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We investigate the predictive power of different machine learning algorithms to nowcast Madagascar's gross domestic product (GDP). We trained popular regression models, including linear regularized regression (Ridge, Lasso, Elastic-net),…

综合经济学 · 经济学 2024-01-22 Franck Ramaharo , Gerzhino Rasolofomanana

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

计量经济学 · 经济学 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Tree ensemble models like random forests and gradient boosting machines are widely used in machine learning due to their excellent predictive performance. However, a high-performance ensemble consisting of a large number of decision trees…

机器学习 · 统计学 2024-10-28 Zebin Yang , Agus Sudjianto , Xiaoming Li , Aijun Zhang

Sales forecasting plays a prominent role in business planning and business strategy. The value and importance of advance information is a cornerstone of planning activity, and a well-set forecast goal can guide sale-force more efficiently.…

机器学习 · 统计学 2017-05-17 Qiuping Xu , Vikas Sharma

The emerging field of learning-augmented online algorithms uses ML techniques to predict future input parameters and thereby improve the performance of online algorithms. Since these parameters are, in general, real-valued functions, a…

机器学习 · 计算机科学 2022-05-26 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

Fluctuations in the stock market rapidly shape the economic world and consumer markets, impacting millions of individuals. Hence, accurately forecasting it is essential for mitigating risks, including those associated with inactivity.…

统计金融 · 定量金融 2025-01-15 Konstantinos-Leonidas Bisdoulis

The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…

计算金融 · 定量金融 2021-04-20 Ekaterina Zolotareva

Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns. However,…

机器学习 · 计算机科学 2021-02-02 Chuheng Zhang , Yuanqi Li , Xi Chen , Yifei Jin , Pingzhong Tang , Jian Li

I show that house prices can be modeled using machine learning (kNN and tree-bagging) and a small dataset composed of macro-economic factors (MEF), including an inflation metric (CPI), US treasury rates (10-yr), Gross Domestic Product…

统计金融 · 定量金融 2025-05-16 Nicolas Houlié

Systems governed by partial differential equations (PDEs) require computationally intensive numerical solvers to predict spatiotemporal field evolution. While machine learning (ML) surrogates offer faster solutions, autoregressive inference…

机器学习 · 计算机科学 2025-07-08 Ishan Khurjekar , Indrashish Saha , Lori Graham-Brady , Somdatta Goswami

Image restoration has experienced significant advancements due to the development of deep learning. Nevertheless, it encounters challenges related to ill-posed problems, resulting in deviations between single model predictions and…

计算机视觉与模式识别 · 计算机科学 2024-10-31 Shangquan Sun , Wenqi Ren , Zikun Liu , Hyunhee Park , Rui Wang , Xiaochun Cao

For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…

统计金融 · 定量金融 2021-04-16 Nazish Ashfaq , Zubair Nawaz , Muhammad Ilyas

We propose a novel multi-dimensional integration algorithm using a machine learning (ML) technique. After training a ML regression model to mimic a target integrand, the regression model is used to evaluate an approximation of the integral.…

计算物理 · 物理学 2021-10-14 Boram Yoon

The study aimed to evaluate the regression models' performance in predicting the cost of medical insurance. The Three (3) Regression Models in Machine Learning namely Linear Regression, Gradient Boosting, and Support Vector Machine were…

机器学习 · 计算机科学 2023-04-26 Jonelle Angelo S. Cenita , Paul Richie F. Asuncion , Jayson M. Victoriano

Machine learning algorithms can now outperform classic economic models in predicting quantities ranging from bargaining outcomes, to choice under uncertainty, to an individual's future jobs and wages. Yet this predictive accuracy comes at a…

理论经济学 · 经济学 2025-08-27 Annie Liang

We develop a generalized inverse optimization framework for fitting the cost vector of a single linear optimization problem given multiple observed decisions. This setting is motivated by ensemble learning, where building consensus from…

最优化与控制 · 数学 2020-06-08 Aaron Babier , Timothy C. Y. Chan , Taewoo Lee , Rafid Mahmood , Daria Terekhov

To achieve high performance of a machine learning (ML) task, a deep learning-based model must implicitly capture the entire distribution from data. Thus, it requires a huge amount of training samples, and data are expected to fully present…

机器学习 · 计算机科学 2021-11-17 Hung Nguyen , Morris Chang

Machine learning (ML) continues to grow in importance across nearly all domains and is a natural tool in modeling to learn from data. Often a tradeoff exists between a model's ability to minimize bias and variance. In this paper, we utilize…

机器学习 · 计算机科学 2020-11-16 Xingfu Wu , Valerie Taylor

In this age of Big Data, machine learning based data mining methods are extensively used to inspect large scale data sets. Deriving applicable predictive modeling from these type of data sets is a challenging obstacle because of their high…

机器学习 · 计算机科学 2015-04-14 Ferhat Özgür Çatak

Commonly, AI or machine learning (ML) models are evaluated on benchmark datasets. This practice supports innovative methodological research, but benchmark performance can be poorly correlated with performance in real-world applications -- a…

机器学习 · 计算机科学 2024-06-18 Olivier Binette , Jerome P. Reiter