Temporal-spatial dependencies enhanced deep learning model for time series forecast

H Yang, Y Chen, K Chen, H Wang - International Review of Financial …, 2024 - Elsevier
Forecasting financial time series can be challenging because of the inherent complex
interplay of temporal and spatial dynamics in the data. Specifically, time series for different …

Towards explainable artificial intelligence through expert-augmented supervised feature selection

M Rabiee, M Mirhashemi, MS Pangburn, S Piri… - Decision Support …, 2024 - Elsevier
This paper presents a comprehensive framework for expert-augmented supervised feature
selection, addressing pre-processing, in-processing, and post-processing aspects of …

Balancing energy consumption and thermal comfort in buildings: a multi-criteria framework

M Wani, F Hafiz, A Swain, J Broekaert - Annals of Operations Research, 2023 - Springer
The present study proposes a multi-criteria framework that focuses on two conflicting
objectives typically encountered in building energy management systems: energy …

Evolution of neural architectures for financial forecasting: a note on data incompatibility during crisis periods

F Hafiz, J Broekaert, A Swain - Annals of Operations Research, 2024 - Springer
This note focuses on the optimization of neural architectures for stock index movement
forecasting following the onset of a major market disruption or crisis. Given that such crises …

Stock Price Forecasting Using Machine Learning Techniques: A Systematic Review

D Patnaik, NVJ Rao, B Padhiari… - … Conference on Data …, 2023 - ieeexplore.ieee.org
Investment strategies in the stock market are intricate, hinging upon the analysis of extensive
datasets. Recently, there has been a growing interest in leveraging machine learning …

Enhancing Return Forecasting Using Lstm with Agent-Based Synthetic Data

L Wei, S Chen, J Lin, L Shi - Available at SSRN 4815781 - papers.ssrn.com
Deep learning forecasting models that rely on historical data struggle in financial markets
because the historical data provide insufficient information for adapting to new market …