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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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131263394525 · Jun 202019922001200920172026
48 results for Demand Prediction

A new metric optimizes forecasts for lumpy, intermittent demand.

problem Inaccurate demand forecasts lead to suboptimal logistics and production.
method Developed a novel metric that considers both statistical and business aspects.
result The new metric yields more accurate predictions for lumpy and intermittent demand.

Heat demand prediction is a prominent research topic in the area of intelligent energy networks. It has been well recognized that periodicity is one of the important characteristics of heat demand. Seasonal-trend decomposition based on LOESS (STL) algorithm can analyze the periodicity of a heat demand series, and decom…

2018-07-28abs ↗pdf ↗

Study improves dynamic PT fleet optimization under noisy demand predictions.

problem Accurately predicting dynamic public transport demand for effective fleet management.
method Experimental case study in Copenhagen, using linear programming to optimize fleets.
result Optimized fleet performance is mainly affected by noise distribution skew and large errors.

Many economic applications including optimal pricing and inventory management requires prediction of demand based on sales data and estimation of sales reaction to a price change. There is a wide range of econometric approaches which are used to correct a bias in estimates of demand parameters on censored sales data. T…

2018-10-22abs ↗pdf ↗

The paper proposes a demand prediction model for e-commerce sites using machine learning and stacking.

problem Accurately predicting demand for products sold by multiple sellers at different prices.
method Applied different regression algorithms and stacked generalization for demand prediction.
result Stacked generalization produced almost as good results as individual machine learning methods.

Taxi demand prediction is an important building block to enabling intelligent transportation systems in a smart city. An accurate prediction model can help the city pre-allocate resources to meet travel demand and to reduce empty taxis on streets which waste energy and worsen the traffic congestion. With the increasing…

2018-02-23abs ↗pdf ↗

Proposes a new model to predict travel demand with zero-inflated and long-tail characteristics.

problem Sparse and long-tailed travel demand data with many zeros.
method Spatial-Temporal Tweedie Graph Neural Network (STTD) using Tweedie distribution.
result STTD provides accurate predictions and precise confidence intervals.

The paper addresses uncertainty in demand prediction for dynamic pricing.

problem Uncertainty quantification in the demand function for dynamic pricing.
method Developed a debiased approach to construct accurate confidence intervals for the demand function.
result Asymptotic normality guarantee of the debiased estimator for the demand function.

Predicting ambulance demand accurately at a fine resolution in time and space (e.g., every hour and 1 km2^2) is critical for staff / fleet management and dynamic deployment. There are several challenges: though the dataset is typically large-scale, demand per time period and locality is almost always zero. The demand …

2016-06-16abs ↗pdf ↗

This research improves demand forecasting by predicting complete probability density functions using machine learning.

problem Forecasting complete probability density functions for better operational decision making.
method Supervised machine learning method 'Cyclic Boosting' for explainable predictions.
result Predicted probability density functions are fully explainable and avoid 'black-box' models.

Paper improves bike-sharing demand prediction by adapting to changing patterns.

problem Improving bike-sharing demand prediction under temporal domain shifts.
method Gen-ROTDA, a robust optimal transport-guided residual domain adaptation framework.
result Gen-ROTDA achieves the lowest MAE and is the best OT-family method on average.

New model predicts travel demand uncertainty with high accuracy.

problem Uncertainty and sparsity in sparse travel demand prediction.
method Spatial-Temporal Zero-Inflated Negative Binomial Graph Neural Network (STZINB-GNN).
result STZINB-GNN outperforms benchmarks in predicting travel demand uncertainty.

Paper proposes a method for predicting any quantile of short-term electricity demand.

problem Uncertainty in power systems due to multiple factors.
method Proposes a novel general approach for distributional forecasting of short-term electricity demand.
result Demonstrates state-of-the-art distributional forecasting results for short-term electricity demand.

Predicts fine-grained OD matrices for ridesharing platforms to optimize supply-demand balance.

problem Accurately predicting spatial-temporal OD demands for ridesharing platforms.
method OD-CED model combining unsupervised space coarsening and encoder-decoder architecture.
result Significant improvement in prediction accuracy (45% RMSE reduction, 60% WAPE reduction).

Study improves retail demand forecasting by integrating macroeconomic data.

problem Lack of accurate demand forecasting due to incomplete data.
method Enriched time series data with macroeconomic variables; compared regression and machine learning models.
result Improved accuracy in predicting retail demand through comprehensive data integration.

Study optimizes pricing under uncertainty and capacity constraints.

problem Optimizing pricing decisions under demand uncertainty and capacity constraints.
method Analyzes linear demand, stochastic noise, and finite capacity; uses certified demand forecasts and control variates.
result Certified demand forecasts reduce regret from O(T)O(\sqrt{T}) to O(logT)O(\log T) under certain conditions.

The paper explains how to predict returns based on firm characteristics.

problem Predicting returns based on firm characteristics in equilibrium models.
method Reverse-engineering equilibrium construction process with linear demands in characteristics.
result Linear expressions for returns are derived from scaled net aggregate demands and their variations.

CONTINA provides adaptive confidence intervals for traffic demand prediction.

problem Uncertainty in future traffic demand predictions and the need for valid confidence intervals.
method Adaptive confidence interval method that adjusts based on deployment errors.
result Valid confidence intervals with shorter lengths and theoretical coverage guarantee.

The paper tackles ride-hailing fleet repositioning with a calibrated demand approach.

problem Repositioning idle supply before future demand is observed in ride-hailing.
method A predict-then-optimize approach using calibrated demand regimes, a similarity gate, and spatial queue-regret decomposition.
result The spatial gate reduces mean wait time to 82.3s compared to 85.3s for a hand-tuned similarity gate and 85.8s for a distributional-only baseline.

Develops methods to improve demand counterfactuals from imperfect proxies.

problem Imperfect proxies in demand models lead to biased counterfactuals and invalid inference.
method Practical toolkit for market-level and individual data, requiring minimal computation.
result Improves substitution prediction and counterfactual performance.

Unified ML approach predicts ED attendances with high accuracy.

problem Managing hospital demand at emergency departments efficiently.
method Ensemble of time series and machine learning approaches with hyperparameter tuning.
result Predictions with mean absolute error of +/- 14 and +/- 10 patients, MAE of 6.8% and 8.6%.

RFN models urban mobility demand by separating temporal and spatial variability.

problem Aligning supply and demand in MoD systems for efficient transportation.
method Recurrent flow networks with latent variables and normalizing flows.
result RFN models explicitly disentangle temporal and spatial variability in urban mobility.

Model predicts trading strategies based on latent demand and price impact.

problem Predicting strategic trading behavior of investors with private targets.
method Equilibrium model of dynamic trading, learning, and pricing by strategic investors.
result Trading strategies are a combination of target following, liquidity provision, and front-running based on latent demand and price pressure.

The paper proposes a machine learning technique to optimize prices in fashion e-commerce.

problem Optimizing prices for millions of products in fashion e-commerce to maximize revenue and profit.
method Demand prediction, price elasticity, multiple price demand pairs, linear programming optimization.
result The model improved revenue by 1% and gross margin by 0.81% in AB tests.

Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.

problem Predicting high-resolution peak demand from limited lower-resolution data.
method Combines generalized additive models (GAM) and deep neural networks (DNN) for half-hourly load forecasting.
result Proposed method reduces out-of-sample RMSE by 57.4% compared to benchmark.

The recent wave of AI and automation has been argued to differ from previous General Purpose Technologies (GPTs), in that it may lead to rapid change in occupations' underlying task requirements and persistent technological unemployment. In this paper, we apply a novel methodology of dynamic task shares to a large data…

2020-01-28abs ↗pdf ↗

Proposes a new model for more accurate demand forecasting considering dynamic contextual information.

problem Traditional methods fail to capture spatio-temporal and dynamic contextual dependencies in demand forecasting.
method Integrates temporal, relational, spatial, and dynamic contextual dependencies using a Context Integrated Graph Neural Network (CIGNN).
result CIGNN outperforms state-of-the-art baselines in multi-step ahead demand forecasting.

AutoML improves electricity demand forecasting models.

problem Optimizing GAM and state-space model parameters for short-term forecasting.
method Automated online generalized additive model selection using DRAGON package.
result The approach enhances predictive performance of adaptive models.