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This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…

机器学习 · 统计学 2018-05-03 Victoria J. Hodge , Jim Austin

We apply several machine learning algorithms to the problem of anomaly detection in operational data for large-scale, high-voltage electric power grids. We observe important differences in the performance of the algorithms. Neural networks…

系统与控制 · 电气工程与系统科学 2026-02-12 Marc Gillioz , Guillaume Dubuis , Étienne Voutaz , Philippe Jacquod

Inflation is a major determinant for allocation decisions and its forecast is a fundamental aim of governments and central banks. However, forecasting inflation is not a trivial task, as its prediction relies on low frequency, highly…

计量经济学 · 经济学 2023-03-30 Maximilian Tschuchnig , Petra Tschuchnig , Cornelia Ferner , Michael Gadermayr

This study introduces a novel approach for EUR/USD exchange rate forecasting that integrates deep learning, textual analysis, and particle swarm optimization (PSO). By incorporating online news and analysis texts as qualitative data, the…

计算工程、金融与科学 · 计算机科学 2025-06-30 Hongcheng Ding , Xiangyu Shi , Ruiting Deng , Salaar Faroog , Deshinta Arrova Dewi , Shamsul Nahar Abdullah , Bahiah A Malek

This paper addresses the problem of pricing involved financial derivatives by means of advanced of deep learning techniques. More precisely, we smartly combine several sophisticated neural network-based concepts like differential machine…

Outlier detection is one of the most important processes taken to create good, reliable data in machine learning. The most methods of outlier detection leverage an auxiliary reconstruction task by assuming that outliers are more difficult…

计算机视觉与模式识别 · 计算机科学 2022-11-23 Ning Huyan , Dou Quan , Xiangrong Zhang , Xuefeng Liang , Jocelyn Chanussot , Licheng Jiao

Despite tremendous progress in outlier detection research in recent years, the majority of existing methods are designed only to detect unconditional outliers that correspond to unusual data patterns expressed in the joint space of all data…

机器学习 · 计算机科学 2016-12-23 Charmgil Hong , Milos Hauskrecht

This article is an introduction to machine learning for financial forecasting, planning and analysis (FP\&A). Machine learning appears well suited to support FP\&A with the highly automated extraction of information from large amounts of…

计量经济学 · 经济学 2021-07-13 Helmut Wasserbacher , Martin Spindler

In this paper, the issue of adapting probabilities for Evolutionary Algorithm (EA) search operators is revisited. A framework is devised for distinguishing between measurements of performance and the interpretation of those measurements for…

神经与进化计算 · 计算机科学 2009-07-06 James M. Whitacre , Tuan Q. Pham , Ruhul A. Sarker

In this contribution, we exploit machine learning techniques to evaluate whether and how close firms are to becoming successful exporters. First, we train and test various algorithms using financial information on both exporters and…

综合经济学 · 经济学 2024-07-11 Francesca Micocci , Armando Rungi

With manual searching processes, the rate at which scientists and astronomers discover exoplanets is slow because of inefficiencies that require an extensive time of laborious inspections. In fact, as of now there have been about only 5,000…

机器学习 · 计算机科学 2025-07-29 Ethan Lo , Dan C. Lo

Outlier detection is a significant area in data mining. It can be either used to pre-process the data prior to an analysis or post the processing phase (before visualization) depending on the effectiveness of the outlier and its importance.…

机器学习 · 统计学 2021-06-22 Jacob John

Anomalies in economic and financial data -- often linked to rare yet impactful events -- are of theoretical interest, but can also severely distort inference. Although outlier-robust methodologies can be used, many researchers prefer…

统计方法学 · 统计学 2025-09-01 Monica Billio , Roberto Casarin , Fausto Corradin , Antonio Peruzzi

In recent years the machine learning techniques have shown a great potential in various problems from a multitude of disciplines, including materials design and drug discovery. The high computational speed on the one hand and the accuracy…

化学物理 · 物理学 2018-05-09 Konstantin Gubaev , Evgeny V. Podryabinkin , Alexander V. Shapeev

Outlier detection is an essential capability in safety-critical applications of supervised visual recognition. Most of the existing methods deliver best results by encouraging standard closed-set models to produce low-confidence predictions…

计算机视觉与模式识别 · 计算机科学 2024-09-10 Anja Delić , Matej Grcić , Siniša Šegvić

The application of machine learning to support the processing of large datasets holds promise in many industries, including financial services. However, practical issues for the full adoption of machine learning remain with the focus being…

机器学习 · 计算机科学 2021-05-14 Ismini Psychoula , Andreas Gutmann , Pradip Mainali , S. H. Lee , Paul Dunphy , Fabien A. P. Petitcolas

Outlier detection has gained increasing interest in recent years, due to newly emerging technologies and the huge amount of high-dimensional data that are now available. Outlier detection can help practitioners to identify unwanted noise…

统计理论 · 数学 2021-05-20 Mads Lindskou , Torben Tvedebrink , Poul Svante Eriksen , Niels Morling

Outliers are ubiquitous in modern data sets. Distance-based techniques are a popular non-parametric approach to outlier detection as they require no prior assumptions on the data generating distribution and are simple to implement. Scaling…

机器学习 · 统计学 2016-05-04 Mario Lucic , Olivier Bachem , Andreas Krause

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…

最优化与控制 · 数学 2021-04-19 Maximilien Germain , Huyên Pham , Xavier Warin

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

物理与社会 · 物理学 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli