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In this paper we apply a specific type ANNs - convolutional neural networks (CNNs) - to the problem of finding start and endpoints of trends, which are the optimal points for entering and leaving the market. We aim to explore long-term…

Statistical Finance · Quantitative Finance 2021-04-30 Ekaterina Zolotareva

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Convolutional neural networks (CNNs) have shown very promising performance in recent years for different problems, including object recognition, face recognition, medical image analysis, etc. However, generally the trained CNN models are…

Computer Vision and Pattern Recognition · Computer Science 2020-11-13 Roshan Reddy Yedla , Shiv Ram Dubey

Over the last decade, Convolutional Neural Networks (CNN) saw a tremendous surge in performance. However, understanding what a network has learned still proves to be a challenging task. To remedy this unsatisfactory situation, a number of…

Computer Vision and Pattern Recognition · Computer Science 2024-05-01 Felix Grün , Christian Rupprecht , Nassir Navab , Federico Tombari

Recently, there has been a surge of research on data-driven weather forecasting systems, especially applications based on convolutional neural networks (CNNs). These are usually trained on atmospheric data represented on regular…

Atmospheric and Oceanic Physics · Physics 2023-09-18 Sebastian Scher , Gabriele Messori

Convolutional Neural Networks (CNNs) have become indispensable for solving machine learning tasks in speech recognition, computer vision, and other areas that involve high-dimensional data. A CNN filters the input feature using a network…

Machine Learning · Computer Science 2020-02-13 Jonathan Ephrath , Moshe Eliasof , Lars Ruthotto , Eldad Haber , Eran Treister

Convolutional neural networks (CNNs) are able to attain better visual recognition performance than fully connected neural networks despite having much fewer parameters due to their parameter sharing principle. Modern architectures usually…

Computer Vision and Pattern Recognition · Computer Science 2022-10-20 Ilke Cugu , Emre Akbas

Convolutional Neural Networks (CNNs) currently achieve state-of-the-art accuracy in image classification. With a growing number of classes, the accuracy usually drops as the possibilities of confusion increase. Interestingly, the class…

Computer Vision and Pattern Recognition · Computer Science 2017-10-25 Bilal Alsallakh , Amin Jourabloo , Mao Ye , Xiaoming Liu , Liu Ren

The application of deep learning to time series forecasting is one of the major challenges in present machine learning. We propose a novel methodology that combines machine learning and image processing methods to define and predict market…

Computational Finance · Quantitative Finance 2020-08-19 Bairui Du , Delmiro Fernandez-Reyes , Paolo Barucca

Convolutional Neural Networks (CNN) possess many positive qualities when it comes to spatial raster data. Translation invariance enables CNNs to detect features regardless of their position in the scene. However, in some domains, like…

Machine Learning · Computer Science 2020-07-13 Arnas Uselis , Mantas Lukoševičius , Lukas Stasytis

Convolutional neural networks (CNN) are increasingly used in many areas of computer vision. They are particularly attractive because of their ability to "absorb" great quantities of labeled data through millions of parameters. However, as…

Machine Learning · Computer Science 2015-06-16 Wenlin Chen , James T. Wilson , Stephen Tyree , Kilian Q. Weinberger , Yixin Chen

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may…

Machine Learning · Computer Science 2020-01-28 Allison Koenecke , Amita Gajewar

Convolutional neural networks (CNNs) have enabled the state-of-the-art performance in many computer vision tasks. However, little effort has been devoted to establishing convolution in non-linear space. Existing works mainly leverage on the…

Computer Vision and Pattern Recognition · Computer Science 2020-05-25 Chen Wang , Jianfei Yang , Lihua Xie , Junsong Yuan

Even though computational intelligence techniques have been extensively utilized in financial trading systems, almost all developed models use the time series data for price prediction or identifying buy-sell points. However, in this study…

Machine Learning · Computer Science 2019-03-13 Omer Berat Sezer , Ahmet Murat Ozbayoglu

Graph Neural Networks (GNNs) are powerful machine learning prediction models on graph-structured data. However, GNNs lack rigorous uncertainty estimates, limiting their reliable deployment in settings where the cost of errors is…

Machine Learning · Computer Science 2023-11-01 Kexin Huang , Ying Jin , Emmanuel Candès , Jure Leskovec

Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…

Machine Learning · Computer Science 2022-09-09 Sitan Yang , Carson Eisenach , Dhruv Madeka

We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probability density under both parametric and non-parametric…

Machine Learning · Statistics 2020-03-17 Yitian Chen , Yanfei Kang , Yixiong Chen , Zizhuo Wang

Feedforward neural networks (FNNs) are typically viewed as pure prediction algorithms, and their strong predictive performance has led to their use in many machine-learning applications. However, their flexibility comes with an…

Methodology · Statistics 2023-11-15 Andrew McInerney , Kevin Burke

Firm disclosures about future prospects are crucial for corporate valuation and compliance with global regulations, such as the EU's MAR and the US's SEC Rule 10b-5 and RegFD. To comply with disclosure obligations, issuers must identify…

Statistical Finance · Quantitative Finance 2023-11-21 Moritz Scherrmann , Ralf Elsas

Deep learning based on deep neural networks has been very successful in many practical applications, but it lacks enough theoretical understanding due to the network architectures and structures. In this paper we establish some analysis for…

Machine Learning · Computer Science 2024-01-03 Jianfei Li , Han Feng , Ding-Xuan Zhou