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Developing an accurate prediction model for housing prices is always needed for socio-economic development and well-being of citizens. In this paper, a diverse set of machine learning algorithms such as XGBoost, CatBoost, Random Forest,…

机器学习 · 计算机科学 2020-06-19 Shashi Bhushan Jha , Radu F. Babiceanu , Vijay Pandey , Rajesh Kumar Jha

We consider the problem of power demand forecasting in residential micro-grids. Several approaches using ARMA models, support vector machines, and recurrent neural networks that perform one-step ahead predictions have been proposed in the…

神经与进化计算 · 计算机科学 2017-06-30 Riccardo Bonetto , Michele Rossi

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

应用统计 · 统计学 2025-01-14 Xinyuan Song

The 2006 sudden and immense downturn in U.S. House Prices sparked the 2007 global financial crisis and revived the interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting…

计算金融 · 定量金融 2017-07-18 Vasilios Plakandaras , Rangan Gupta , Periklis Gogas , Theophilos Papadimitriou

In recent years, machine learning (ML) techniques have become a powerful tool for improving the accuracy of predictions and decision-making. Machine learning technologies have begun to penetrate all areas, including the real estate sector.…

机器学习 · 计算机科学 2025-06-25 Oleh Pastukh , Viktor Khomyshyn

Quantitative models are an important decision-making factor for policy makers and investors. Predicting an economic recession with high accuracy and reliability would be very beneficial for the society. This paper assesses machine learning…

计量经济学 · 经济学 2023-09-01 Kian Tehranian

In this paper, I explored how a range of regression and machine learning techniques can be applied to monthly U.S. unemployment data to produce timely forecasts. I compared seven models: Linear Regression, SGDRegressor, Random Forest,…

机器学习 · 计算机科学 2025-05-06 Kyungsu Kim

I show that house prices can be modeled using machine learning (kNN and tree-bagging) and a small dataset composed of macro-economic factors (MEF), including an inflation metric (CPI), US treasury rates (10-yr), Gross Domestic Product…

统计金融 · 定量金融 2025-05-16 Nicolas Houlié

Using data from 2000 through 2022, we analyze the predictive capability of the annual numbers of new home constructions and four available environmental, social, and governance factors on the average annual price of homes sold in eight…

计算金融 · 定量金融 2024-04-11 Jason R. Bailey , W. Brent Lindquist , Svetlozar T. Rachev

By significant improvements in modern electrical systems, planning for unit commitment and power dispatching of them are two big concerns between the researchers. Short-term load forecasting plays a significant role in planning and…

统计金融 · 定量金融 2020-10-01 Kasun Chandrarathna , Arman Edalati , AhmadReza Fourozan tabar

In this paper, we use the house price data ranging from January 2004 to October 2016 to predict the average house price of November and December in 2016 for each district in Beijing, Shanghai, Guangzhou and Shenzhen. We apply Autoregressive…

机器学习 · 计算机科学 2017-09-26 Xiaochen Chen , Lai Wei , Jiaxin Xu

Many businesses and industries require accurate forecasts for weekly time series nowadays. However, the forecasting literature does not currently provide easy-to-use, automatic, reproducible and accurate approaches dedicated to this task.…

机器学习 · 计算机科学 2023-12-05 Rakshitha Godahewa , Christoph Bergmeir , Geoffrey I. Webb , Pablo Montero-Manso

The growing instability of both global and domestic economic environments has increased the risk of financial distress at the household level. However, traditional econometric models often rely on delayed and aggregated data, limiting their…

For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correctly designed and refined, they can painstakingly and…

统计金融 · 定量金融 2021-12-24 Ananda Chatterjee , Hrisav Bhowmick , Jaydip Sen

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…

统计金融 · 定量金融 2021-01-18 Racine Ly , Fousseini Traore , Khadim Dia

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

统计金融 · 定量金融 2020-07-27 Yang Li , Yi Pan

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

机器学习 · 计算机科学 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

As a result of increasing population and globalization, the demand for energy has greatly risen. Therefore, accurate energy consumption forecasting has become an essential prerequisite for government planning, reducing power wastage and…

机器学习 · 计算机科学 2022-07-05 Muhammad Bilal , Hyeok Kim , Muhammad Fayaz , Pravin Pawar

We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading decisions. We used five, two, and one year samples of hourly…

统计方法学 · 统计学 2025-03-27 Gabriel R. Palma , Mariusz Skoczeń , Phil Maguire

The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…

机器学习 · 计算机科学 2021-04-26 Julia Gastinger , Sébastien Nicolas , Dušica Stepić , Mischa Schmidt , Anett Schülke
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