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.
arXiv:2607. 14391v1 Announce Type: new Abstract: This study concentrates on predicting stock prices in the Egyptian market, focusing on the EGX30, an influential financial hub in the Middle East.
arXiv:2606. 20918v2 Announce Type: replace-cross Abstract: Accurate short-term electricity demand forecasting is critical for reliable power system operation, energy market planning, and infrastructure optimization.
arXiv:2606. 00060v1 Announce Type: cross Abstract: This paper investigates whether machine learning forecasts of hourly BTC-USDT returns can be converted into economically meaningful trading performance after transaction costs.
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.
arXiv:2605. 30363v2 Announce Type: replace-cross Abstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration.
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.
arXiv:2502. 17518v3 Announce Type: replace-cross Abstract: This paper presents a comprehensive study on the use of ensemble Reinforcement Learning (RL) models in financial trading strategies, leveraging classifier models to enhance performance.
arXiv:2604. 22328v2 Announce Type: replace-cross Abstract: Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operations.
arXiv:2607. 05484v1 Announce Type: cross Abstract: The adoption of non-parametric machine learning models for regulatory capital estimation introduces a fundamental governance challenge: the inability to explain model outputs in a manner auditable by supervisory bodies.
arXiv:2607. 09684v1 Announce Type: cross Abstract: Scientific Machine Learning (SciML) methods such as Neural Ordinary Differential Equations (NODEs), Physics-Informed Neural Networks (PINNs), and Universal Differential Equations (UDEs) are most effective when structural priors reflect reliable governing dynamics.
arXiv:2606. 12843v2 Announce Type: replace Abstract: We present an interpretable machine learning pipeline to decompose cross-sectional equity return predictability into auditable factor contributions.
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.