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With the advent of quantum and quantum-inspired machine learning, adapting the structure of learning models to match the structure of target datasets has been shown to be crucial for obtaining high performance. Probabilistic models based on…

Quantum Physics · Physics 2022-11-30 Atithi Acharya , Manuel Rudolph , Jing Chen , Jacob Miller , Alejandro Perdomo-Ortiz

Nowadays, machine learning methods have been widely used in stock prediction. Traditional approaches assume an identical data distribution, under which a learned model on the training data is fixed and applied directly in the test data.…

Statistical Finance · Quantitative Finance 2020-02-18 Chi Chen , Li Zhao , Wei Cao , Jiang Bian , Chunxiao Xing

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…

Statistical Finance · Quantitative Finance 2025-04-08 Arya Chakraborty , Auhona Basu

Portfolio allocation and risk management make use of correlation matrices and heavily rely on the choice of a proper correlation matrix to be used. In this regard, one important question is related to the choice of the proper sample period…

Risk Management · Quantitative Finance 2020-04-29 Giuseppe Brandi , Ruggero Gramatica , Tiziana Di Matteo

Stock price prediction is challenging due to global economic instability, high volatility, and the complexity of financial markets. Hence, this study compared several machine learning algorithms for stock market prediction and further…

Machine Learning · Computer Science 2024-12-11 Akhila Mamillapalli , Bayode Ogunleye , Sonia Timoteo Inacio , Olamilekan Shobayo

This paper is about predicting the movement of stock consist of S&P 500 index. Historically there are many approaches have been tried using various methods to predict the stock movement and being used in the market currently for algorithm…

Computer Vision and Pattern Recognition · Computer Science 2026-05-01 Rahul Gupta

Stock selection attempts to rank a list of stocks for optimizing investment decision making, aiming at minimizing investment risks while maximizing profit returns. Recently, researchers have developed various (recurrent) neural…

Statistical Finance · Quantitative Finance 2022-10-31 Qiang Gao , Xinzhu Zhou , Kunpeng Zhang , Li Huang , Siyuan Liu , Fan Zhou

Stock trading has always been a key economic indicator in modern society and a primary source of profit for financial giants such as investment banks, quantitative trading firms, and hedge funds. Discovering the underlying patterns within…

Computational Engineering, Finance, and Science · Computer Science 2024-11-14 Fang Liu , Shaobo Guo , Qianwen Xing , Xinye Sha , Ying Chen , Yuhui Jin , Qi Zheng , Chang Yu

This paper studies forward-looking stock-stock correlation forecasting for S\&P 500 constituents and evaluates whether learned correlation forecasts can improve graph-based clustering used in basket trading strategies. We cast 10-day ahead…

Computational Finance · Quantitative Finance 2026-01-09 Jack Fanshawe , Rumi Masih , Alexander Cameron

Learning from spatio-temporal data has numerous applications such as human-behavior analysis, object tracking, video compression, and physics simulation.However, existing methods still perform poorly on challenging video tasks such as…

Machine Learning · Computer Science 2020-10-06 Jiahao Su , Wonmin Byeon , Jean Kossaifi , Furong Huang , Jan Kautz , Animashree Anandkumar

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

Trading and Market Microstructure · Quantitative Finance 2022-09-01 Alireza Jafari , Saman Haratizadeh

In this paper, Artificial Bee Colony (ABC) algorithm which inspired from the behavior of honey bees swarm is presented. ABC is a stochastic population-based evolutionary algorithm for problem solving. ABC algorithm, which is considered one…

Computational Engineering, Finance, and Science · Computer Science 2014-02-28 Osman Hegazy , Omar S. Soliman , Mustafa Abdul Salam

Sentiment analysis can be used for stock market prediction. However, existing research has not studied the impact of a user's financial background on sentiment-based forecasting of the stock market using artificial neural networks. In this…

Statistical Finance · Quantitative Finance 2024-03-05 Ziyuan Ma , Conor Ryan , Jim Buckley , Muslim Chochlov

Shanghai Composite Index prediction has become a hot issue for many investors and academic researchers. Deep learning models are widely applied in multivariate time series forecasting, including recurrent neural networks (RNN),…

Statistical Finance · Quantitative Finance 2026-04-21 Haibin Jiao

In the realm of cryptocurrency, the prediction of Bitcoin prices has garnered substantial attention due to its potential impact on financial markets and investment strategies. This paper propose a comparative study on hybrid machine…

Machine Learning · Computer Science 2024-01-02 Shun Liu , Kexin Wu , Chufeng Jiang , Bin Huang , Danqing Ma

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Charlene Luo , Joel Tropp , Madeleine Udell

We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among…

Statistical Finance · Quantitative Finance 2020-10-06 Xing Wang , Yijun Wang , Bin Weng , Aleksandr Vinel

Many robotic tasks, such as inverse kinematics, motion planning, and optimal control, can be formulated as optimization problems. Solving these problems involves addressing nonlinear kinematics, complex contact dynamics, long-horizon…

Robotics · Computer Science 2025-09-10 Teng Xue , Yan Zhang , Amirreza Razmjoo , Sylvain Calinon

Traditional threshold-based stock networks suffer from subjective parameter selection and inherent limitations: they constrain relationships to binary representations, failing to capture both correlation strength and negative dependencies.…

General Economics · Economics 2026-04-08 Huan Qing , Xiaofei Xu

Most existing domain adaptation methods focus on adaptation from only one source domain, however, in practice there are a number of relevant sources that could be leveraged to help improve performance on target domain. We propose a novel…

Computer Vision and Pattern Recognition · Computer Science 2021-08-02 Ruihuang Li , Xu Jia , Jianzhong He , Shuaijun Chen , Qinghua Hu