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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

Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied…

Machine Learning · Computer Science 2018-10-23 Ehsan Hoseinzade , Saman Haratizadeh

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Convolutional neural networks (CNNs) have gained widespread usage across various fields such as weather forecasting, computer vision, autonomous driving, and medical image analysis due to its exceptional ability to extract spatial…

Computer Vision and Pattern Recognition · Computer Science 2024-05-21 Alifu Xiafukaiti , Devanshu Garg , Aruto Hosaka , Koichi Yanagisawa , Yuichiro Minato , Tsuyoshi Yoshida

The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn…

Machine Learning · Computer Science 2022-02-09 Jiajun Liu , Kun Zhao , Brano Kusy , Ji-rong Wen , Raja Jurdak

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

In the past few years, convolutional neural nets (CNN) have shown incredible promise for learning visual representations. In this paper, we use CNNs for the task of predicting surface normals from a single image. But what is the right…

Computer Vision and Pattern Recognition · Computer Science 2014-11-19 Xiaolong Wang , David F. Fouhey , Abhinav Gupta

Twisted Convolutional Networks (TCNs) are proposed as a novel deep learning architecture for classifying one-dimensional data with arbitrary feature order and minimal spatial relationships. Unlike conventional Convolutional Neural Networks…

Computer Vision and Pattern Recognition · Computer Science 2025-12-09 Junbo Jacob Lian , Haoran Chen , Kaichen Ouyang , Yujun Zhang , Rui Zhong , Huiling Chen

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

Statistical Finance · Quantitative Finance 2023-03-17 Shima Nabiee , Nader Bagherzadeh

Convolutional neural networks (CNNs) can potentially provide powerful tools for classifying and identifying patterns in climate and environmental data. However, because of the inherent complexities of such data, which are often…

Atmospheric and Oceanic Physics · Physics 2020-03-03 Ashesh Chattopadhyay , Pedram Hassanzadeh , Saba Pasha

Convolutional Neural Networks (CNNs) have recently emerged as the dominant model in computer vision. If provided with enough training data, they predict almost any visual quantity. In a discrete setting, such as classification, CNNs are not…

Computer Vision and Pattern Recognition · Computer Science 2015-11-25 Deepak Pathak , Philipp Krähenbühl , Stella X. Yu , Trevor Darrell

Since the emergence of joint-stock companies, financial fraud by listed firms has repeatedly undermined capital markets. Fraud is difficult to detect because of covert tactics and the high labor and time costs of audits. Traditional…

Machine Learning · Computer Science 2025-12-11 Xiao Li

Though recent advanced convolutional neural networks (CNNs) have been improving the image recognition accuracy, the models are getting more complex and time-consuming. For real-world applications in industrial and commercial scenarios,…

Computer Vision and Pattern Recognition · Computer Science 2014-12-05 Kaiming He , Jian Sun

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

This work presents a Convolutional Neural Network (CNN) for the prediction of next-day stock fluctuations using company-specific news headlines. Experiments to evaluate model performance using various configurations of word-embeddings and…

Computation and Language · Computer Science 2020-06-23 Jonathan Readshaw , Stefano Giani

In this paper we review the mathematical foundations of convolutional neural nets (CNNs) with the goals of: i) highlighting connections with techniques from statistics, signal processing, linear algebra, differential equations, and…

Machine Learning · Computer Science 2021-07-08 Shengli Jiang , Victor M. Zavala

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

Machine Learning · Computer Science 2020-06-02 Mhlasakululeka Mvubu , Emmanuel Kabuga , Christian Plitz , Bubacarr Bah , Ronnie Becker , Hans Georg Zimmermann

Deep learning has established many new state of the art solutions in the last decade in areas such as object, scene and speech recognition. In particular Convolutional Neural Network (CNN) is a category of deep learning which obtains…

Computer Vision and Pattern Recognition · Computer Science 2016-09-26 Vincent Andrearczyk , Paul F. Whelan

Convolutional Neural Networks (CNNs) have shown remarkable performance in general object recognition tasks. In this paper, we propose a new model called EnsNet which is composed of one base CNN and multiple Fully Connected SubNetworks…

Machine Learning · Computer Science 2023-07-19 Daiki Hirata , Norikazu Takahashi
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