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Tuning parameters is an important step for the application of metaheuristics to problem classes of interest. In this work we present a tuning framework based on the sequential optimization of perturbed regression models. Besides providing…

神经与进化计算 · 计算机科学 2019-12-02 Áthila R. Trindade , Felipe Campelo

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

统计金融 · 定量金融 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

Delivering meaningful uncertainty estimates is essential for a successful deployment of machine learning models in the clinical practice. A central aspect of uncertainty quantification is the ability of a model to return predictions that…

计算机视觉与模式识别 · 计算机科学 2023-03-03 Adrian Galdran , Johan Verjans , Gustavo Carneiro , Miguel A. González Ballester

For any business, planning is a continuous process, and typically business-owners focus on making both long-term planning aligned with a particular strategy as well as short-term planning that accommodates the dynamic market situations. An…

综合金融 · 定量金融 2017-01-25 Amita Gajewar , Gagan Bansal

Accurate travel products price forecasting is a highly desired feature that allows customers to take informed decisions about purchases, and companies to build and offer attractive tour packages. Thanks to machine learning (ML), it is now…

应用统计 · 统计学 2021-06-10 Rosa Candela , Pietro Michiardi , Maurizio Filippone , Maria A. Zuluaga

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…

应用统计 · 统计学 2020-08-19 Grzegorz Marcjasz , Jesus Lago , Rafał Weron

Electricity price forecasting (EPF) plays a critical role in power system operation and market decision making. While existing review studies have provided valuable insights into forecasting horizons, market mechanisms, and evaluation…

The prediction of financial markets is a challenging yet important task. In modern electronically-driven markets, traditional time-series econometric methods often appear incapable of capturing the true complexity of the multi-level…

计量经济学 · 经济学 2023-02-01 Martin Magris , Mostafa Shabani , Alexandros Iosifidis

Addressing complex meteorological processes at a fine spatial resolution requires substantial computational resources. To accelerate meteorological simulations, researchers have utilized neural networks to downscale meteorological variables…

大气与海洋物理 · 物理学 2024-04-30 Jing Hu , Honghu Zhang , Peng Zheng , Jialin Mu , Xiaomeng Huang , Xi Wu

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

机器学习 · 计算机科学 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

机器学习 · 统计学 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

PM2.5 forecasting is crucial for public health, air quality management, and policy development. Traditional physics-based models are computationally demanding and slow to adapt to real-time conditions. Deep learning models show potential in…

机器学习 · 计算机科学 2024-06-28 Shengjuan Cai , Fangxin Fang , Vincent-Henri Peuch , Mihai Alexe , Ionel Michael Navon , Yanghua Wang

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

机器学习 · 计算机科学 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

As a result of the ever increasing complexity of configuring and fine-tuning machine learning models, the field of automated machine learning (AutoML) has emerged over the past decade. However, software implementations like Auto-WEKA and…

机器学习 · 计算机科学 2022-11-09 Dimitrios Iliadis , Marcel Wever , Bernard De Baets , Willem Waegeman

Drilling boreholes for gas and oil extraction is an expensive process and profitability strongly depends on characteristics of the subsurface. As profitability is a key success factor, companies in the industry utilise well logs to explore…

机器学习 · 计算机科学 2020-10-12 Vito Alexander Nordloh , Anna Roubícková , Nick Brown

The forecast accuracy of machine learning (ML) weather prediction models is improving rapidly, leading many to speak of a "second revolution in weather forecasting". With numerous methods being developed and limited physical guarantees…

大气与海洋物理 · 物理学 2025-01-24 Olivier C. Pasche , Jonathan Wider , Zhongwei Zhang , Jakob Zscheischler , Sebastian Engelke

This paper explores the use of deep residual networks for pricing European options on Petrobras, one of the world's largest oil and gas producers, and compares its performance with the Black-Scholes (BS) model. Using eight years of…

统计金融 · 定量金融 2025-04-30 Joao Felipe Gueiros , Hemanth Chandravamsi , Steven H. Frankel

We consider the problem of dynamic pricing of a product in the presence of feature-dependent price sensitivity. Developing practical algorithms that can estimate price elasticities robustly, especially when information about no purchases…

机器学习 · 统计学 2022-12-21 Ravi Kumar , Shahin Boluki , Karl Isler , Jonas Rauch , Darius Walczak

Lost circulation remains a major and costly challenge in drilling operations, often resulting in wellbore instability, stuck pipe, and extended non-productive time. Accurate prediction of fluid loss is therefore essential for improving…

机器学习 · 计算机科学 2025-11-11 Seshu Kumar Damarla , Xiuli Zhu

While deep learning gradually penetrates operational planning, its inherent prediction errors may significantly affect electricity prices. This letter examines how prediction errors propagate into electricity prices, revealing notable…

机器学习 · 计算机科学 2023-11-14 Vladimir Dvorkin , Ferdinando Fioretto
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