[1] A Stock Price Prediction Approach Based on Time Series Decomposition and Multi Scale CNN using OHLCT Images基于时间序列分解和多尺度CNN的OHLCT图像股票价格预测方法来源:ARXIV_20241028[2] Tourism destination events classifier based on artificial intelligence techniques基于人工智能技术的旅游目的地事件分类器来源:ARXIV_20241029[3] Democratising Agricultural Commodity Price Forecasting农产品价格预测民主化来源:ARXIV_20241029[4] Extracting Alpha from Financial Analyst Networks从金融分析师网络中提取阿尔法来源:ARXIV_20241029[5] MCI GRUMCI GRU来源:ARXIV_20241029[6] Dual Agent Deep Reinforcement Learning for Dynamic Pricing and Replenishment动态定价和补货的双智能体深度强化学习来源:ARXIV_20241029[7] Achilles, Neural Network to Predict the Gold Vs US Dollar Integration with Trading Bot for Automatic TradingAchilles，神经网络预测黄金与美元的汇率，与交易机器人集成进行自动交易来源:ARXIV_20241030[8] Safety and Security Dynamics in Gulf Cooperation Council (GCC) Countries海湾合作委员会（GCC）国家的安全与安保动态来源:ARXIV_20241030[9] Why is it so hard to find a job now Enter Ghost Jobs为什么现在找工作这么难进入Ghost Jobs来源:ARXIV_20241030[10] Differentiable Inductive Logic Programming for Fraud Detection用于欺诈检测的微分归纳逻辑编程来源:ARXIV_20241030[11] EconoJaxEconoJax来源:ARXIV_20241030[12] Debiasing Alternative Data for Credit Underwriting Using Causal Inference使用因果推理对信贷承保的替代数据进行去偏处理来源:ARXIV_20241031[13] Enhanced Indexing Using Cumulative Prospect Theory Utility Function with Expectile Risk基于累积前景理论效用函数和预期风险的增强指数来源:SSRN_20241031[14] Exploiting Risk Aversion and Size dependent fees in FX Trading with Fitted Natural Actor Critic用合适的自然行动者批评家挖掘外汇交易中的风险规避和规模依赖性费用来源:ARXIV_20241101[15] Generalized Distribution Prediction for Asset Returns资产收益的广义分布预测来源:ARXIV_20241101[16] The Heterogeneous Effects of Active Labour Market Policies in Switzerland瑞士积极劳动力市场政策的异质性效应来源:ARXIV_20241101
[1] A Stock Price Prediction Approach Based on Time Series Decomposition and Multi Scale CNN using OHLCT Images
标题:基于时间序列分解和多尺度CNN的OHLCT图像股票价格预测方法作者:Zhiyuan Pei, Jianqi Yan, Jin Yan, Bailing Yang, Ziyuan Li, Lin Zhang, Xin Liu, Yang Zhang来源:ARXIV_20241028
Abstract : Stock price fluctuations are influenced by a variety of factors, including macroeconomic conditions, government policies, and market sentiment, which together make price movements complex and difficult to predict. Despite many studies aimed at enhancing stock price prediction models, challenges such as data noise, model overfitting, and lack of interpretability are still encountered. To address these issues and improve prediction accuracy, this......(摘要翻译及全文见知识星球)Keywords :
[2] Tourism destination events classifier based on artificial intelligence techniques
标题:基于人工智能技术的旅游目的地事件分类器作者:Miguel Camacho-Ruiz, Ramón Alberto Carrasco, Gema Fernández-Avilés, Antonio LaTorre来源:ARXIV_20241029Abstract : Identifying client needs to provide optimal services is crucial in tourist destination management. The events held in tourist destinations may help to meet those needs and thus contribute to tourist satisfaction. As with product management, the creation of hierarchical catalogs to classify those events can aid event management. The events that can be found on the internet are listed in dispersed,......(摘要翻译及全文见知识星球)Keywords :
标题:农产品价格预测民主化作者:Rotem Zelingher来源:ARXIV_20241029Abstract : Ensuring food security is a critical global challenge, particularly for low income countries where food prices impact the access to nutritious food. The volatility of global agricultural commodity (AC) prices exacerbates food insecurity, with international trade restrictions and market disruptions further complicating the situation. Despite online platforms for monitoring food prices, there is a significant gap in providing detailed explanations and......(摘要翻译及全文见知识星球)Keywords :
[4] Extracting Alpha from Financial Analyst Networks
标题:从金融分析师网络中提取阿尔法作者:Dragos Gorduza, Yaxuan Kong, Xiaowen Dong, Stefan Zohren来源:ARXIV_20241029Abstract : We investigate the effectiveness of a momentum trading signal based on the coverage network of financial analysts. This signal builds on the key information brokerage role financial sell side analysts play in modern stock markets. The baskets of stocks covered by each analyst can be used to construct a network between firms whose edge weights represent the number of analysts jointly......(摘要翻译及全文见知识星球)Keywords :
[5] MCI GRU
标题:MCI GRU作者:Peng Zhu, Yuante Li, Yifan Hu, Sheng Xiang, Qinyuan Liu, Dawei Cheng, Yuqi Liang来源:ARXIV_20241029Abstract : As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate nonlinear dynamics of markets, particularly in the flexible selection and effective utilization of key historical information. Recently, methods like Graph Neural Networks and Reinforcement Learning......(摘要翻译及全文见知识星球)Keywords :
[6] Dual Agent Deep Reinforcement Learning for Dynamic Pricing and Replenishment
标题:动态定价和补货的双智能体深度强化学习作者:Yi Zheng, Zehao Li, Peng Jiang, Yijie Peng来源:ARXIV_20241029Abstract : We study the dynamic pricing and replenishment problems under inconsistent decision frequencies. Different from the traditional demand assumption, the discreteness of demand and the parameter within the Poisson distribution as a function of price introduce complexity into analyzing the problem property. We demonstrate the concavity of the single period profit function with respect to product price and inventory within their respective......(摘要翻译及全文见知识星球)Keywords :
[7] Achilles, Neural Network to Predict the Gold Vs US Dollar Integration with Trading Bot for Automatic Trading
标题:Achilles，神经网络预测黄金与美元的汇率，与交易机器人集成进行自动交易作者:Angel Varela来源:ARXIV_20241030
Abstract : Predicting the stock market is a big challenge for the machine learning world. It is known how difficult it is to have accurate and consistent predictions with ML models. Some architectures are able to capture the movement of stocks but almost never are able to be launched to the production world. We present Achilles, with a classical architecture of LSTM(Long Short......(摘要翻译及全文见知识星球)Keywords :
[8] Safety and Security Dynamics in Gulf Cooperation Council (GCC) Countries
标题:海湾合作委员会（GCC）国家的安全与安保动态作者:Mahdi Goldani来源:ARXIV_20241030Abstract : The GCC region includes Saudi Arabia, UAE, Bahrain, Kuwait, Qatar, and Oman, which are of critical geopolitical and economic importance, being rich in oil and positioned along vital maritime routes. However, the region faces complex security challenges, ranging from traditional threats like interstate conflicts to nontraditional risks such as cyber attacks, piracy, and environmental concerns. This study investigates the safety and......(摘要翻译及全文见知识星球)Keywords :
[9] Why is it so hard to find a job now Enter Ghost Jobs
标题:为什么现在找工作这么难进入Ghost Jobs作者:Hunter Ng来源:ARXIV_20241030Abstract : This study investigates the emerging phenomenon of ghost hiring or ghost jobs , where employers advertise job openings without intending to fill them. Using a novel dataset from Glassdoor and employing a LLM BERT technique, I find that up to 21 of job ads may be ghost jobs, and this is particularly prevalent in specialized industries and......(摘要翻译及全文见知识星球)Keywords :
[10] Differentiable Inductive Logic Programming for Fraud Detection
标题:用于欺诈检测的微分归纳逻辑编程作者:Boris Wolfson, Erman Acar来源:ARXIV_20241030Abstract : Current trends in Machine Learning prefer explainability even when it comes at the cost of performance. Therefore, explainable AI methods are particularly important in the field of Fraud Detection. This work investigates the applicability of Differentiable Inductive Logic Programming (DILP) as an explainable AI approach to Fraud Detection. Although the scalability of DILP is a well known issue, we show that......(摘要翻译及全文见知识星球)Keywords :
[11] EconoJax
标题:EconoJax作者:Koen Ponse, Aske Plaat, Niki van Stein, Thomas M. Moerland来源:ARXIV_20241030Abstract : Accurate economic simulations often require many experimental runs, particularly when combined with reinforcement learning. Unfortunately, training reinforcement learning agents in multi agent economic environments can be slow. This paper introduces EconoJax, a fast simulated economy, based on the AI economist. EconoJax, and its training pipeline, are completely written in JAX. This allows EconoJax to scale to large population sizes and perform......(摘要翻译及全文见知识星球)Keywords :
[12] Debiasing Alternative Data for Credit Underwriting Using Causal Inference
标题:使用因果推理对信贷承保的替代数据进行去偏处理作者:Chris Lam来源:ARXIV_20241031Abstract : Alternative data provides valuable insights for lenders to evaluate a borrower s creditworthiness, which could help expand credit access to underserved groups and lower costs for borrowers. But some forms of alternative data have historically been excluded from credit underwriting because it could act as an illegal proxy for a protected class like race or gender, causing redlining. We propose a......(摘要翻译及全文见知识星球)Keywords :
[13] Enhanced Indexing Using Cumulative Prospect Theory Utility Function with Expectile Risk
标题:基于累积前景理论效用函数和预期风险的增强指数作者:Divyanee Garg,Ahmad Zaman Khan,Aparna Mehra来源:SSRN_20241031
Abstract : In addition to outperforming the index, we want to include cumulative prospect theory (CPT) behavioural insights in enhanced indexing (EI) problem. We incorporate loss aversion and probability distortion biases through the CPT utility function, and expectile risk measure to mitigate portfolio risk. We propose dynamically setting the CPT utility function reference point as the index return plus a specified excess return......(摘要翻译及全文见知识星球)Keywords : Portfolio optimization, Enhanced indexing, Cumulative prospect theory, Expectile, Genetic algorithm
[14] Exploiting Risk Aversion and Size dependent fees in FX Trading with Fitted Natural Actor Critic
标题:用合适的自然行动者批评家挖掘外汇交易中的风险规避和规模依赖性费用作者:Vito Alessandro Monaco, Antonio Riva, Luca Sabbioni, Lorenzo Bisi, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli来源:ARXIV_20241101Abstract : In recent years, the popularity of artificial intelligence has surged due to its widespread application in various fields. The financial sector has harnessed its advantages for multiple purposes, including the development of automated trading systems designed to interact autonomously with markets to pursue different aims. In this work, we focus on the possibility of recognizing and leveraging intraday price patterns in......(摘要翻译及全文见知识星球)Keywords :
[15] Generalized Distribution Prediction for Asset Returns
标题:资产收益的广义分布预测作者:Ísak Pétursson, María Óskarsdóttir来源:ARXIV_20241101Abstract : We present a novel approach for predicting the distribution of asset returns using a quantile based method with Long Short Term Memory (LSTM) networks. Our model is designed in two stages the first focuses on predicting the quantiles of normalized asset returns using asset specific features, while the second stage incorporates market data to adjust these predictions for broader economic......(摘要翻译及全文见知识星球)Keywords :
[16] The Heterogeneous Effects of Active Labour Market Policies in Switzerland
标题:瑞士积极劳动力市场政策的异质性效应作者:Federica Mascolo, Nora Bearth, Fabian Muny, Michael Lechner, Jana Mareckova来源:ARXIV_20241101Abstract : Active labour market policies are widely used by the Swiss government, enrolling more than half of unemployed individuals. This paper analyses whether the Swiss programmes increase future employment and earnings of the unemployed by using causal machine learning methods and leveraging an administrative dataset that captures the population of unemployed and their labour market histories. The findings indicate a small positive......(摘要翻译及全文见知识星球)Keywords :
