arXiv:2606. 29248v1 Announce Type: new Abstract: Vegetable prices in Sri Lanka are highly volatile because the market is largely import-isolated, so supply disruptions quickly drive prices up.
By Ranuga Weerasekara, Heshan Nethmina, Manuja Ranathunga, Vinma Wettasinghe, Dinithi Navodya, Subavarshana Arumugam, Nirasha Munasinghe, Nisansa de Silva, Sandareka Wickramanayake
arXiv:2606. 15058v1 Announce Type: new Abstract: This study examines whether machine learning (ML) models can outperform the naive random walk benchmark in forecasting the monthly USD/CAD exchange rate.
By Louis Agyekum, Edmund Fosu Agyemang, Obu-Amoah Ampomah, Kofi Acheampong, Emmanuel Boadi, Priscilla Yaa Amakye, Fafa Shalom Tchorly, Enock Adu Bonsu, Eric Nyarko
arXiv:2604. 26634v2 Announce Type: replace Abstract: Norway's electricity market is heavily dominated by hydropower, but the 2021-2022 energy crisis and stronger integration with Continental Europe have fundamentally altered price formation, reducing the reliability of forecasting models calibrated on historical data.
By My Thi Diem Phan, Trung Tuyen Truong, Hoai Phuong Ha, Dat Thanh Nguyen
arXiv:2608. 04023v1 Announce Type: cross Abstract: Sri Lanka's fisheries sector is important for jobs and food supply.
By Ruzaini Ahmed, Yohan Jayasinghe, Tharumini Gamage, Ifaz Ikram, Hasini Lawanya, Nirasha Munasinghe, Patalee Narasinghe, Nisansa de Silva, Sandareka Wickramanayake
arXiv:2609.24382v1 Announce Type: new
Abstract: The intensification of climate change poses a growing threat to food security, especially in vulnerable communities. This study employs an observationa...
By Jordi Cerd\`a-Bautista, Vasileios Sitokonstantinou, Jos\'e Manuel Veiga L\'opez-Pe\~na, Duccio Piovani, Jos\'e Mar\'ia T\'arraga, Gustau Camps-Valls
arXiv:2605. 12764v3 Announce Type: replace-cross Abstract: This paper introduces a physics-informed generative framework that resolves the fundamental conflict between the statistical flexibility of deep learning and the rigorous theoretical constraints of fixed-income modeling.
By Fusheng Luo, H'elyette Geman
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...
By Manuel Naviglio, Fabrizio Lillo
The paper introduces a lightweight deep learning framework that forecasts Brazilian soybean yields using only routine weather data and two simple static inputs (crop year and agro-environmental label). Across 20 seasons, transformer-based models achieved the highest accuracy, outperforming traditional ridge regression and a moving‑average baseline by nearly 48%. Ablation studies show that the static inputs and spatial expansion improve performance without adding complexity, and SHAP analysis highlights the importance of crop year and weather variables in driving yield variations.
By Fernando Dupin da Cunha Mello (Stricto Sensu Department, SENAI CIMATEC University, Salvador, Bahia, Brazil), Prashant Kumar (Global Centre for Clean Air Research), Erick G. Sperandio Nascimento (Stricto Sensu Department, SENAI CIMATEC University, Salvador, Bahia, Brazil)
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
By Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni, Yize Liu, Haonan Chen, Ke-Wei Huang
arXiv:2608. 15447v1 Announce Type: new Abstract: Mobile money has widened financial access across Sub-Saharan Africa and enlarged the surface for money-laundering and terrorism-financing (ML/TF) activity in ecosystems dominated by high-volume, low-value transactions.
By Emmanuel Nahimana, Ya\'e Ulrich Gaba
arXiv:2509. 06697v3 Announce Type: replace-cross Abstract: Exchange rate forecasting remains a challenging problem, particularly for emerging economies, where the observed time series exhibit pronounced long-memory dependence, nonlinear dynamics, and sensitivity to macro-financial drivers.
By Donia Besher, Madhurima Panja, Shovon Sengupta, Tanujit Chakraborty
The study investigates how local weather conditions influence price dynamics in Sri Lankan tea markets by creating a structured dataset from 105 weekly broker reports and regional weather data. Using Granger causality and tree‑based machine learning models, the authors find that market forces dominate but weather—especially precipitation and sunshine for Low Grown tea, and temperature for Off‑Grade and Dust—significantly affects prices with notable lag effects. Catalogue‑specific models, particularly LightGBM, outperform unified approaches, underscoring the value of tailored forecasting.
By Hesandi Mallawarachchi, Senilka Madurapperumage, Nadil Kulathunge, Thilokya Angeesa, Nethsith Gunaweera, Sandeepa Weerasekara, Patalee Narasinghe, Nisansa de Silva, Sandareka Wickramanayake