Search Results (1,943)

High-dimensional prediction problems with complex non-linear feature interactions present significant algorithmic challenges in machine learning, particularly when dealing with imbalanced datasets and multicollinearity issues. This study proposes an innovative Shapley Additive Explanations (SHAP)-enhanced machine learning framework that integrates SHAP with advanced ensemble methods for interpretable financialization prediction. The methodology simultaneously addresses high-dimensional feature selection using 40 independent variables (19 CSR-related and 21 financialization-related), multicollinearity issues, and model interpretability requirements. Using a comprehensive dataset of 25,642 observations from 3776 Chinese A-share companies (2011–2022), we implement nine optimized machine learning algorithms with hyperparameter tuning via the Hippopotamus Optimization algorithm and five-fold cross-validation. XGBoost demonstrates superior performance with 99.34% explained variance, achieving an RMSE of 0.082 and R² of 0.299. SHAP analysis reveals non-linear U-shaped relationships between key predictors and financialization outcomes, with critical thresholds at approximately 10 for CSR_SocR, 1.5 for CSR_S, and 5 for CSR_CV. SOE status, EPU, ownership concentration, firm size, and housing prices emerge as the most influential predictors. Notable shifts in factor importance occur during the COVID-19 pandemic period (2020–2022). This work contributes a scalable, interpretable machine learning architecture for high-dimensional financial prediction problems, with applications in risk assessment, portfolio optimization, and regulatory monitoring systems. Full article

Existing approaches to social media sentiment analysis typically focus on static classification, offering limited foresight into how public opinion evolves. This study addresses that gap by introducing the Multi-Feature Sentiment-Driven Forecasting (MFSF) framework, a novel pipeline that enhances sentiment trend prediction by integrating rich contextual information from text. Using state-of-the-art transformer models on the Sentiment140 dataset, our framework extracts three concurrent signals from each tweet: sentiment polarity, aspect-based scores (e.g., ‘price’ and ‘service’), and topic embeddings. These features are aggregated into a daily multivariate time series. We then employ a SARIMAX model to forecast future sentiment, using the extracted aspect and topic data as predictive exogenous variables. Our results, validated on the historical Sentiment140 Twitter dataset, demonstrate the framework’s superior performance. The proposed multivariate model achieved a 26.6% improvement in forecasting accuracy (RMSE) over a traditional univariate ARIMA baseline. The analysis confirmed that conversational aspects like ‘service’ and ‘quality’ are statistically significant predictors of future sentiment. By leveraging the contextual drivers of conversation, the MFSF framework provides a more accurate and interpretable tool for businesses and policymakers to proactively monitor and anticipate shifts in public opinion. Full article

This study investigates the predictive performance of financial indicators in forecasting stock prices within the automotive sector using an adaptive neuro-fuzzy inference system (ANFIS). In light of the growing complexity of global financial markets and the increasing demand for automated, data-driven forecasting models, this research aims to identify those financial ratios that most accurately reflect price dynamics in this specific industry. The model incorporates four widely used financial indicators, return on assets (ROA), return on equity (ROE), earnings per share (EPS), and profit margin (PM), as inputs. The analysis is based on real financial and market data from automotive companies, and model performance was assessed using RMSE, nRMSE, and confidence intervals. The results indicate that the full model, including all four indicators, achieved the highest accuracy and prediction stability, while the exclusion of ROA or ROE significantly deteriorated model performance. These findings challenge the weak-form efficiency hypothesis and underscore the relevance of firm-level fundamentals in stock price formation. This study’s sector-specific approach highlights the importance of tailoring predictive models to industry characteristics, offering implications for both financial modeling and investment strategies. Future research directions include expanding the indicator set, increasing the sample size, and testing the model across additional industry domains. Full article

Various factors influence the formation and adjustment of network freight prices, including transportation costs, cargo characteristics, and policies and regulations. The interaction of these factors increases the difficulty of accurately predicting network freight prices through regressions or other machine learning models, especially when the amount and quality of training data are limited. This paper introduces large language models (LLMs) to predict network freight prices using their inherent prior knowledge. Different data sorting methods and serialization strategies are employed to construct the corpora of LLMs, which are then tested on multiple base models. A few-shot sample dataset is constructed to test the performance of models under insufficient information. The Chain of Thought (CoT) is employed to construct a corpus that demonstrates the reasoning process in freight price prediction. Cross entropy loss with LoRA fine-tuning and cosine annealing learning rate adjustment, and Mean Absolute Error (MAE) loss with full fine-tuning and OneCycle learning rate adjustment to train the models, respectively, are used. The experimental results demonstrate that LLMs are better than or competitive with the best comparison model. Tests on a few-shot dataset demonstrate that LLMs outperform most comparison models in performance. This method provides a new reference for predicting network freight prices. Full article

Flexibility is advocated as an effective solution to address the growing need to alleviate grid congestion, necessitating efficient energy management strategies for industrial operations. This paper presents a mixed-integer linear programming (MILP)-based optimization framework for a flexible asset in an industrial setting, aiming to minimize operational costs and enhance energy efficiency. The method integrates dynamic pricing and real-time grid analysis, alongside a state estimation model using Extended Kalman Filtering (EKF) that improves the accuracy of system state predictions. Model Predictive Control (MPC) is employed for real-time adjustments. A real-world case studies from aquaculture industries and industrial power grids in Denmark demonstrates the approach. By leveraging dynamic pricing and grid signals, the system enables adaptive pump scheduling, achieving a 27% reduction in energy costs while maintaining voltage stability within 0.95–1.05 p.u. and ensuring operational safety. These results confirm the effectiveness of grid-aware, flexible control in reducing costs and enhancing stability, supporting the transition toward smarter, sustainable industrial energy systems. Full article

The accurate estimation of urban property values is a key challenge for appraisers, market participants, financial institutions, and urban planners. In recent years, machine learning (ML) techniques have emerged as promising tools for price forecasting due to their ability to model complex relationships among variables. However, their application raises two main critical issues: (i) the risk of overfitting, especially with small datasets or with noisy data; (ii) the interpretive issues associated with the “black box” nature of many models. Within this framework, this paper proposes a methodological approach that addresses both these issues, comparing the predictive performance of three ML algorithms—k-Nearest Neighbors (kNN), Random Forest (RF), and the Artificial Neural Network (ANN)—applied to the housing market in the city of Salerno, Italy. For each model, overfitting is preliminarily assessed to ensure predictive robustness. Subsequently, the results are interpreted using explainability techniques, such as SHapley Additive exPlanations (SHAPs) and Permutation Feature Importance (PFI). This analysis reveals that the Random Forest offers the best balance between predictive accuracy and transparency, with features such as area and proximity to the train station identified as the main drivers of property prices. kNN and the ANN are viable alternatives that are particularly robust in terms of generalization. The results demonstrate how the defined methodological framework successfully balances predictive effectiveness and interpretability, supporting the informed and transparent use of ML in real estate valuation. Full article

Forestry carbon sinks play a crucial role in mitigating climate change and protecting ecosystems, significantly contributing to the development of carbon trading systems. Remote sensing technology has become increasingly important for monitoring carbon sinks, as it allows for precise measurement of carbon storage and ecological changes, which are vital for forecasting carbon prices. Carbon prices fluctuate due to the interaction of various factors, exhibiting non-stationary characteristics and inherent uncertainties, making accurate predictions particularly challenging. To address these complexities, this study proposes a method for predicting carbon trading prices influenced by multiple factors. We introduce a Decomposition (DECOMP) module that separates carbon price data and its influencing factors into trend and cyclical components. To manage non-stationarity, we propose the KAN with Multi-Domain Diffusion (KAN-MD) module, which efficiently extracts relevant features. Furthermore, a Wave-MH attention module, based on wavelet transformation, is introduced to minimize interference from uncertainties, thereby enhancing the robustness of the model. Empirical research using data from the Hubei carbon trading market demonstrates that our model achieves superior predictive accuracy and resilience to fluctuations compared to other benchmark methods, with an MSE of 0.204% and an MAE of 0.0277. These results provide reliable support for pricing carbon financial derivatives and managing associated risks. Full article

The European Union Emissions Trading System (EU ETS) and its underlying market structure play a central role in the EU’s climate policy. This study analyses how the network of trading relationships within the EU ETS has evolved from a hub-dominated architecture to one marked by structural change and the emergence of new trading dynamics. Using transaction data from Phases I–IV, we apply complex network analysis to assess changes in connectivity, centrality, and community structure. We then construct a Digital Twin of the EU ETS, integrating graph neural networks and logistic regression models to simulate the entry of new participants and predict future trading links. The results indicate shifts in network composition and connectivity, especially in Phase IV, where regulatory innovations and institutional mechanisms appear to play a key role. While our analysis focuses on structural dynamics, these patterns may have broader implications for market performance and policy effectiveness. These findings underscore the importance of monitoring the evolving trading network alongside price signals to support a resilient, efficient, and environmentally credible carbon market. Full article

The BP (Back-Propagation) neural network model (hereafter referred to as the BP model) often gets stuck in local optima when predicting China’s silicon wafer price, which hurts the accuracy of the forecasts. This study addresses the issue by enhancing the BP model. It integrates the principles of genetic algorithm (GA) with particle swarm optimization (PSO) to develop a new model called the GA-PSO-BP. This study also considers the material price from both the supply and demand sides of the photovoltaic industry. These prices are important factors in China’s silicon wafer price prediction. This research indicates that improving the BP model by integrating GA allows for a broader exploration of potential solution spaces. This approach helps to prevent local minima and identify the optimal solution. The BP model converges more quickly by using PSO for weight initialization. Additionally, the method by which particles share information decreases the probability of being confined to local optima. The upgraded GA-PSO-BP model demonstrates improved generalization capabilities and makes more accurate predictions. The MAE (Mean Absolute Error) value of the GA-PSO-BP model is 31.01% lower than those of the standalone BP model and also falls by 19.36% and 16.28% relative to the GA-BP and PSO-BP models, respectively. The smaller the value, the closer the prediction result of the model is to the actual value. This model has proven effective and superior in China’s silicon wafer price prediction. This capability makes it an essential resource for market analysis and decision-making within the silicon wafer industry. Full article

This study applies Gradient Boosting Machines (GBMs) and principal component regression (PCR) to forecast the closing price of the Johannesburg Stock Exchange (JSE) All-Share Index (ALSI), using daily data from 2009 to 2024, sourced from the Wall Street Journal. The models are evaluated under three training–testing split ratios to assess short-term forecasting performance. Forecast accuracy is assessed using standard error metrics: mean absolute error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute scaled error (MASE). Across all test splits, the GBM consistently achieves lower forecast errors than PCR, demonstrating superior predictive accuracy. To validate the significance of this performance difference, the Diebold–Mariano (DM) test is applied, confirming that the forecast errors from the GBM are statistically significantly lower than those of PCR at conventional significance levels. These findings highlight the GBM’s strength in capturing nonlinear relationships and complex interactions in financial time series, particularly when using features such as the USD/ZAR exchange rate, oil, platinum, and gold prices, the S&P 500 index, and calendar-based variables like month and day. Future research should consider integrating additional macroeconomic indicators and exploring alternative or hybrid forecasting models to improve robustness and generalisability across different market conditions. Full article

Predicting stock prices on stock markets is challenging due to the nonlinear and nonstationary nature of financial markets. This study presents a hybrid model based on integrated machine learning (ML) techniques—neural networks, support vector regression (SVR), and decision trees—that uses the stacking method to estimate the next day’s maximum and minimum stock prices. The model’s performance was evaluated using three data sets: Brazil’s São Paulo Stock Exchange (iBovespa)—Companhia Energética do Rio Grande do Norte (CSRN) and CPFL Energia (CPFE)—and one from the New York Stock Exchange (NYSE), the Dow Jones Industrial Average (DJI). The datasets covered the following time periods: CSRN and CPFE from 1 January 2008 to 30 September 2013, and DJI from 3 December 2018 to 31 August 2024. For the CSRN ensemble, the hybrid model achieved a mean absolute percentage error (MAPE) of 0.197% for maximum price and 0.224% for minimum price, outperforming results from the literature. For the CPFE set, the model showed a MAPE of 0.834% for the maximum price and 0.937% for the minimum price, demonstrating comparable accuracy. The model obtained a MAPE of 0.439% for the DJI set for maximum price and 0.474% for minimum price, evidencing its applicability across different market contexts. These results suggest that the proposed hybrid approach offers a robust alternative for stock price prediction by overcoming the limitations of using a single ML technique. Full article

Stock price forecasting remains a persistent challenge in time series analysis due to complex inter-stock relationships and dynamic textual signals such as financial news. While Graph Neural Networks (GNNs) can model relational structures, they often struggle with capturing higher-order dependencies and are sensitive to noise. Moreover, sentiment signals are typically aggregated using fixed time windows, which may introduce temporal bias. To address these issues, we propose DASF-Net (Diffusion-Aware Sentiment Fusion Network), a multimodal framework that integrates structural and textual information for robust prediction. DASF-Net leverages diffusion processes over two complementary financial graphs—one based on industry relationships, the other on fundamental indicators—to learn richer stock representations. Simultaneously, sentiment embeddings extracted from financial news using FinBERT are aggregated over an empirically optimized window to preserve temporal relevance. These modalities are fused via a multi-head attention mechanism and passed to a temporal forecasting module. DASF-Net integrates daily stock prices and news sentiment, using a 3-day sentiment aggregation window, to forecast stock prices over daily horizons (1–3 days). Experiments on 12 large-cap S&P 500 stocks over four years demonstrate that DASF-Net outperforms competitive baselines, achieving up to 91.6% relative reduction in Mean Squared Error (MSE). Results highlight the effectiveness of combining graph diffusion and sentiment-aware features for improved financial forecasting. Full article

Recent years have seen a rise in combining deep learning and technical analysis for stock price prediction. However, technical indicators are often prioritized over technical charts due to quantification challenges. While some studies use closing price charts for predicting stock trends, they overlook charts from other indicators and their relationships, resulting in underutilized information for predicting stock. Therefore, we design a novel framework to address the underutilized information limitations within technical charts generated by different indicators. Specifically, different sequences of stock indicators are used to generate various technical charts, and an adaptive relationship graph learning layer is employed to learn the relationships among technical charts generated by different indicators. Finally, by applying a GNN model combined with the relationship graphs of diverse technical charts, temporal patterns of stock indicator sequences are captured, fully utilizing the information between various technical charts to achieve accurate stock price predictions. Additionally, we further tested our framework with real-world stock data, showing superior performance over advanced baselines in predicting stock prices, achieving the highest net value in trading simulations. Our research results not only complement the existing applications of non-singular technical charts in deep learning but also offer backing for investment applications in financial market decision-making. Full article

With the increasing integration of renewable energy and smart technologies in residential energy systems, proactive household energy management (HEM) have become critical for reducing costs, enhancing grid stability, and achieving sustainability goals. This study proposes a ultra-short-term forecasting-driven proactive energy consumption optimization strategy that integrates advanced forecasting models with multi-objective scheduling algorithms. By leveraging deep learning techniques like Graph Attention Network (GAT) architectures, the system predicts ultra-short-term household load profiles with high accuracy, addressing the volatility of residential energy use. Then, based on the predicted data, a comprehensive consideration of electricity costs, user comfort, carbon emission pricing, and grid load balance indicators is undertaken. This study proposes an enhanced mixed-integer optimization algorithm to collaboratively optimize multiple objective functions, thereby refining appliance scheduling, energy storage utilization, and grid interaction. Case studies demonstrate that integrating photovoltaic (PV) power generation forecasting and load forecasting models into a home energy management system, and adjusting the original power usage schedule based on predicted PV output and water heater demand, can effectively reduce electricity costs and carbon emissions without compromising user engagement in optimization. This approach helps promote energy-saving and low-carbon electricity consumption habits among users. Full article

The scope of this paper is the development of a cost-effective wireless torque measurement system for vehicle drivetrain shafts. The prototype integrates strain gauges, an HX711 conditioner, a Wemos D1 Mini ESP8266, and a rechargeable battery directly on the rotating shaft, forming a self-contained sensor node. Calibration against a certified dynamometric wrench confirmed an operating span of ±5–50 N·m. Within this range, the device achieved a mean absolute error of 0.559 N·m. It also maintained precision better than ±2.5 N·m at 95% confidence, while real-time data were transmitted via Wi-Fi. The total component cost is below EUR 30 based on current prices. The novelty of this proof-of-concept implementation demonstrates that reliable, IoT-enabled torque sensing can be realized with low-cost, readily available parts. The paper details assembly, calibration, and deployment procedures, providing a transparent pathway for replication. By aligning with Industry 4.0 requirements for smart, connected equipment, the proposed torque measurement system offers an affordable solution for process monitoring and predictive maintenance in automotive and industrial settings. Full article