相关论文: Cross-border Commodity Pricing Strategy Optimizati…

In this study, the novel hybrid machine learning approach is proposed in carbon price fluctuation prediction. Specifically, a research framework integrating DILATED Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM)…

Accurate forecasting of commodity price spikes is vital for countries with limited economic buffers, where sudden increases can strain national budgets, disrupt import-reliant sectors, and undermine food and energy security. This paper…

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may…

Neural network robustness has become a central topic in machine learning in recent years. Most training algorithms that improve the model's robustness to adversarial and common corruptions also introduce a large computational overhead,…

International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns…

Cloud-aided mobile edge networks (CAMENs) allow edge servers (ESs) to purchase resources from remote cloud servers (CSs), while overcoming resource shortage when handling computation-intensive tasks of mobile users (MUs). Conventional…

This paper studies online optimization under inventory (budget) constraints. While online optimization is a well-studied topic, versions with inventory constraints have proven difficult. We consider a formulation of inventory-constrained…

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate…

This paper presents a Monte-Carlo-based artificial neural network framework for pricing Bermudan options, offering several notable advantages. These advantages encompass the efficient static hedging of the target Bermudan option and the…

Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model…

This study develops a digitalized forecasting-inventory optimization pipeline integrating traditional forecasting models, machine learning regressors, and deep sequence models within a unified inventory simulation framework. Using the M5…

This study aims to address the challenges of futures price prediction in high-frequency trading (HFT) by proposing a continuous learning factor predictor based on graph neural networks. The model integrates multi-factor pricing theories…

Crude oil is a major component in most advanced economies of the world. Accurately predicting and understanding the behavior of crude oil prices is important for economists, analysts, forecasters, and traders, to name a few. The price of…

Supply chain (SC) risk management is influenced by both spatial and temporal attributes of different entities (suppliers, retailers, and customers). Each entity has given capacity and lead time for processing and transporting products to…

In this paper, we propose a method to identify identical commodities. In e-commerce scenarios, commodities are usually described by both images and text. By definition, identical commodities are those that have identical key attributes and…

Mathematical modelling is ubiquitous in the financial industry and drives key decision processes. Any given model provides only a crude approximation to reality and the risk of using an inadequate model is hard to detect and quantify. By…

The Security-Constrained Economic Dispatch (SCED) is a fundamental optimization model for Transmission System Operators (TSO) to clear real-time energy markets while ensuring reliable operations of power grids. In a context of growing…

Freight carriers rely on tactical planning to design their service network to satisfy demand in a cost-effective way. For computational tractability, deterministic and cyclic Service Network Design (SND) formulations are used to solve…