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This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

Computational Engineering, Finance, and Science · Computer Science 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

We present a novel negotiation model that allows an agent to learn how to negotiate during concurrent bilateral negotiations in unknown and dynamic e-markets. The agent uses an actor-critic architecture with model-free reinforcement…

Multiagent Systems · Computer Science 2020-02-04 Pallavi Bagga , Nicola Paoletti , Bedour Alrayes , Kostas Stathis

Topological neural networks (TNNs) are information processing architectures that model representations from data lying over topological spaces (e.g., simplicial or cell complexes) and allow for decentralized implementation through localized…

Information Theory · Computer Science 2025-02-17 Simone Fiorellino , Claudio Battiloro , Paolo Di Lorenzo

Efficient learning and model compression algorithm for deep neural network (DNN) is a key workhorse behind the rise of deep learning (DL). In this work, we propose a message passing based Bayesian deep learning algorithm called EM-TDAMP to…

Machine Learning · Computer Science 2024-06-11 Wei Xu , An Liu , Yiting Zhang , Vincent Lau

Recent works have theoretically and empirically shown that deep neural networks (DNNs) have an inherent vulnerability to small perturbations. Applying the Deep k-Nearest Neighbors (DkNN) classifier, we observe a dramatically increasing…

Machine Learning · Computer Science 2021-10-08 Ren Wang , Tianqi Chen , Alfred Hero

Collaborative Filtering (CF) is widely used in recommender systems to model user-item interactions. With the great success of Deep Neural Networks (DNNs) in various fields, advanced works recently have proposed several DNN-based models for…

Neural and Evolutionary Computing · Computer Science 2021-11-16 Yuhan Fang , Yuqiao Liu , Yanan Sun

The Foreign Exchange market is a significant market for speculators, characterized by substantial transaction volumes and high volatility. Accurately predicting the directional movement of currency pairs is essential for formulating a sound…

Statistical Finance · Quantitative Finance 2024-10-08 Kevin Cedric Guyard , Michel Deriaz

On a daily investment decision in a security market, the price earnings (PE) ratio is one of the most widely applied methods being used as a firm valuation tool by investment experts. Unfortunately, recent academic developments in financial…

Computational Engineering, Finance, and Science · Computer Science 2017-06-12 Haizhen Wang , Ratthachat Chatpatanasiri , Pairote Sattayatham

Emerging intelligent embedded devices rely on Deep Neural Networks (DNNs) to be able to interact with the real-world environment. This interaction comes with the ability to retrain DNNs, since environmental conditions change continuously in…

Hardware Architecture · Computer Science 2020-10-13 Reza Hojabr , Kamyar Givaki , Kossar Pourahmadi , Parsa Nooralinejad , Ahmad Khonsari , Dara Rahmati , M. Hassan Najafi

Traditionally, Deep Artificial Neural Networks (DNN's) are trained through gradient descent. Recent research shows that Deep Neuroevolution (DNE) is also capable of evolving multi-million-parameter DNN's, which proved to be particularly…

Neural and Evolutionary Computing · Computer Science 2021-04-14 Daan Klijn , A. E. Eiben

Graph neural networks excel at modeling pairwise interactions, but they cannot flexibly accommodate higher-order interactions and features. Topological deep learning (TDL) has emerged recently as a promising tool for addressing this issue.…

Machine Learning · Computer Science 2025-02-07 Claudio Battiloro , Ege Karaismailoğlu , Mauricio Tec , George Dasoulas , Michelle Audirac , Francesca Dominici

Deep learning, as a highly efficient method for metasurface inverse design, commonly use simulation data to train deep neural networks (DNNs) that can map desired functionalities to proper metasurface designs. However, the assumptions and…

Signal Processing · Electrical Eng. & Systems 2023-08-07 Jingxin Zhang , Jiawei Xi , Peixing Li , Ray C. C. Cheung , Alex M. H. Wong , Jensen Li

Building on our prior explorations of convolutional neural networks (CNNs) for financial data processing, this paper introduces two significant enhancements to refine our CNN model's predictive performance and robustness for financial…

Computational Finance · Quantitative Finance 2024-08-23 Sina Montazeri , Haseebullah Jumakhan , Sonia Abrasiabian , Amir Mirzaeinia

In this paper we apply a specific type ANNs - convolutional neural networks (CNNs) - to the problem of finding start and endpoints of trends, which are the optimal points for entering and leaving the market. We aim to explore long-term…

Statistical Finance · Quantitative Finance 2021-04-30 Ekaterina Zolotareva

In this paper, we interpret Deep Neural Networks with Complex Network Theory. Complex Network Theory (CNT) represents Deep Neural Networks (DNNs) as directed weighted graphs to study them as dynamical systems. We efficiently adapt CNT…

Machine Learning · Computer Science 2021-10-19 Emanuele La Malfa , Gabriele La Malfa , Giuseppe Nicosia , Vito Latora

Recently, data-driven approaches motivated by modern deep learning have been applied to optical communications in place of traditional model-based counterparts. The application of deep neural networks (DNN) allows flexible statistical…

Signal Processing · Electrical Eng. & Systems 2019-11-25 Toshiaki Koike-Akino , Ye Wang , David S. Millar , Keisuke Kojima , Kieran Parsons

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

This paper reduces the cost of DNNs training by decreasing the amount of data movement across heterogeneous architectures composed of several GPUs and multicore CPU devices. In particular, this paper proposes an algorithm to dynamically…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-07 Sicong Zhuang , Cristiano Malossi , Marc Casas

Evolutionary algorithms (EAs) have emerged as a powerful framework for optimization, especially for black-box optimization. Existing evolutionary algorithms struggle to comprehend and effectively utilize task-specific information for…

Neural and Evolutionary Computing · Computer Science 2024-12-24 Kai Wu , Xiaobin Li , Penghui Liu , Jing Liu

Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement…

Computational Engineering, Finance, and Science · Computer Science 2018-07-06 Dat Thanh Tran , Martin Magris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis