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相关论文: Feature Selection with Annealing for Forecasting F…

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We propose a new ensemble prediction method, Random Subset Averaging (RSA), tailored for settings with many covariates, particularly in the presence of strong correlations. RSA constructs candidate models via binomial random subset strategy…

统计方法学 · 统计学 2025-12-30 Wenhao Cui , Jie Hu

The amount of data for machine learning (ML) applications is constantly growing. Not only the number of observations, especially the number of measured variables (features) increases with ongoing digitization. Selecting the most appropriate…

机器学习 · 计算机科学 2021-11-25 Konstantin Hopf , Sascha Reifenrath

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…

统计金融 · 定量金融 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Recent methods for long-tailed instance segmentation still struggle on rare object classes with few training data. We propose a simple yet effective method, Feature Augmentation and Sampling Adaptation (FASA), that addresses the data…

计算机视觉与模式识别 · 计算机科学 2021-10-01 Yuhang Zang , Chen Huang , Chen Change Loy

We determine the number of statistically significant factors in a forecast model using a random matrices test. The applied forecast model is of the type of Reduced Rank Regression (RRR), in particular, we chose a flavor which can be seen as…

统计金融 · 定量金融 2025-03-10 Andrés García Medina , Graciela González-Farías

Learner Performance-based Behavior using Simulated Annealing (LPBSA) is an improvement of the Learner Performance-based Behavior (LPB) algorithm. LPBSA, like LPB, has been proven to deal with single and complex problems. Simulated Annealing…

神经与进化计算 · 计算机科学 2025-01-30 Dana Rasul Hamad , Tarik A. Rashid

Several AutoML approaches have been proposed to automate the machine learning (ML) process, such as searching for the ML model architectures and hyper-parameters. However, these AutoML pipelines only focus on improving the learning accuracy…

机器学习 · 计算机科学 2021-01-18 Xiaoyang Wang , Bo Li , Yibo Zhang , Bhavya Kailkhura , Klara Nahrstedt

We present a machine learning framework and a new test bed for data mining from the Slurm Workload Manager for high-performance computing (HPC) clusters. The focus was to find a method for selecting features to support decisions: helping…

机器学习 · 计算机科学 2020-12-16 Adedolapo Okanlawon , Huichen Yang , Avishek Bose , William Hsu , Dan Andresen , Mohammed Tanash

The Space-Weather ANalytics for Solar Flares (SWAN-SF) is a multivariate time series benchmark dataset recently created to serve the heliophysics community as a testbed for solar flare forecasting models. SWAN-SF contains 54 unique…

In machine learning, the process of feature selection involves finding a reduced subset of features that captures most of the information required to train an accurate and efficient model. This work presents FeatureCuts, a novel feature…

机器学习 · 计算机科学 2025-08-05 Andy Hu , Devika Prasad , Luiz Pizzato , Nicholas Foord , Arman Abrahamyan , Anna Leontjeva , Cooper Doyle , Dan Jermyn

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

统计金融 · 定量金融 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

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 proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

计算工程、金融与科学 · 计算机科学 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

Accurate short-term load forecasting is essential for the efficient operation of the power sector. Forecasting load at a fine granularity such as hourly loads of individual households is challenging due to higher volatility and inherent…

信号处理 · 电气工程与系统科学 2022-05-17 Haris Mansoor , Sarwan Ali , Imdadullah Khan , Naveed Arshad , Muhammad Asad Khan , Safiullah Faizullah

We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…

Large Language Model (LLM) inference systems present significant challenges in statistical performance characterization due to dynamic workload variations, diverse hardware architectures, and complex interactions between model size, batch…

Organizing and managing cryptocurrency portfolios and decision-making on transactions is crucial in this market. Optimal selection of assets is one of the main challenges that requires accurate prediction of the price of cryptocurrencies.…

机器学习 · 计算机科学 2024-12-20 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

With the widespread engineering applications ranging from artificial intelligence and big data decision-making, originally a lot of tedious financial data processing, processing and analysis have become more and more convenient and…

计算金融 · 定量金融 2019-02-26 Quanxi Wang

In portfolio analysis, the traditional approach of replacing population moments with sample counterparts may lead to suboptimal portfolio choices. I show that optimal portfolio weights can be estimated using a machine learning (ML)…

投资组合管理 · 定量金融 2018-07-31 Daniel Kinn

Feature selection plays a crucial role in improving predictive accuracy by identifying relevant features while filtering out irrelevant ones. This study investigates the importance of effective feature selection in enhancing the performance…

机器学习 · 计算机科学 2024-03-12 Younes Ghazagh Jahed , Seyyed Ali Sadat Tavana