相关论文: Economic Recession Prediction Using Deep Neural Ne…

We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…

Forecasting meteorological variables is challenging due to the complexity of their processes, requiring advanced models for accuracy. Accurate precipitation forecasts are vital for society. Reliable predictions help communities mitigate…

The electroencephalogram (EEG) is one of the most precious technologies to understand the happenings inside our brain and further understand our body's happenings. Automatic prediction of oncoming seizures using the EEG signals helps the…

Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having…

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

Long short-term memory (LSTM) and gated recurrent unit (GRU) are used to model US recessions from 1967 to 2021. Their predictive performances are compared to those of the traditional linear models. The out-of-sample performance suggests the…

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

We introduce DeepGLEAM, a hybrid model for COVID-19 forecasting. DeepGLEAM combines a mechanistic stochastic simulation model GLEAM with deep learning. It uses deep learning to learn the correction terms from GLEAM, which leads to improved…

Drought is a frequent and costly natural disaster in California, with major negative impacts on agricultural production and water resource availability, particularly groundwater. This study investigated the performance of applying different…

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

We develop a methodology that utilizes deep learning to simultaneously solve and estimate canonical continuous-time general equilibrium models in financial economics. We illustrate our method in two examples: (1) industrial dynamics of…

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions…

Using historical data to predict future events has many applications in the real world, such as stock price prediction; the robot localization. In the past decades, the Convolutional long short-term memory (LSTM) networks have achieved…

Option pricing is a significant problem for option risk management and trading. In this article, we utilize a framework to present financial data from different sources. The data is processed and represented in a form of 2D tensors in three…

In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical…

With an increasing emphasis on driving down the costs of Operations and Maintenance (O&M) in the Offshore Wind (OSW) sector, comes the requirement to explore new methodology and applications of Deep Learning (DL) to the domain.…

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Hybrid methods have been shown to outperform pure statistical and pure deep learning methods at both forecasting tasks, and at quantifying the uncertainty associated with those forecasts (prediction intervals). One example is Multivariate…

One of the greatest challenges towards fully autonomous cars is the understanding of complex and dynamic scenes. Such understanding is needed for planning of maneuvers, especially those that are particularly frequent such as lane changes.…

To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…