Real estate valuation is a structured regression problem in which prices are governed by heterogeneous feature types, sparse regional effects, nonlinear interactions, and the practical logic of comparable properties. Standard multilayer perceptrons treat each row as an isolated vector and must learn locality, scale sensitivity, and categorical matching from supervision alone.
arXiv:2606. 04445v1 Announce Type: cross Abstract: Real estate valuation is a structured regression problem in which prices are governed by heterogeneous feature types, sparse regional effects, nonlinear interactions, and the practical logic of comparable properties.
While publicly available electricity market data presents a valuable resource for forecasting research, the field lacks established benchmark datasets for standardized comparison. As a result, many st...
The paper presents a comparative study of six deep learning models—state-space, MLP, RNN, and Transformer-based architectures—for cross-border electricity price forecasting using publicly available data. It focuses on generalization across markets and evaluates performance under low-data target-market conditions (zero-shot, one-shot, few-shot) with a standardized dataset for the Germany‑Luxembourg bidding zone in 2024. Results show that N‑HiTS and NBEATSx perform competitively in limited‑data scenarios, while transformer models achieve comparable accuracy but require more adaptation and tuning, and that careful feature selection and hyperparameter tuning improve performance.
The paper presents a hybrid neural architecture that blends linear and nonlinear feed‑forward networks for day‑ahead electricity price forecasting. It introduces a partial online learning strategy with warm‑starting and stage‑specific hyperparameters to cut computational time, and employs Bernstein Online Aggregation to combine forecasts. Experiments on six years of major European markets show the method reduces RMSE by 11‑12% and MAE by 14‑17% compared to state‑of‑the‑art benchmarks while lowering computational cost.
arXiv:2511. 15941v2 Announce Type: replace-cross Abstract: Tabular data underpins decisions across science, industry, and public services.
arXiv:2606. 26787v1 Announce Type: cross Abstract: Traditional dynamic pricing models in large-scale e-commerce suffer from limited interpretability, poor utilization of unstructured information, and misalignment with long-term business objectives such as cumulative Gross Merchandise Value (GMV), Return on Investment (ROI) and milestone achievement.
The paper introduces the first multi‑horizon benchmark for forecasting resale prices of second‑hand electronics, comparing eleven statistical and deep learning models on a large Polish marketplace dataset covering 100+ smartphone and laptop models from January 2022 to March 2025. Across horizons from 1 to 365 days, N‑BEATS consistently outperforms all statistical baselines, achieving an 8.51% MAPE at 365 days versus 14.94% for the best baseline—a 43% reduction—while all models converge to about 0.72% MAPE for short horizons. A single N‑BEATS model trained for the 365‑day horizon generalizes to all shorter horizons, eliminating the need for horizon‑specific models, and N‑BEATS and N‑HiTS show superior hyperparameter stability.
The paper introduces the Constrained Triple-Head Price Optimization (C3PO) network, a transformer-based model designed for real‑time bi‑level decision making in discrete‑choice settings. C3PO integrates price imitation learning, multi‑task revenue prediction, and in‑context elasticity learning, while a lightweight differentiable constraint layer enforces business pricing rules. Experiments on simulated, synthetic, and real‑world datasets show that C3PO outperforms calibrated MNL baselines by up to 7.9 percentage points in expected revenue and reduces constraint violations by over 50%, with significant improvements in healthcare tender and airline ancillary pricing applications.
arXiv:2609.06085v1 Announce Type: cross Abstract: Understanding the joint dynamics of prices and trades is central to market microstructure, where returns and order flow interact through nonlinear an...
arXiv:2403. 10318v3 Announce Type: replace Abstract: Recent advances have shifted the paradigm of tabular learning toward tabular foundation models, yet their accuracy relies on a heavy inference cost that scales poorly with context size.
The paper studies candidate generation for alternative vacation rental recommendations, comparing collaborative filtering, shallow embeddings, and graph neural network (GNN) methods on a platform with over 2 million active properties. A hybrid model that combines item-based collaborative filtering with GNN-based retrieval achieves a 14.8% higher Recall@300 than the best baseline, leveraging each method’s strengths: collaborative filtering for well-interacted properties and GNNs for diverse, cold-start alternatives. The authors also show that stronger candidate pools improve downstream ranking quality, though the exact impact is intertwined with ranker training.
The paper introduces In-Table Prediction (ITB), a self‑supervised task where deep neural networks learn to predict any column in a table from the remaining columns. It proposes a novel neural layer to handle missing continuous values, generates synthetic datasets with controlled column relationships, and evaluates three architectures—MLP, ResNet, and Transformer—showing that attention‑based Transformers perform best when ample training data and large embeddings are used. The study is limited to synthetic, small‑column tables and is presented as an initial investigation rather than a comprehensive real‑world analysis.