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A crucial step in the race towards quantum advantage is optimizing quantum annealing using ad-hoc annealing schedules. Motivated by recent progress in the field, we propose to employ long-short term memory (LSTM) neural networks to automate…

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

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

This research investigates flight delay trends by examining factors such as departure time, airline, and airport. It employs regression machine learning methods to predict the contributions of various sources to delays. Time-series models,…

Machine Learning · Computer Science 2024-08-07 Aravinda Jatavallabha , Jacob Gerlach , Aadithya Naresh

Deep learning offers new tools for portfolio optimization. We present an end-to-end framework that directly learns portfolio weights by combining Long Short-Term Memory (LSTM) networks to model temporal patterns, Graph Attention Networks…

Portfolio Management · Quantitative Finance 2026-05-27 Yun Lin , Jiawei Lou , Jinghe Zhang

Taxi demand prediction is an important building block to enabling intelligent transportation systems in a smart city. An accurate prediction model can help the city pre-allocate resources to meet travel demand and to reduce empty taxis on…

Machine Learning · Computer Science 2018-02-28 Huaxiu Yao , Fei Wu , Jintao Ke , Xianfeng Tang , Yitian Jia , Siyu Lu , Pinghua Gong , Jieping Ye , Zhenhui Li

In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical…

Statistical Finance · Quantitative Finance 2021-12-06 Shujian Liao , Jian Chen , Hao Ni

Prediction tasks about students have practical significance for both student and college. Making multiple predictions about students is an important part of a smart campus. For instance, predicting whether a student will fail to graduate…

Machine Learning · Computer Science 2023-09-27 Haobing Liu , Yanmin Zhu , Tianzi Zang , Yanan Xu , Jiadi Yu , Feilong Tang

Deep learning (DL) allows computer models to learn, visualize, optimize, refine, and predict data. To understand its present state, examining the most recent advancements and applications of deep learning across various domains is…

Regional rainfall-runoff modeling is an old but still mostly out-standing problem in Hydrological Sciences. The problem currently is that traditional hydrological models degrade significantly in performance when calibrated for multiple…

Machine Learning · Computer Science 2019-11-12 Frederik Kratzert , Daniel Klotz , Guy Shalev , Günter Klambauer , Sepp Hochreiter , Grey Nearing

Multi-task learning (MTL) optimizes several learning tasks simultaneously and leverages their shared information to improve generalization and the prediction of the model for each task. Auxiliary tasks can be added to the main task to…

Machine Learning · Computer Science 2020-07-03 Partoo Vafaeikia , Khashayar Namdar , Farzad Khalvati

Predictive business process monitoring (PBPM) aims to predict future process behavior during ongoing process executions based on event log data. Especially, techniques for the next activity and timestamp prediction can help to improve the…

Machine Learning · Computer Science 2020-11-06 An Nguyen , Srijeet Chatterjee , Sven Weinzierl , Leo Schwinn , Martin Matzner , Bjoern Eskofier

This article investigates the use of Machine Learning and Deep Learning models in multivariate time series analysis within financial markets. It compares small and big data approaches, focusing on their distinct challenges and the benefits…

Machine Learning · Computer Science 2025-05-09 Grégory Bournassenko

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

Traditional recurrent neural network architectures, such as long short-term memory neural networks (LSTM), have historically held a prominent role in time series forecasting (TSF) tasks. While the recently introduced sLSTM for Natural…

Machine Learning · Computer Science 2025-02-25 Yaxuan Kong , Zepu Wang , Yuqi Nie , Tian Zhou , Stefan Zohren , Yuxuan Liang , Peng Sun , Qingsong Wen

Recently, neural networks have achieved great success on sentiment classification due to their ability to alleviate feature engineering. However, one of the remaining challenges is to model long texts in document-level sentiment…

Computation and Language · Computer Science 2016-10-18 Jiacheng Xu , Danlu Chen , Xipeng Qiu , Xuangjing Huang

Deep learning has made great strides lately with the availability of powerful computing machines and the advent of user-friendly programming environments. It is anticipated that the deep learning algorithms will entirely provision the…

Signal Processing · Electrical Eng. & Systems 2020-07-01 Vishnu Vardhan Nimmalapudi , Ajith Kumar Mengani , Roopa Vuppula , Rahul Jashvantbhai Pandya

Deep metric learning maps visually similar images onto nearby locations and visually dissimilar images apart from each other in an embedding manifold. The learning process is mainly based on the supplied image negative and positive training…

Computer Vision and Pattern Recognition · Computer Science 2020-09-14 Chang-Hui Liang , Wan-Lei Zhao , Run-Qing Chen

Data analytics helps basketball teams to create tactics. However, manual data collection and analytics are costly and ineffective. Therefore, we applied a deep bidirectional long short-term memory (BLSTM) and mixture density network (MDN)…

Artificial Intelligence · Computer Science 2018-02-14 Yu Zhao , Rennong Yang , Guillaume Chevalier , Rajiv Shah , Rob Romijnders

Real-world time series are often governed by complex nonlinear dynamics. Understanding these underlying dynamics is crucial for precise future prediction. While deep learning has achieved major success in time series forecasting, many…

Machine Learning · Computer Science 2026-05-26 Abrar Majeedi , Viswanatha Reddy Gajjala , Satya Sai Srinath Namburi GNVV , Nada Magdi Elkordi , Yin Li