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Stock price prediction has been the focus of a large amount of research but an acceptable solution has so far escaped academics. Recent advances in deep learning have motivated researchers to apply neural networks to stock prediction. In…

Statistical Finance · Quantitative Finance 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

In this study, a new Stacked Generalization technique called Fuzzy Stacked Generalization (FSG) is proposed to minimize the difference between N -sample and large-sample classification error of the Nearest Neighbor classifier. The proposed…

Machine Learning · Computer Science 2013-08-14 Mete Ozay , Fatos T. Yarman Vural

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

Statistical Finance · Quantitative Finance 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed

Disease classification is a crucial element of biomedical research. Recent studies have demonstrated that machine learning techniques, such as Support Vector Machine (SVM) modeling, produce similar or improved predictive capabilities in…

Machine Learning · Statistics 2017-08-02 Jessica M. Rudd

In this study, we propose a fuzzy system for conducting short-term transactions in the forex market. The system is designed to enhance common strategies in the forex market using fuzzy logic, thereby improving the accuracy of transactions.…

Systems and Control · Electrical Eng. & Systems 2025-07-10 Mustafa Shabani , Alireza Nasiri , Hassan Nafardi

Volatility-based trading strategies have attracted a lot of attention in financial markets due to their ability to capture opportunities for profit from market dynamics. In this article, we propose a new volatility-based trading strategy…

Trading and Market Microstructure · Quantitative Finance 2023-08-21 Ivan Letteri

This paper presents MSMF (Multi-Scale Multi-Modal Fusion), a novel approach for enhanced stock market prediction. MSMF addresses key challenges in multi-modal stock analysis by integrating a modality completion encoder, multi-scale feature…

Computational Engineering, Finance, and Science · Computer Science 2024-09-13 Jiahao Qin

Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

Machine Learning · Computer Science 2022-12-21 Jill-Jênn Vie , Tomas Rigaux , Hisashi Kashima

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

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Rajneesh Chaudhary

In recent years, high-frequency trading has emerged as a crucial strategy in stock trading. This study aims to develop an advanced high-frequency trading algorithm and compare the performance of three different mathematical models: the…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Jiahao Chen , Xiaofei Li

The research presents epsilon hierarchical fuzzy twin support vector regression based on epsilon fuzzy twin support vector regression and epsilon twin support vector regression. Epsilon FTSVR is achieved by incorporating trapezoidal fuzzy…

Artificial Intelligence · Computer Science 2015-09-11 Arindam Chaudhuri

The support vector clustering algorithm is a well-known clustering algorithm based on support vector machines using Gaussian or polynomial kernels. The classical support vector clustering algorithm works well in general, but its performance…

Machine Learning · Computer Science 2020-05-27 Arit Kumar Bishwas , Ashish Mani , Vasile Palade

Volatility for financial assets returns can be used to gauge the risk for financial market. We propose a deep stochastic volatility model (DSVM) based on the framework of deep latent variable models. It uses flexible deep learning models to…

Machine Learning · Computer Science 2021-02-26 Xiuqin Xu , Ying Chen

In this study, we propose a novel machine-learning-based measure for stock price crash risk, utilizing the minimum covariance determinant methodology. Employing this newly introduced dependent variable, we predict stock price crash risk…

Computational Finance · Quantitative Finance 2025-05-23 Abdullah Karasan , Ozge Sezgin Alp , Gerhard-Wilhelm Weber

Support vector machine (SVM) training is an active research area since the dawn of the method. In recent years there has been increasing interest in specialized solvers for the important case of linear models. The algorithm presented by…

Machine Learning · Statistics 2013-02-25 Tobias Glasmachers , Ürün Dogan

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Machine Learning · Computer Science 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

This article delves into the analysis of performance and utilization of Support Vector Machines (SVMs) for the critical task of forest fire detection using image datasets. With the increasing threat of forest fires to ecosystems and human…

Machine Learning · Statistics 2024-03-11 Ankan Kar , Nirjhar Nath , Utpalraj Kemprai , Aman