相关论文: A Deep Probabilistic Model for Customer Lifetime V…

The wastage of perishable items has led to significant health and economic crises, increasing business uncertainty and fluctuating customer demand. This issue is worsened by online food delivery services, where frequent and unpredictable…

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

In the property and casualty (P&C) insurance industry, reserves comprise most of a company's liabilities. These reserves are the best estimates made by actuaries for future unpaid claims. Notably, reserves for different lines of business…

Within the domain of e-commerce retail, an important objective is the reduction of parcel loss during the last-mile delivery phase. The ever-increasing availability of data, including product, customer, and order information, has made it…

Accurate short-term prediction of overhead line (OHL) transmission ampacity can directly affect the efficiency of power system operation and planning. Any overestimation of the dynamic thermal line rating (DTLR) can lead to lifetime…

In the user growth scenario, Internet companies invest heavily in paid acquisition channels to acquire new users. But sustainable growth depends on acquired users' generating lifetime value (LTV) exceeding customer acquisition cost (CAC).…

We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving…

Transfer learning is widely used for training deep neural networks (DNN) for building a powerful representation. Even after the pre-trained model is adapted for the target task, the representation performance of the feature extractor is…

Discrete choice models (DCMs) are used to analyze individual decision-making in contexts such as transportation choices, political elections, and consumer preferences. DCMs play a central role in applied econometrics by enabling inference…

This paper shows a novel machine learning model for realized volatility (RV) prediction using a normalizing flow, an invertible neural network. Since RV is known to be skewed and have a fat tail, previous methods transform RV into values…

Cognitive modeling commonly relies on asking participants to complete a battery of varied tests in order to estimate attention, working memory, and other latent variables. In many cases, these tests result in highly variable observation…

Accurate forecasting of recovery rates (RR) is central to credit risk management and regulatory capital determination. In many loan portfolios, however, RR modeling is constrained by data scarcity arising from infrequent default events.…

This paper studies distributed estimation and support recovery for high-dimensional linear regression model with heavy-tailed noise. To deal with heavy-tailed noise whose variance can be infinite, we adopt the quantile regression loss…

Training large language models (LLMs) is computationally expensive, partly because the loss exhibits slow power-law convergence whose origin remains debatable. Through systematic analysis of toy models and empirical evaluation of LLMs, we…

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Multivariate time series (MTS) prediction is ubiquitous in real-world fields, but MTS data often contains missing values. In recent years, there has been an increasing interest in using end-to-end models to handle MTS with missing values.…

Conditional belief networks introduce stochastic binary variables in neural networks. Contrary to a classical neural network, a belief network can predict more than the expected value of the output $Y$ given the input $X$. It can predict a…

Accurately modeling long-term value (LTV) at the ranking stage of short-video recommendation remains challenging. While delayed feedback and extended engagement have been explored, fine-grained attribution and robust position normalization…

The latent position model (LPM) is a popular method used in network data analysis where nodes are assumed to be positioned in a $p$-dimensional latent space. The latent shrinkage position model (LSPM) is an extension of the LPM which…