Research
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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.

168,982 papers · 148 categories

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336698131 · May 202619922001200920172026
48 results for forward citation forecasting

The paper proposes a novel model to forecast patent citations using multi-attention recurrent networks.

problem Forecasting forward citations to patents to discover emerging technologies.
method The approach employs a sequence-to-sequence model with an attention-of-attention mechanism to capture dependencies in multiple time sequences.
result The proposed model outperforms state-of-the-art models in forward citation forecasting.

A new diffusion model improves time-series forecasting by preserving seasonal patterns.

problem Improving time-series forecasting accuracy, especially for seasonal data.
method A forward diffusion process that decomposes signals into spectral components, altering only the diffusion process.
result The method maintains high signal-to-noise ratios for dominant frequencies, improving long-term pattern recovery.

Study predicts bond yields using machine learning and ultimate forward rates.

problem Forecasting bond yields using ultimate forward rates.
method Applied de Kort-Vellekooptype methodology for UFR estimation, used linear and nonlinear machine learning techniques.
result Nonlinear machine learning models outperform linear models in bond yield forecasting.

ForecastNet uses a time-variant deep feed-forward neural network for better multi-step-ahead time series forecasting.

problem Time-invariant architectures limit multi-step-ahead forecasting.
method ForecastNet employs a deep feed-forward architecture with time-variant parameters and interleaved outputs.
result ForecastNet outperforms other models on multi-step-ahead time series forecasting tasks.

A multi-task model tackles citation purpose classification with limited data.

problem Classifying citations based on their purpose is challenging due to limited labeled data and subjectivity.
method Combines linguistic features, TF-IDF, and an LSTM-with-attention model for multi-task learning.
result Improves classification accuracy compared to single-task models.

DBNs improve VaR forecasting compared to traditional models, but SVaR forecasts are conservative.

problem Forecasting VaR and SVaR using dynamic Bayesian networks.
method DBN framework applied to S&P 500 index returns, comparing to autoregressive models and historical simulation.
result DBNs achieve comparable VaR forecasting accuracy to historical simulation models, but SVaR forecasts remain conservative.

Measuring the impact of scientific articles is important for evaluating the research output of individual scientists, academic institutions and journals. While citations are raw data for constructing impact measures, there exist biases and potential issues if factors affecting citation patterns are not properly account…

2015-02-25abs ↗pdf ↗

Advances citation and subject label recommendation using multi-modal adversarial autoencoders.

problem Improving recommendation systems for citations and subject labels.
method Multi-modal adversarial autoencoders with adversarial regularization, sparsity, and input modality analysis.
result Adversarial regularization consistently improves recommendation performance.

Synthetic reference strings are as effective as real ones for training citation parsing models.

problem Lack of training data for citation parsing, especially with deep neural networks.
method Trained Grobid with human-labelled and synthetically created reference strings, and evaluated retraining and out-of-sample data impact.
result Synthetic and real reference strings are equally effective for training Grobid, with retraining improving performance.

New method uses MMAF-guided learning for spatio-temporal probabilistic forecasts.

problem Probabilistic forecasting of spatio-temporal data with causal structure.
method Generalized Bayesian methodology, MMAF-guided learning, ensemble of stochastic feed-forward neural networks.
result Forecast performance comparable to, and sometimes better than, deep learning architectures.

Paper proposes dense average network for improved power load forecasting.

problem Improving power load forecasting accuracy to save millions for the power industry.
method Introduces dense average connection and constructs dense average network for power load forecasting.
result Proposed model outperforms existing methods on public datasets.

Machine learning predicts Bitcoin returns but trading performance drops with costs.

problem Trading Bitcoin predictions with transaction costs.
method XGBoost, LSTM, iTransformer models evaluated in walk-forward protocol; cost-aware execution filter implemented.
result Cost-aware execution filter restores profitability; XGBoost strategy outperforms.

A combined model integrates latent factor and logistic regression for citation network analysis.

problem Insufficient representation by either latent factor or logistic regression alone.
method Proposes a combined model integrating latent factor and logistic regression, with parameter estimation through joint-likelihood and penalty terms.
result The proposed method captures both main technological trends and ad-hoc dependencies in citation networks.

Paper forecasts stock correlations using a hybrid model combining graph neural networks and transformers.

problem Improving stock correlation forecasts for better portfolio management.
method Hybrid model combining Transformer and graph attention networks for forecasting residual deviations from historical data.
result The hybrid model reduces correlation forecasting error compared to rolling-window estimates.

We propose a novel method to forecast the future from the present using time-reversed data.

problem Forecasting the future from past data, exploiting temporal asymmetry.
method Retrodictive forecasting via inverse MAP optimization over a Conditional Variational Autoencoder (CVAE).
result The method successfully predicts future events in time-reversible and irreversible processes.

We study the optimal trading policies for a wind energy producer who aims to sell the future production in the open forward, spot, intraday and adjustment markets, and who has access to imperfect dynamically updated forecasts of the future production. We construct a stochastic model for the forecast evolution and deter…

2016-09-07abs ↗pdf ↗

Framework improves ETF volatility forecasting by adapting to market conditions.

problem Challenges in volatility forecasting due to shifting market conditions and varying model performance.
method Risk-sensitive specialist routing using online risk-sensitive evaluation and state-dependent gating.
result Reduces forecast loss by 24% and underprediction loss by 22% compared to rolling-best baseline.

This paper improves forecasts for diverse time series by averaging similar ones.

problem Forecasting challenges in heterogeneous time series.
method Dynamic Time Warping to find similar time series, k-Nearest Neighbor averaging.
result Averaging improves forecasts of simple models.

Study forecasts volatility and risk in electricity markets using matrix-HAR models.

problem Forecasting volatility and risk in electricity markets.
method Constructed a parsimonious matrix-HAR type model to estimate realized covariation and risk premia in electricity markets.
result Inclusion of longer time horizons and renewable generation information improves forecasts.

HierarchicalForecast provides a Python framework for coherent hierarchical forecasting.

problem Ensuring forecasts at disaggregate levels add up to aggregate forecasts.
method Preprocessed datasets, evaluation metrics, and statistical baseline models.
result Python-based reference framework for statistical and ML forecasting.

Improved probabilistic forecasts using behavioral transformations.

problem Improving accuracy and consistency of probabilistic asset price forecasts.
method Behavioral transformation of fundamental expectations to disentangle sentiment-induced biases.
result Substantial forecast gains across various models and risk-preferences.

Machine learning outperforms traditional models in financial forecasting.

problem Lack of comparative performance metrics for machine learning in financial markets.
method Comprehensive literature review and performance analysis of 150+ studies.
result Machine learning algorithms, especially recurrent neural networks, outperform traditional models in financial forecasting.

This paper asks, "Do classics exist in megaproject management?" We identify three types of classic texts: conventional, Kuhnian, and citation classics. We find that the answer to our question depends on the definition of "classic" employed. First, "citation classics" do exist in megaproject management, and they perform…

2017-09-06abs ↗pdf ↗

Forward-prediction models enhance physical reasoning, but only for specific tasks.

problem Improving physical reasoning in complex tasks involving many objects.
method Incorporated forward-prediction models into simple physical-reasoning agents and evaluated their performance on the PHYRE benchmark.
result Forward-prediction models improve physical-reasoning performance, especially on complex tasks, but generalization to new task templates is challenging.

DistPred provides a fast, distribution-free method for regression and forecasting.

problem Deterministic point estimates in regression and prediction tasks.
method Transforming proper scoring rules into a differentiable form and using it as a loss function.
result Achieved state-of-the-art performance and significantly improved computational efficiency.

Study causal financial signals for non-stationary markets, improving short-term forecasts.

problem Short-term forecasting in non-stationary financial markets under causal constraints.
method Construct causal signals from heterogeneous micro-features using causal centering, linear aggregation, Kalman filter, and forward-like operator.
result Causally constructed observables can exhibit substantial economic relevance in specific regimes but degrade under regime shifts.

DYffusion improves diffusion models for spatiotemporal forecasting.

problem Challenges in generating stable and accurate forecasts for dynamic data.
method Leverages temporal dynamics in data, directly coupling it with diffusion steps.
result Improves computational efficiency and performs competitively on complex dynamics.

Improves predictions by integrating forward-looking views into dynamic factor models.

problem Poor forecasts from historical data when dynamics change.
method Combines historical data with forward-looking views using a dynamic factor model.
result Derives optimal portfolio strategies influenced by both myopic and intertemporal factors.

Bibliographic analysis considers author's research areas, the citation network and paper content among other things. In this paper, we combine these three in a topic model that produces a bibliographic model of authors, topics and documents using a non-parametric extension of a combination of the Poisson mixed-topic li…

2016-09-22abs ↗pdf ↗

This study enhances sales forecasts by integrating market indicators into forecasting models.

problem Traditional forecasting models rely solely on historical demand data.
method Automated integration of macroeconomic time series data (GDP growth) into forecasting models using feature selection methods.
result Feature selection methods, especially Forward Feature Selection, significantly improve forecasting accuracy.

Combining forecasts of 16 ED causes improves accuracy and stability.

problem Forecasting accuracy and stability for ED admissions is poor due to model uncertainty and limited data.
method High-dimensional forecast combinations of 16 cause-specific ED forecasts using extensive covariates.
result Forecast combinations yield forecast accuracies of 3.81%-23.54% across causes, outperforming individual models in 50% of scenarios.

XGBoost predicts NEPSE Index log returns with low error and high directional accuracy.

problem Forecasting daily log-returns in the NEPSE Index with high accuracy.
method XGBoost machine learning, feature engineering, hyperparameter optimization, walk-forward validation.
result Optimal XGBoost configuration achieves lowest log-return RMSE and MAE.