Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative analysis and tested their validity on short-term mid-price...

Civil unrest is a powerful form of collective human dynamics, which has led to major transitions of societies in modern history. The study of collective human dynamics, including collective aggression, has been the focus of much discussion in the context of modeling and identification of...

This paper considers sampling proportional to expected size from a partly unknown distribution. The applied context is the exploration for undiscovered resources, like oil accumulations in different deposits, where the most promising deposits are likely to be drilled first, based on some...

Aims: To review the current state of hospital bed planning, and to develop a simple tool to estimate short-term future bed requirements using historical bed occupancy data. Study Design: Analysis of daily bed occupancy between January 2008 and October 2015. Synthesis of trends into a method for...

This paper considers the problem of point prediction based on a predictive distribution, representing the uncertainty about the outcome. The issue explored is the reporting of a single characteristic, typically the mean, the median or the mode, in the context of a skewed distribution and...

We derive risk-neutral option price formulas for plain-vanilla temperature futures derivatives on the basis of several multi-factor Ornstein-Uhlenbeck temperature models which allow for seasonality in the mean level and volatility. Our main innovation consists in an incorporation of omnipresent...

Increasing the complexity of the foreign exchange market as the world's largest financial market, has led to a lot of instability and noise in exchange rate series as a result of a considerable increase in speculator participants. The exchange rate forecast will be disturbed by this great noise....

You're probably familiar, at least in passing, with the 'convexity' of long-term bonds - i.e. that yields dropping 1% produce a bigger price move than yields rising 1%. A significant amount of brainpower has gone into understanding all the ramifications of this convexity in the fixed income...

Wilfried Despagne describes a Web-based forecasting support system, “Horizons,” that was designed for a French subsidiary of a European temperature-controlled-transport group. The major challenge was the adaptation of the system to more than 70 different transportation hubs, requiring a...

The world's data is growing more than 40% annually. Coupled with exponentially growing computing horsepower, this provides us with unprecedented basis for “learning” useful things from the data through statistical induction without material human intervention and acting on them. Philosophers...