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Many machine learning methods have been proposed to achieve accurate transaction fraud detection, which is essential to the financial security of individuals and banks. However, most existing methods leverage original features only or…

Machine Learning · Computer Science 2023-07-13 Yue Tian , Guanjun Liu , Jiacun Wang , Mengchu Zhou

Recommendation system algorithm based on multi-task learning (MTL) is the major method for Internet operators to understand users and predict their behaviors in the multi-behavior scenario of platform. Task correlation is an important…

Machine Learning · Computer Science 2023-07-25 Menglin Kong , Ri Su , Shaojie Zhao , Muzhou Hou

In todays global economy, accuracy in predicting macro-economic parameters such as the foreign the exchange rate or at least estimating the trend correctly is of key importance for any future investment. In recent times, the use of…

Statistical Finance · Quantitative Finance 2020-02-25 Manav Kaushik , A K Giri

The recently discovered Neural collapse (NC) phenomenon states that the last-layer weights of Deep Neural Networks (DNN), converge to the so-called Equiangular Tight Frame (ETF) simplex, at the terminal phase of their training. This ETF…

Machine Learning · Computer Science 2024-03-01 Hafiz Tiomoko Ali , Umberto Michieli , Ji Joong Moon , Daehyun Kim , Mete Ozay

Volatility forecasting is essential for risk management and decision-making in financial markets. Traditional models like Generalized Autoregressive Conditional Heteroskedasticity (GARCH) effectively capture volatility clustering but often…

Mathematical Finance · Quantitative Finance 2024-10-23 Pulikandala Nithish Kumar , Nneka Umeorah , Alex Alochukwu

In today's era, users have increasingly high expectations regarding the performance and efficiency of communication networks. Network operators aspire to achieve efficient network planning, operation, and optimization through Digital Twin…

Networking and Internet Architecture · Computer Science 2024-01-02 Aijia Liu , Shiqing Liu , Xiaobing Pei

In the current context of accelerated globalization and digitalization, the complexity and uncertainty of financial markets are increasing, and the identification and prevention of economic risks have become a key link in maintaining the…

Statistical Finance · Quantitative Finance 2024-11-20 Xin Zhang , Zhen Xu , Yue Liu , Mengfang Sun , Tong Zhou , Wenying Sun

Consistent alpha generation, i.e., maintaining an edge over the market, underpins the ability of asset traders to reliably generate profits. Technical indicators and trading strategies are commonly used tools to determine when to…

Artificial Intelligence · Computer Science 2021-06-15 Yapeng Jasper Hu , Ralph van Gurp , Ashay Somai , Hugo Kooijman , Jan S. Rellermeyer

In this paper, we introduce a new approach to multivariate forecasting cryptocurrency prices using a hybrid contextual model combining exponential smoothing (ES) and recurrent neural network (RNN). The model consists of two tracks: the…

Machine Learning · Computer Science 2025-04-15 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

The majority of studies in the field of AI guided financial trading focus on purely applying machine learning algorithms to continuous historical price and technical analysis data. However, due to non-stationary and high volatile nature of…

Statistical Finance · Quantitative Finance 2021-02-03 Ling Qi , Matloob Khushi , Josiah Poon

The prediction of foreign exchange rates, such as the US Dollar (USD) to Bangladeshi Taka (BDT), plays a pivotal role in global financial markets, influencing trade, investments, and economic stability. This study leverages historical…

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

Computational Finance · Quantitative Finance 2025-08-05 Wěi Zhāng

Machine learning algorithms have recently been considered for many tasks in the field of wireless communications. Previously, we have proposed the use of a deep fully convolutional neural network (CNN) for receiver processing and shown it…

Signal Processing · Electrical Eng. & Systems 2022-07-13 Janne M. J. Huttunen , Dani Korpi , Mikko Honkala

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

Recent studies have shown the classification and prediction power of the Neural Networks. It has been demonstrated that a NN can approximate any continuous function. Neural networks have been successfully used for forecasting of financial…

Neural and Evolutionary Computing · Computer Science 2018-02-09 Bogdan Oancea , ŞTefan Cristian Ciucu

Neural networks are powerful tools for classification and regression in static environments. This paper describes a technique for creating an ensemble of neural networks that adapts dynamically to changing conditions. The model separates…

Artificial Intelligence · Computer Science 2008-12-16 Baruch Lubinsky , Bekir Genc , Tshilidzi Marwala

Deep neural networks (DNN) are black box algorithms. They are trained using a gradient descent back propagation technique which trains weights in each layer for the sole goal of minimizing training error. Hence, the resulting weights cannot…

Machine Learning · Computer Science 2018-11-05 Daniel Goldfarb

Multi-horizon price forecasting is central to portfolio allocation, risk management, and algorithmic trading, yet deep learning architectures have proliferated faster than rigorous financial benchmarks can evaluate them. This study provides…

Statistical Finance · Quantitative Finance 2026-03-19 Nabeel Ahmad Saidd

A variety of methods have been applied to the architectural configuration and learning or training of artificial deep neural networks (DNN). These methods play a crucial role in the success or failure of the DNN for most problems and…

Neural and Evolutionary Computing · Computer Science 2021-11-30 Edgar Galván , Peter Mooney

Machine Learning (ML) is becoming increasingly important in daily life. In this context, Artificial Neural Networks (ANNs) are a popular approach within ML methods to realize an artificial intelligence. Usually, the topology of ANNs is…

Neural and Evolutionary Computing · Computer Science 2022-11-15 Rune Krauss , Marcel Merten , Mirco Bockholt , Rolf Drechsler