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We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving…

Applications · Statistics 2019-09-17 Kevin Kuo

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

Statistical Finance · Quantitative Finance 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having…

Artificial Intelligence · Computer Science 2019-02-25 David Salinas , Valentin Flunkert , Jan Gasthaus

Deep learning is the mainstream technique for many machine learning tasks, including image recognition, machine translation, speech recognition, and so on. It has outperformed conventional methods in various fields and achieved great…

Machine Learning · Computer Science 2018-06-01 Na Lei , Zhongxuan Luo , Shing-Tung Yau , David Xianfeng Gu

The paper presents a novel approach, based on deep learning, for diagnosis of Parkinson's disease through medical imaging. The approach includes analysis and use of the knowledge extracted by Deep Convolutional and Recurrent Neural Networks…

Machine Learning · Computer Science 2019-11-26 James Wingate , Ilianna Kollia , Luc Bidaut , Stefanos Kollias

Deep learning has recently become one of the most popular sub-fields of machine learning owing to its distributed data representation with multiple levels of abstraction. A diverse range of deep learning algorithms are being employed to…

Computer Vision and Pattern Recognition · Computer Science 2018-04-12 Rajat Kumar Sinha , Ruchi Pandey , Rohan Pattnaik

Deep learning has recently achieved very promising results in a wide range of areas such as computer vision, speech recognition and natural language processing. It aims to learn hierarchical representations of data by using deep…

Computer Vision and Pattern Recognition · Computer Science 2015-12-11 Li Wang , Dennis Sng

Stock price prediction has always been a difficult task for forecasters. Using cutting-edge deep learning techniques, stock price prediction based on investor sentiment extracted from online forums has become feasible. We propose a novel…

Machine Learning · Computer Science 2026-01-21 Huiyu Li , Junhua Hu

Stock return forecasting is a major component of numerous finance applications. Predicted stock returns can be incorporated into portfolio trading algorithms to make informed buy or sell decisions which can optimize returns. In such…

Portfolio Management · Quantitative Finance 2024-10-23 Zimeng Lyu , Amulya Saxena , Rohaan Nadeem , Hao Zhang , Travis Desell

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…

Trading and Market Microstructure · Quantitative Finance 2025-06-06 Jędrzej Maskiewicz , Paweł Sakowski

Deep learning has been used in many areas, such as feature detections in images and the game of go. This paper presents a study that attempts to use the deep learning method to predict turbomachinery performance. Three different deep neural…

Machine Learning · Computer Science 2018-06-20 Cheng'an Bai , Chao Zhou

In stock trading, feature extraction and trading strategy design are the two important tasks to achieve long-term benefits using machine learning techniques. Several methods have been proposed to design trading strategy by acquiring trading…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Supriya Bajpai

The subject of deep learning has recently attracted users of machine learning from various disciplines, including: medical diagnosis and bioinformatics, financial market analysis and online advertisement, speech and handwriting recognition,…

Machine Learning · Computer Science 2018-03-12 Charles K. Chui , Shao-Bo Lin , Ding-Xuan Zhou

Most recent works model the market structure of the stock market as a correlation network of the stocks. They apply pre-defined patterns to extract correlation information from the time series of stocks. Without considering the influences…

Computational Engineering, Finance, and Science · Computer Science 2018-09-13 Yue Wang , Chenwei Zhang , Shen Wang , Philip S. Yu , Lu Bai , Lixin Cui

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

Deep Neural Networks (DNNs) have become very popular for prediction in many areas. Their strength is in representation with a high number of parameters that are commonly learned via gradient descent or similar optimization methods. However,…

Machine Learning · Statistics 2016-10-11 Anthony Caterini , Dong Eui Chang

Ability of deep networks to extract high level features and of recurrent networks to perform time-series inference have been studied. In view of universality of one hidden layer network at approximating functions under weak constraints, the…

Neural and Evolutionary Computing · Computer Science 2014-12-19 Sharat C. Prasad , Piyush Prasad

Deep learning has become very popular for tasks such as predictive modeling and pattern recognition in handling big data. Deep learning is a powerful machine learning method that extracts lower level features and feeds them forward for the…

Machine Learning · Computer Science 2018-03-07 Steven Young , Tamer Abdou , Ayse Bener
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