Exploring the Intertemporal Capital Asset Pricing Model (ICAPM)

Learn about the Intertemporal Capital Asset Pricing Model (ICAPM), which helps investors manage market risks through ...

Simple statistical method predicts landslide risk more accurately than classic method

A relatively simple statistical analysis method can more accurately predict the risk of landslides caused by heavy rain, ...

AI model forecasts severe thunderstorms 4 hours ahead with higher accuracy

In a critical advance for climate resilience, researchers from The Hong Kong University of Science and Technology (HKUST) have developed an AI model that can predict dangerous convective ...
IEEE

Predicting Trade Signals from Level-2 Limit Order Book Data Using Time Series Models and Profit Simulation

Abstract: Today's electronic markets execute millions of orders per second, and slight improvements in execution efficiency can translate into significant profits. In this paper, we introduce a new ...
GitHub

Toto - Time Series Optimized Transformer for Observability

Toto is a foundation model for multivariate time series forecasting with a focus on observability metrics. This model leverages innovative architectural designs to efficiently handle the ...
IEEE

A Quantitative Metric Selection Approach for Time-series Forecasting Foundation Models

Abstract: The recent emergence of time-series forecasting foundation models allows for prediction of any time series without the need of extra training. To select the best foundation model, ...