相关论文: Multistep Brent Oil Price Forecasting with a Multi…

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Demand forecasting is extremely important in revenue management. After all, it is one of the inputs to an optimisation method which aim is to maximize revenue. Most, if not all, forecasting methods use historical data to forecast the…

This research paper introduces innovative approaches for multivariate time series forecasting based on different variations of the combined regression strategy. We use specific data preprocessing techniques which makes a radical change in…

Deep neural networks offer an alternative paradigm for modeling weather conditions. The ability of neural models to make a prediction in less than a second once the data is available and to do so with very high temporal and spatial…

Nearly all model algorithms used in machine learning use two different sets of parameters: the training parameters and the meta-parameters (hyperparameters). While the training parameters are learned during the training phase, the values of…

We use deep neural networks to estimate an asset pricing model for individual stock returns that takes advantage of the vast amount of conditioning information, while keeping a fully flexible form and accounting for time-variation. The key…

The increasing frequency of extreme weather events due to global climate change urges accurate weather prediction. Recently, great advances have been made by the \textbf{end-to-end methods}, thanks to deep learning techniques, but they face…

Accurate short-term forecasting of hauling-fleet capacity is crucial in open-pit mining, where weather fluctuations, mechanical breakdowns, and variable crew availability introduce significant operational uncertainties. We propose a…

Accurate real-time forecasting of key performance indicators (KPIs) is an essential requirement for various LTE/5G radio access network (RAN) automation. However, an accurate prediction can be very challenging in large-scale cellular…

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In…

This paper presents a meta-learning based, automatic distribution system load forecasting model selection framework. The framework includes the following processes: feature extraction, candidate model labeling, offline training, and online…

Deep learning based forecasting methods have become the methods of choice in many applications of time series prediction or forecasting often outperforming other approaches. Consequently, over the last years, these methods are now…

Deep learning is mainly based on utilizing gradient-based optimization for training Deep Neural Network (DNN) models. Although robust and widely used, gradient-based optimization algorithms are prone to getting stuck in local minima. In…

This study proposes a portfolio optimization framework that integrates advanced deep learning architectures with traditional financial models to enhance risk-adjusted performance. Using historical data from 2015-2023 across equities, ETFs,…

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

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 compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on…

This study investigates the application of machine learning techniques, specifically Neural Networks, Random Forests, and CatBoost for option pricing, in comparison to traditional models such as Black-Scholes and Heston Model. Using both…

Network traffic prediction techniques have attracted much attention since they are valuable for network congestion control and user experience improvement. While existing prediction techniques can achieve favorable performance when there is…

We consider the supervised learning problem of learning the price of an option or the implied volatility given appropriate input data (model parameters) and corresponding output data (option prices or implied volatilities). The majority of…