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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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.…
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…
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…
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…