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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.

168,742 papers · 148 categories

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3672108144 · Jun 202619922001200920172026
48 results for product life-cycle forecasting

CDLF predicts product life-cycles in cold-start phases with high accuracy.

problem Forecasting new products in early phases when data is scarce.
method Conditional Diffusion Life-cycle Forecaster (CDLF) combining static descriptors, reference trajectories, and new observations.
result CDLF outperforms classical models in accuracy and probabilistic forecasting.

New model predicts sales of new products with short life cycles.

problem Forecasting sales of new products with short lead times and life cycles.
method Developed an exponential factorization machine (EFM) to consider attributes and pairwise interactions.
result EFM model outperforms existing models in terms of MAPE and MAE.

Concurrent engineering taking into account product life-cycle factors seems to be one of the industrial challenges of the next years. Cost estimation and management are two main strategic tasks that imply the possibility of managing costs at the earliest stages of product development. This is why it is indispensable to…

2010-11-26abs ↗pdf ↗

An analytic model is presented that considers the evolution of a market of durable goods. The model suggests that after introduction goods spread always according to a Bass diffusion. However, this phase will be followed by a diffusion process for durable consumer goods governed by a variation-selection-reproduction me…

2013-06-14abs ↗pdf ↗

We use a control framework to analyze the digital vendor's profit maximization problem. The vendor captures market share by focusing costly effort on post-launch product maintenance, which influences user perception of the product and drives a revenue stream associated with product use. Our theoretical results show nec…

2014-12-30abs ↗pdf ↗

In the early phases of the product life cycle, the costs controls became a major decision tool in the competitiveness of the companies due to the world competition. After defining the problems related to this control difficulties, we will present an approach using a concept of cost entity related to the design and real…

2010-11-26abs ↗pdf ↗

Improved sales forecasting for new products using transfer learning.

problem Insufficient training data for new products leads to inaccurate sales forecasts.
method Network-based Transfer Learning approach for deep neural networks.
result Deep neural networks' prediction accuracy for food sales forecasting can be effectively increased.

Models assess how USDA orange production forecasts impact FCOJ market decisions.

problem High volatility in FCOJ futures due to limited U.S. orange production.
method Developed models to assess the impact of USDA October orange production forecasts on FCOJ market participants.
result Probabilistic forecasts of USDA production forecast error can reduce FCOJ price volatility.

The determinants of the velocity of money have been examined based on life-cycle hypothesis. The velocity of money can be expressed by reciprocal of the average value of holding time which is defined as interval between participating exchanges for one unit of money. This expression indicates that the velocity is govern…

2005-07-21abs ↗pdf ↗

The paper optimizes investment strategies with constraints for life-cycle models.

problem Maximizing consumption, death benefit, and wealth under trading constraints.
method Deep pricing kernel approach to solve constrained portfolio optimization.
result Individuals reduce consumption, insurance demand, and wealth due to constraints.

A new method forecasts hourly electricity prices considering product dynamics and limit order book signals.

problem High volatility and imbalance in power systems due to renewable energy and flexible demand.
method Incorporates short-term features from hourly and quarter-hourly products, including limit order book and neighboring product signals.
result Features from the limit order book are most influential, and neighboring product signals improve forecast accuracy.

Production forecasting is a key step to design the future development of a reservoir. A classical way to generate such forecasts consists in simulating future production for numerical models representative of the reservoir. However, identifying such models can be very challenging as they need to be constrained to all a…

2018-11-30abs ↗pdf ↗

New method improves sales forecasting accuracy using tensor factorization.

problem Improving sales forecasting accuracy in retail businesses.
method Advanced Temporal Latent-factor Approach to Sales forecasting (ATLAS) using tensor factorization.
result Accurate and individualized prediction for sales across multiple stores and products.

Proposes a network framework for forecasting futures with different expirations.

problem Forecasting E-mini S\&P 500 and CBOE Volatility Index futures with different expirations.
method A novel data-driven network framework using GCN-LSTM, visualizing correlation structures, and enhancing LSTM's predictive power.
result Enhanced predictive power of future forecasts through a multi-channel Graph Convolutional Network.

THieF improves day-ahead electricity price prediction accuracy by reconciling hourly and block forecasts.

problem Improving accuracy in predicting day-ahead electricity prices.
method Temporal hierarchy forecasting (THieF) reconciling hourly and block forecasts.
result THieF significantly improves accuracy (up to 13%) at all levels of prediction.

The study improves load forecasting for electricity consumers using advanced machine learning models.

problem Improving short-term load forecasting for effective scheduling and decision-making.
method Proposes and evaluates statistical nonlinear models, including LSTM and GRU, for 15-min frequency electricity load forecasting.
result Advanced models outperform other models in out-of-sample forecasting accuracy, as shown by the Diebold-Mariano test.

The key idea of this model is that firms are the result of an evolutionary process. Based on demand and supply considerations the evolutionary model presented here derives explicitly Gibrat's law of proportionate effects as the result of the competition between products. Applying a preferential attachment mechanism for…

2012-08-06abs ↗pdf ↗

Deep learning model forecasts PV power production with high accuracy.

problem Accurate forecasting of photovoltaic power production is needed for electricity infrastructure.
method Sequence to sequence model with attention mechanism using weather predictions and historical data.
result The model outperforms existing methods in forecast skill score.

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 ↗

A dynamic model of the product lifecycle of (nearly) homogeneous durables in polypoly markets is established. It describes the concurrent evolution of the unit sales and price of durable goods. The theory is based on the idea that the sales dynamics is determined by a meeting process of demanded with supplied product u…

2011-09-05abs ↗pdf ↗

Deep learning improves weather modeling for electricity load forecasting.

problem Accurate load and renewable energy forecasting requires complex spatio-temporal weather modeling.
method Automated spatio-temporal feature extraction using deep neural networks.
result Deep learning outperforms traditional methods in French national load forecasting.

A new multi-phase approach improves supply chain forecasting accuracy.

problem Improving forecast accuracy for hierarchical supply chain demands.
method Independent child-level forecasting followed by parent-level estimation.
result 82-90% improvement in forecast accuracy compared to traditional methods.

Study identifies regions where scoring rules reliably detect forecast errors.

problem Insufficient reliability of scoring rules in evaluating multivariate probabilistic forecasts.
method Systematic finite-sample analysis of proper scoring rules on synthetic and real-world data.
result Identified regions of reliability for scoring rules in time-series forecasting.

Electricity production via solar energy is tackled via short-term forecasts and risk management. Our main tool is a new setting on time series. It allows the definition of "confidence bands" where the Gaussian assumption, which is not satisfied by our concrete data, may be abandoned. Those bands are quite convenient an…

2016-02-19abs ↗pdf ↗

In this study we model the warranty claims process and evaluate the warranty servicing costs under non-renewing and renewing free repair warranties. We assume that the repair time for rectifying the claims is non-zero and the repair cost is a function of the length of the repair time. To accommodate the ageing of the p…

2018-03-02abs ↗pdf ↗

Optimal scheduling of hydrogen production in dynamic pricing power market can maximize the profit of hydrogen producer; however, it highly depends on the accurate forecast of hydrogen consumption. In this paper, we propose a deep leaning based forecasting approach for predicting hydrogen consumption of fuel cell vehicl…

2018-06-27abs ↗pdf ↗

Survey of technologies for trustworthy machine learning systems.

problem Building machine learning systems that are fair, explainable, auditable, and secure.
method Survey of technologies across data and model stages of machine learning.
result Four categories of system properties (fairness, explainability, auditability, safety & security) are essential for trustworthy systems.

SPADE improves demand forecasting accuracy by 4.5% for post-promotion periods.

problem Overreacting to peak events in demand forecasting leads to biased forecasts.
method SPADE splits forecasting into two tasks: one for peak events and another for post-peak events, using masked convolution filters and a specialized Peak Attention module.
result Overall PPE improvement of 4.5%, 30% improvement for most affected forecasts after promotions and holidays, and 3.9% improvement in PE accuracy.

Study builds dataset and benchmarks ML models for accurate solar and wind power forecasting in France.

problem Accurate prediction of non-dispatchable renewable energy sources for grid stability and price prediction.
method Comprehensive methodology using machine learning models trained with spatially explicit weather data and production site capacity.
result Neural networks outperform traditional models in forecasting solar and wind power production in France.

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may not scale well. We apply deep neural networks in the forecasting domain by experi…

2019-04-29abs ↗pdf ↗