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This paper takes a deep learning approach to understand consumer credit risk when e-commerce platforms issue unsecured credit to finance customers' purchase. The "NeuCredit" model can capture both serial dependences in multi-dimensional…

风险管理 · 定量金融 2019-06-06 Di Wang , Qi Wu , Wen Zhang

We study the problem of modeling purchase of multiple products and utilizing it to display optimized recommendations for online retailers and e-commerce platforms. We present a parsimonious multi-purchase family of choice models called the…

信息检索 · 计算机科学 2023-08-08 Theja Tulabandhula , Deeksha Sinha , Saketh Reddy Karra , Prasoon Patidar

In this paper, we conduct a systematic large-scale analysis of order book-driven predictability in high-frequency returns by leveraging deep learning techniques. First, we introduce a new and robust representation of the order book, the…

计算金融 · 定量金融 2023-10-10 Lorenzo Lucchese , Mikko Pakkanen , Almut Veraart

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

人工智能 · 计算机科学 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Against the backdrop of increasingly severe global environmental changes, accurately predicting and meeting renewable energy demands has become a key challenge for sustainable business development. Traditional energy demand forecasting…

机器学习 · 计算机科学 2024-10-22 Te Li , Mengze Zhang , Yan Zhou

We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among…

统计金融 · 定量金融 2020-10-06 Xing Wang , Yijun Wang , Bin Weng , Aleksandr Vinel

This manuscript introduces deep learning models that simultaneously describe the dynamics of several yield curves. We aim to learn the dependence structure among the different yield curves induced by the globalization of financial markets…

机器学习 · 统计学 2024-11-20 Ronald Richman , Salvatore Scognamiglio

We develop a methodology that utilizes deep learning to simultaneously solve and estimate canonical continuous-time general equilibrium models in financial economics. We illustrate our method in two examples: (1) industrial dynamics of…

计算金融 · 定量金融 2023-05-18 Benjamin Fan , Edward Qiao , Anran Jiao , Zhouzhou Gu , Wenhao Li , Lu Lu

Hypergraph can capture complex and higher-order dependencies among learners and learning resources in personalized educational recommender systems. Many existing hypergraph-based recommendation approaches underexplored the dynamic…

信息检索 · 计算机科学 2026-03-17 Tao Xie , Yan Li , Yongpan Sheng , Jian Liao

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

机器学习 · 统计学 2021-04-28 Bryan Lim , Stefan Zohren

Inspired by the success of deep learning (DL) in natural language processing (NLP), we applied cutting-edge DL techniques to predict flight departure demand in a strategic time horizon (4 hours or longer). This work was conducted in support…

机器学习 · 计算机科学 2021-11-08 Liya Wang , Amy Mykityshyn , Craig Johnson , Benjamin D. Marple

Global leaders and policymakers are unified in their unequivocal commitment to decarbonization efforts in support of Net-Zero agreements. District Heating Systems (DHS), while contributing to carbon emissions due to the continued reliance…

机器学习 · 计算机科学 2025-02-13 Adithya Ramachandran , Thorkil Flensmark B. Neergaard , Andreas Maier , Siming Bayer

One key requirement for effective supply chain management is the quality of its inventory management. Various inventory management methods are typically employed for different types of products based on their demand patterns, product…

机器学习 · 计算机科学 2020-11-17 Elham Taghizadeh

The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation…

机器学习 · 计算机科学 2021-09-22 Chin-Chia Michael Yeh , Zhongfang Zhuang , Wei Zhang , Liang Wang

This systematic review examines how machine learning (ML) and deep learning (DL) have transformed forecasting, decision-making, and financial modelling, promoting innovation and efficiency in financial systems. Following PRISMA 2020…

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

统计金融 · 定量金融 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Numerical weather forecasting using high-resolution physical models often requires extensive computational resources on supercomputers, which diminishes their wide usage in most real-life applications. As a remedy, applying deep learning…

机器学习 · 计算机科学 2023-10-06 Selim Furkan Tekin , Arda Fazla , Suleyman Serdar Kozat

Stock market volatility forecasting is a task relevant to assessing market risk. We investigate the interaction between news and prices for the one-day-ahead volatility prediction using state-of-the-art deep learning approaches. The…

统计金融 · 定量金融 2018-12-31 Marcelo Sardelich , Suresh Manandhar

We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk…

机器学习 · 计算机科学 2018-01-16 J. B. Heaton , N. G. Polson , J. H. Witte

Trajectory prediction is crucial to advance autonomous driving, improving safety, and efficiency. Although end-to-end models based on deep learning have great potential, they often do not consider vehicle dynamic limitations, leading to…

机器人学 · 计算机科学 2025-08-20 Alexander Fertig , Lakshman Balasubramanian , Michael Botsch