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Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…

Machine Learning · Computer Science 2025-08-28 Amirhossein Sohrabbeig , Omid Ardakanian , Petr Musilek

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

Forecasting is critical in areas such as finance, biology, and healthcare. Despite the progress in the field, making accurate forecasts remains challenging because real-world time series contain both global trends, local fine-grained…

Machine Learning · Computer Science 2026-01-01 Zihao Chen , Alexandre Andre , Wenrui Ma , Ian Knight , Sergey Shuvaev , Eva Dyer

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

Statistical Finance · Quantitative Finance 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

With the heightened volatility in stock prices during the Covid-19 pandemic, the need for price forecasting has become more critical. We investigated the forecast performance of four models including Long-Short Term Memory, XGBoost,…

Statistical Finance · Quantitative Finance 2021-05-07 Navid Mottaghi , Sara Farhangdoost

Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial…

Machine Learning · Computer Science 2024-04-11 Nikola Milosevic

The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve…

Machine Learning · Computer Science 2023-07-24 Shibo Feng , Chunyan Miao , Ke Xu , Jiaxiang Wu , Pengcheng Wu , Yang Zhang , Peilin Zhao

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

The stock price prediction task holds a significant role in the financial domain and has been studied for a long time. Recently, large language models (LLMs) have brought new ways to improve these predictions. While recent financial large…

Statistical Finance · Quantitative Finance 2024-09-16 Shengkun Wang , Taoran Ji , Linhan Wang , Yanshen Sun , Shang-Ching Liu , Amit Kumar , Chang-Tien Lu

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

The stock market has been a popular topic of interest in the recent past. The growth in the inflation rate has compelled people to invest in the stock and commodity markets and other areas rather than saving. Further, the ability of Deep…

Statistical Finance · Quantitative Finance 2021-07-21 Priyank Sonkiya , Vikas Bajpai , Anukriti Bansal

This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time…

Machine Learning · Computer Science 2023-06-21 Xinli Yu , Zheng Chen , Yuan Ling , Shujing Dong , Zongyi Liu , Yanbin Lu

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

Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time…

Other Computer Science · Computer Science 2016-05-12 Jaydip Sen , Tamal Datta Chaudhuri

Two-time-scale stochastic approximation, a generalized version of the popular stochastic approximation, has found broad applications in many areas including stochastic control, optimization, and machine learning. Despite its popularity,…

Optimization and Control · Mathematics 2021-03-24 Thinh T. Doan

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Computational Finance · Quantitative Finance 2022-11-30 Zheng Cao , Raymond Guo , Wenyu Du , Jiayi Gao , Kirill V. Golubnichiy

In this paper we apply a new approach of the string theory to the real financial market. It is direct extension and application of the work [1] into prediction of prices. The models are constructed with an idea of prediction models based on…

Trading and Market Microstructure · Quantitative Finance 2014-03-05 Richard Pincak , Marian Repasan
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