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The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

Machine Learning · Computer Science 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

Deep learning refers to the shining branch of machine learning that is based on learning levels of representations. Convolutional Neural Networks (CNN) is one kind of deep neural network. It can study concurrently. In this article, we gave…

Computer Vision and Pattern Recognition · Computer Science 2015-06-05 Tianyi Liu , Shuangsang Fang , Yuehui Zhao , Peng Wang , Jun Zhang

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

Risk Management · Quantitative Finance 2019-11-19 Yaodong Yang , Alisa Kolesnikova , Stefan Lessmann , Tiejun Ma , Ming-Chien Sung , Johnnie E. V. Johnson

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

Though machine learning has been applied to the foreign exchange market for algorithmic trading for quiet some time now, and neural networks(NN) have been shown to yield positive results, in most modern approaches the NN systems are…

Neural and Evolutionary Computing · Computer Science 2012-01-31 Gene I. Sher

Deep convolutional neural networks (CNNs) have achieved breakthrough performance in many pattern recognition tasks such as image classification. However, the development of high-quality deep models typically relies on a substantial amount…

Computer Vision and Pattern Recognition · Computer Science 2016-05-05 Mengchen Liu , Jiaxin Shi , Zhen Li , Chongxuan Li , Jun Zhu , Shixia Liu

Deep learning is one of the new and important branches in machine learning. Deep learning refers to a set of algorithms that solve various problems such as images and texts by using various machine learning algorithms in multi-layer neural…

Computer Vision and Pattern Recognition · Computer Science 2019-01-10 Yang Li , Sangwhan Cha

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

Deep learning algorithms offer a powerful means to automatically analyze the content of medical images. However, many biological samples of interest are primarily transparent to visible light and contain features that are difficult to…

Computer Vision and Pattern Recognition · Computer Science 2017-09-22 Roarke Horstmeyer , Richard Y. Chen , Barbara Kappes , Benjamin Judkewitz

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

General Finance · Quantitative Finance 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

Recent years have produced great advances in training large, deep neural networks (DNNs), including notable successes in training convolutional neural networks (convnets) to recognize natural images. However, our understanding of how these…

Computer Vision and Pattern Recognition · Computer Science 2015-06-23 Jason Yosinski , Jeff Clune , Anh Nguyen , Thomas Fuchs , Hod Lipson

For image classification problems, various neural network models are commonly used due to their success in yielding high accuracies. Convolutional Neural Network (CNN) is one of the most frequently used deep learning methods for image…

Computer Vision and Pattern Recognition · Computer Science 2022-03-22 Ilkay Sikdokur , Inci Baytas , Arda Yurdakul

Deep learning architectures are showing great promise in various computer vision domains including image classification, object detection, event detection and action recognition. In this study, we investigate various aspects of…

Computer Vision and Pattern Recognition · Computer Science 2016-08-08 Hilal Ergun , Mustafa Sert

Although deep learning techniques have been successfully applied to many tasks, interpreting deep neural network models is still a big challenge to us. Recently, many works have been done on visualizing and analyzing the mechanism of deep…

Machine Learning · Statistics 2018-06-25 Lin Guo , Hui Ye , Wenbo Su , Henhuan Liu , Kai Sun , Hang Xiang

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

Many studies have been undertaken by using machine learning techniques, including neural networks, to predict stock returns. Recently, a method known as deep learning, which achieves high performance mainly in image recognition and speech…

Statistical Finance · Quantitative Finance 2018-06-14 Masaya Abe , Hideki Nakayama

The widespread use of deep neural networks has achieved substantial success in many tasks. However, there still exists a huge gap between the operating mechanism of deep learning models and human-understandable decision making, so that…

Artificial Intelligence · Computer Science 2021-03-08 Xiaowei Zhou , Jie Yin , Ivor Tsang , Chen Wang
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