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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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4 results for “Holt-Winters”

Variations on two-parameter families of forecasting functions: seasonal/nonseasonal Models, comparison to the exponential smoothing and ARIMA models, and applications to stock market dataq-fin.ST

Advanced forecasting models outperform Holt-Winters and ARIMA for stock market data.

problem Forecasting stock market data with improved accuracy.

method Developed 24 two-parameter families of forecasting functions using a nonparametric approach.

result Our models outperform Holt-Winters and ARIMA in terms of lower sum of absolute errors and higher number of accurate forecasts.

forecasting time series stock market Holt-Winters ARIMA

2022-07-06abs ↗pdf ↗

Short-Term Forecasting COVID-19 Cases In Turkey Using Long Short-Term Memory Networkcs.LG

LSTM Networks accurately forecast COVID-19 cases in Turkey with lower error than other methods.

problem Forecasting total COVID-19 cases in Turkey using machine learning.

method Long Short-Term Memory (LSTM) Networks for forecasting.

result LSTM Networks outperform other methods in forecasting accuracy.

COVID-19 forecasting LSTM Networks Turkey machine learning

2020-09-14abs ↗pdf ↗

Modelling risk for commodities in Brazil: An application to live cattle spot and futures pricesq-fin.ST

Study models live cattle futures prices in Brazil.

problem Estimate futures prices for better risk management.

method Holt-Winters, ARIMA, GARMA models.

result GARMA(2,1) model best predicts BGI prices.

Brazil cattle futures risk modelling Holt-Winters ARIMA

2021-07-15abs ↗pdf ↗

Stock Price Prediction Using Time Series, Econometric, Machine Learning, and Deep Learning Modelsq-fin.ST

MARS model outperforms others in stock price prediction across sectors.

problem Developing accurate models for stock price prediction.

method Used time series, econometric, machine learning, and deep learning models on stock data.

result MARS model is the best performing model across IT, Banking, and Health sectors.

stock price prediction MARS model ARIMA Random Forest MARS

2021-11-01abs ↗pdf ↗