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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…

We formalize a macro-financial stress test for rapid AI adoption. Rather than a productivity bust or existential risk, we identify a distribution-and-contract mismatch: AI-generated abundance coexists with demand deficiency because economic…

人工智能 · 计算机科学 2026-03-11 Xupeng Chen

Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…

机器学习 · 计算机科学 2018-12-11 Xin-Yao Qian

High-resolution daytime satellite imagery has become a promising source to study economic activities. These images display detailed terrain over large areas and allow zooming into smaller neighborhoods. Existing methods, however, have…

Cardiac arrest is one of the biggest global health problems, and early identification and management are key to enhancing the patient's prognosis. In this paper, we propose a novel framework that combines an EfficientNet-based deep learning…

机器学习 · 计算机科学 2025-09-10 Qasim Zia , Avais Jan , Zafar Iqbal , Muhammad Mumtaz Ali , Mukarram Ali , Murray Patterson

The machine learning community has recently had increased interest in the climate and disaster damage domain due to a marked increased occurrences of natural hazards (e.g., hurricanes, forest fires, floods, earthquakes). However, not enough…

计算机视觉与模式识别 · 计算机科学 2021-12-28 Vishal Anand , Yuki Miura

In today's complex and volatile financial market environment, risk management of multi-asset portfolios faces significant challenges. Traditional risk assessment methods, due to their limited ability to capture complex correlations between…

风险管理 · 定量金融 2025-02-14 Fu Lei , Ge Shi

Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock returns or realized volatility). These networks are used for…

统计金融 · 定量金融 2022-08-09 Kara Karpman , Sumanta Basu , David Easley

Accurate covariance forecasting is central to portfolio allocation, risk management, and asset pricing, yet many existing methods struggle at medium-term horizons, where shifting market regimes and slower dynamics predominate. We propose a…

计算工程、金融与科学 · 计算机科学 2026-05-21 Pedro Reis , Ana Paula Serra , João Gama

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

物理与社会 · 物理学 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin

We present an econometric framework that adapts tools for scenario analysis, such as variants of conditional forecasts and generalized impulse responses, for use with dynamic nonparametric models. The proposed algorithms are based on…

计量经济学 · 经济学 2025-12-01 Michael Pfarrhofer , Anna Stelzer

Stress is widely recognized as a major contributor to a variety of health issues. Stress prediction using biosignal data recorded by wearables is a key area of study in mobile sensing research because real-time stress prediction can enable…

机器学习 · 计算机科学 2023-08-14 Tanvir Islam , Peter Washington

This study proposes a risk prediction method based on a Multi-Scale Temporal Alignment Network (MSTAN) to address the challenges of temporal irregularity, sampling interval differences, and multi-scale dynamic dependencies in Electronic…

机器学习 · 计算机科学 2025-11-27 Wei-Chen Chang , Lu Dai , Ting Xu

Bankruptcy is a legal procedure that claims a person or organization as a debtor. It is essential to ascertain the risk of bankruptcy at initial stages to prevent financial losses. In this perspective, different soft computing techniques…

机器学习 · 计算机科学 2015-02-13 Kalyan Nagaraj , Amulyashree Sridhar

The integration of Artificial Intelligence (AI) techniques, particularly large language models (LLMs), in finance has garnered increasing academic attention. Despite progress, existing studies predominantly focus on tasks like financial…

Understanding the business cycle is crucial for building economic stability, guiding business planning, and informing investment decisions. The business cycle refers to the recurring pattern of expansion and contraction in economic activity…

机器学习 · 计算机科学 2024-06-17 Elvys Linhares Pontes , Mohamed Benjannet , Raymond Yung

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

计算金融 · 定量金融 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

In today's world, stress is a big problem that affects people's health and happiness. More and more people are feeling stressed out, which can lead to lots of health issues like breathing problems, feeling overwhelmed, heart attack,…

机器学习 · 计算机科学 2024-12-11 Ashutosh Singh , Khushdeep Singh , Amit Kumar , Abhishek Shrivastava , Santosh Kumar

In this research paper, I have performed time series analysis and forecasted the monthly value of housing starts for the year 2019 using several econometric methods - ARIMA(X), VARX, (G)ARCH and machine learning algorithms - artificial…

计量经济学 · 经济学 2019-05-21 Sudiksha Joshi

The proliferation of early diagnostic technologies, including self-monitoring systems and wearables, coupled with the application of these technologies on large segments of healthy populations may significantly aggravate the problem of…

机器学习 · 计算机科学 2021-07-23 Anna Fedyukova , Douglas Pires , Daniel Capurro