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Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Computational Finance · Quantitative Finance 2018-11-16 Huicheng Liu

Deep learning is a topic of considerable current interest. The availability of massive data collections and powerful software resources has led to an impressive amount of results in many application areas that reveal essential but hidden…

Machine Learning · Computer Science 2023-01-31 Gianluigi Pillonetto , Aleksandr Aravkin , Daniel Gedon , Lennart Ljung , Antônio H. Ribeiro , Thomas B. Schön

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

Random forest is widely exploited as an ensemble learning method. In many practical applications, however, there is still a significant challenge to learn from imbalanced data. To alleviate this limitation, we propose a deep dynamic boosted…

Machine Learning · Computer Science 2022-03-08 Haixin Wang , Xingzhang Ren , Jinan Sun , Wei Ye , Long Chen , Muzhi Yu , Shikun Zhang

Understanding and interpreting how machine learning (ML) models make decisions have been a big challenge. While recent research has proposed various technical approaches to provide some clues as to how an ML model makes individual…

Machine Learning · Computer Science 2018-11-09 Wenbo Guo , Sui Huang , Yunzhe Tao , Xinyu Xing , Lin Lin

Deep Research agents predominantly optimize search policies to maximize retrieval probability. However, we identify a critical bottleneck: the retrieval-utilization gap, where models fail to use gold evidence even after it is retrieved, due…

Computation and Language · Computer Science 2026-01-08 Shuo Lu , Yinuo Xu , Jianjie Cheng , Lingxiao He , Meng Wang , Jian Liang

A major factor in the recent success of large language models is the use of enormous and ever-growing text datasets for unsupervised pre-training. However, naively training a model on all available data may not be optimal (or feasible), as…

A fundamental challenge in neuroscience is to understand what structure in the world is represented in spatially distributed patterns of neural activity from multiple single-trial measurements. This is often accomplished by learning a…

Neural and Evolutionary Computing · Computer Science 2020-07-01 Jesse A. Livezey , Kristofer E. Bouchard , Edward F. Chang

Decision making algorithms are used in a multitude of different applications. Conventional approaches for designing decision algorithms employ principled and simplified modelling, based on which one can determine decisions via tractable…

Signal Processing · Electrical Eng. & Systems 2022-06-23 Nir Shlezinger , Yonina C. Eldar , Stephen P. Boyd

While deep neural networks (DNNs) have been increasingly applied to choice analysis showing high predictive power, it is unclear to what extent researchers can interpret economic information from DNNs. This paper demonstrates that DNNs can…

General Economics · Economics 2021-04-06 Shenhao Wang , Qingyi Wang , Jinhua Zhao

An increasing amount of companies and cities plan to become CO2-neutral, which requires them to invest in renewable energies and carbon emission offsetting solutions. One of the cheapest carbon offsetting solutions is preventing…

Computers and Society · Computer Science 2019-12-18 Björn Lütjens , Lucas Liebenwein , Katharina Kramer

Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…

Machine Learning · Computer Science 2021-04-23 Eric Benhamou , David Saltiel , Serge Tabachnik , Sui Kai Wong , François Chareyron

We develop deep learning models to learn the hedge ratio for S&P500 index options directly from options data. We compare different combinations of features and show that a feedforward neural network model with time to maturity,…

Statistical Finance · Quantitative Finance 2021-11-08 Jie Chen , Lingfei Li

This work proposes DeepFolio, a new model for deep portfolio management based on data from limit order books (LOB). DeepFolio solves problems found in the state-of-the-art for LOB data to predict price movements. Our evaluation consists of…

Recent advances in Deep Learning have greatly improved performance on various tasks such as object detection, image segmentation, sentiment analysis. The focus of most research directions up until very recently has been on beating…

Computer Vision and Pattern Recognition · Computer Science 2022-11-29 Cristian Simionescu

In this report, I present a deep learning approach to conduct a natural language processing (hereafter NLP) binary classification task for analyzing financial-fraud texts. First, I searched for regulatory announcements and enforcement…

Computation and Language · Computer Science 2023-08-09 Qiuru Li

Data augmentation methods in combination with deep neural networks have been used extensively in computer vision on classification tasks, achieving great success; however, their use in time series classification is still at an early stage.…

Statistical Finance · Quantitative Finance 2020-10-29 Elizabeth Fons , Paula Dawson , Xiao-jun Zeng , John Keane , Alexandros Iosifidis

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…

Computational Finance · Quantitative Finance 2021-02-03 Pratyush Muthukumar , Jie Zhong

We exploit cutting-edge deep learning methodologies to explore the predictability of high-frequency Limit Order Book mid-price changes for a heterogeneous set of stocks traded on the NASDAQ exchange. In so doing, we release `LOBFrame', an…

Trading and Market Microstructure · Quantitative Finance 2024-06-05 Antonio Briola , Silvia Bartolucci , Tomaso Aste