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Recurrent neural networks and sequence to sequence models require a predetermined length for prediction output length. Our model addresses this by allowing the network to predict a variable length output in inference. A new loss function…

Machine Learning · Computer Science 2019-08-20 Mark Harmon , Diego Klabjan

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

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

Recurrent Networks are one of the most powerful and promising artificial neural network algorithms to processing the sequential data such as natural languages, sound, time series data. Unlike traditional feed-forward network, Recurrent…

Machine Learning · Computer Science 2018-07-11 Pushparaja Murugan

The fields of neural computation and artificial neural networks have developed much in the last decades. Most of the works in these fields focus on implementing and/or learning discrete functions or behavior. However, technical, physical,…

Neural and Evolutionary Computing · Computer Science 2016-06-15 Frieder Stolzenburg , Florian Ruh

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang

Predicting business process behaviour is an important aspect of business process management. Motivated by research in natural language processing, this paper describes an application of deep learning with recurrent neural networks to the…

Machine Learning · Computer Science 2017-05-05 Joerg Evermann , Jana-Rebecca Rehse , Peter Fettke

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

Physics and Society · Physics 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Machine Learning · Computer Science 2022-05-25 Bohdan M. Pavlyshenko

Bidding in real-time auctions can be a difficult stochastic control task; especially if underdelivery incurs strong penalties and the market is very uncertain. Most current works and implementations focus on optimally delivering a campaign…

Machine Learning · Computer Science 2020-06-15 Nicolas Grislain , Nicolas Perrin , Antoine Thabault

We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…

Computational Finance · Quantitative Finance 2021-01-25 Steven Y. K. Wong , Jennifer Chan , Lamiae Azizi , Richard Y. D. Xu

Recently, Neural Networks have been proven extremely effective in many natural language processing tasks such as sentiment analysis, question answering, or machine translation. Aiming to exploit such advantages in the Ontology Learning…

Computation and Language · Computer Science 2016-07-15 Giulio Petrucci , Chiara Ghidini , Marco Rospocher

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

In this work we present a novel recurrent neural network architecture designed to model systems characterized by multiple characteristic timescales in their dynamics. The proposed network is composed by several recurrent groups of neurons…

Neural and Evolutionary Computing · Computer Science 2017-01-19 Filippo Maria Bianchi , Michael Kampffmeyer , Enrico Maiorino , Robert Jenssen

With technological advancements and the exponential growth of data, we have been unfolding different capabilities of neural networks in different sectors. In this paper, I have tried to use a specific type of Neural Network known as…

Neural and Evolutionary Computing · Computer Science 2021-06-04 Kunal Bhardwaj

Competition between times series often arises in sales prediction, when similar products are on sale on a marketplace. This article provides a model of the presence of cannibalization between times series. This model creates a…

Machine Learning · Statistics 2021-06-21 Rémy Garnier

In this paper, we have used Recurrent Neural Networks to capture and model human motion data and generate motions by prediction of the next immediate data point at each time-step. Our RNN is armed with recently proposed Gated Recurrent…

Neural and Evolutionary Computing · Computer Science 2015-01-05 Mohammad Pezeshki

The paper explores the capability of continuous-time recurrent neural networks to store and recall precisely timed scores of spike trains. We show (by numerical experiments) that this is indeed possible: within some range of parameters, any…

Neural and Evolutionary Computing · Computer Science 2025-07-29 Hugo Aguettaz , Hans-Andrea Loeliger

In this paper we propose a robust Model Predictive Control where a Gated Recurrent Unit network model is used to learn the input-output dynamic of the system under control. Robust satisfaction of input and output constraints and recursive…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Irene Schimperna , Lalo Magni
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