Physics and Society · Physics 2018-06-05 Yuichi Ikeda , Hiroshi Iyetomi

Microscopic models describing a whole of economic interactions in a closed society are considered. The presence of a tax system combined with a redistribution process is taken into account, as well as the occurrence of tax evasion. In…

General Finance · Quantitative Finance 2017-01-11 M. L. Bertotti , G. Modanese

Model combination is a powerful approach for achieving superior performance compared to selecting a single model. We study both theoretically and empirically the effectiveness of ensembles of Multi-Frequency Echo State Networks (MFESNs),…

Econometrics · Economics 2026-01-21 Giovanni Ballarin , Lyudmila Grigoryeva , Yui Ching Li

Stochastic optimization methods such as mirror descent have wide applications due to low computational cost. Those methods have been well studied under assumption of the independent and identical distribution, and usually achieve sublinear…

Machine Learning · Computer Science 2023-09-27 Yawei Zhao

Macroeconomic forecasting has recently started embracing techniques that can deal with large-scale datasets and series with unequal release periods. MIxed-DAta Sampling (MIDAS) and Dynamic Factor Models (DFM) are the two main…

The decision-making process significantly influences the predictions of machine learning models. This is especially important in rule-based systems such as Learning Fuzzy-Classifier Systems (LFCSs) where the selection and application of…

Machine Learning · Computer Science 2025-06-05 Hiroki Shiraishi , Hisao Ishibuchi , Masaya Nakata

We propose a novel method to improve estimation of asset returns for portfolio optimization. This approach first performs a monthly directional market forecast using an online decision tree. The decision tree is trained on a novel set of…

Portfolio Management · Quantitative Finance 2026-04-07 Nolan Alexander , William Scherer

The need to update the calibration of Function Point (FP) complexity weights is discussed, whose aims are to fit specific software application, to reflect software industry trend, and to improve cost estimation. Neuro-Fuzzy is a technique…

Software Engineering · Computer Science 2015-07-27 Wei Xia , Danny Ho , Luiz Fernando Capretz

Though machine learning has been applied to the foreign exchange market for algorithmic trading for quiet some time now, and neural networks(NN) have been shown to yield positive results, in most modern approaches the NN systems are…

Neural and Evolutionary Computing · Computer Science 2012-01-31 Gene I. Sher

Customer churn, particularly in the telecommunications sector, influences both costs and profits. As the explainability of models becomes increasingly important, this study emphasizes not only the explainability of customer churn through…

Machine Learning · Computer Science 2024-10-22 D. Y. C. Wang , Lars Arne Jordanger , Jerry Chun-Wei Lin

Travel behaviour modellers have an increasingly diverse set of models at their disposal, ranging from traditional econometric structures to models from mathematical psychology and data-driven approaches from machine learning. A key question…

Econometrics · Economics 2026-04-15 Stephane Hess , Sander van Cranenburgh

We propose a novel learning framework using neural mean-field (NMF) dynamics for inference and estimation problems on heterogeneous diffusion networks. Our new framework leverages the Mori-Zwanzig formalism to obtain an exact evolution…

Machine Learning · Computer Science 2021-06-07 Shushan He , Hongyuan Zha , Xiaojing Ye

In this study, we propose a fuzzy system for conducting short-term transactions in the forex market. The system is designed to enhance common strategies in the forex market using fuzzy logic, thereby improving the accuracy of transactions.…

Systems and Control · Electrical Eng. & Systems 2025-07-10 Mustafa Shabani , Alireza Nasiri , Hassan Nafardi

The implementation of optimization-based motion coordination approaches in real world multi-agent systems remains challenging due to their high computational complexity and potential deadlocks. This paper presents a distributed model…

Robotics · Computer Science 2021-06-03 Hongyu Zhou , Changliu Liu

Control systems behavior can be analyzed taking into account a large number of parameters: performances, reliability, availability, security. Each control system presents various security vulnerabilities that affect in lower or higher…

Cryptography and Security · Computer Science 2019-08-30 Emil Pricop , Sanda Florentina Mihalache , Nicolae Paraschiv , Jaouhar Fattahi , Florin Zamfir

Decision-making is a process of choosing among alternative courses of action for solving complicated problems where multi-criteria objectives are involved. The past few years have witnessed a growing recognition of Soft Computing (SC)…

Artificial Intelligence · Computer Science 2007-05-23 Cong Tran , Ajith Abraham , Lakhmi Jain

Evolutionary algorithms have been successful in solving multi-objective optimization problems (MOPs). However, as a class of population-based search methodology, evolutionary algorithms require a large number of evaluations of the objective…

Neural and Evolutionary Computing · Computer Science 2024-08-16 Xueming Yan , Yaochu Jin

Radio astronomy relies heavily on efficient and accurate processing pipelines to deliver science ready data. With the increasing data flow of modern radio telescopes, manual configuration of such data processing pipelines is infeasible.…

Instrumentation and Methods for Astrophysics · Physics 2026-03-18 S. Yatawatta , A. Ahmadi , B. Asabere , M. Iacobelli , N. Peters , M. Veldhuis

The increase in customer expectation in terms of cost and services rendered, coupled with competitive business environment and uncertainty in cost of raw materials have posed challenges on effective supply chain engineering making it…

Optimization and Control · Mathematics 2017-07-18 Nelson Christopher Dzupire , Yaw Nkansah-Gyekye , Silas Steven Mirau

Many optimization problems in science and engineering are highly nonlinear, and thus require sophisticated optimization techniques to solve. Traditional techniques such as gradient-based algorithms are mostly local search methods, and often…

Neural and Evolutionary Computing · Computer Science 2019-03-28 Xin-She Yang , Suash Deb , Sudhanshu K Mishra