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Convolutional Neural Networks (CNNs) are powerful models that achieve impressive results for image classification. In addition, pre-trained CNNs are also useful for other computer vision tasks as generic feature extractors. This paper aims…

Computer Vision and Pattern Recognition · Computer Science 2015-07-10 Ben Athiwaratkun , Keegan Kang

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

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

Computational Engineering, Finance, and Science · Computer Science 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY…

Statistical Finance · Quantitative Finance 2021-10-12 Sidra Mehtab , Jaydip Sen

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

Convolutional neural networks (CNNs) are widely used for image recognition and text analysis, and have been suggested for application on one-dimensional data as a way to reduce the need for pre-processing steps. Pre-processing is an…

Machine Learning · Computer Science 2020-05-18 Ine L. Jernelv , Dag Roar Hjelme , Yuji Matsuura , Astrid Aksnes

Predicting trajectories of pedestrians is quintessential for autonomous robots which share the same environment with humans. In order to effectively and safely interact with humans, trajectory prediction needs to be both precise and…

Computer Vision and Pattern Recognition · Computer Science 2018-11-27 Nishant Nikhil , Brendan Tran Morris

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

In recent years, there have been quite a few attempts to apply intelligent techniques to financial trading, i.e., constructing automatic and intelligent trading framework based on historical stock price. Due to the unpredictable,…

Statistical Finance · Quantitative Finance 2023-03-17 Keer Yang , Guanqun Zhang , Chuan Bi , Qiang Guan , Hailu Xu , Shuai Xu

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

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

Statistical Finance · Quantitative Finance 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh

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

We discuss basic concepts of convolutional neural networks (CNNs) and outline uses in manufacturing. We begin by discussing how different types of data objects commonly encountered in manufacturing (e.g., time series, images, micrographs,…

Computer Vision and Pattern Recognition · Computer Science 2022-10-17 Shengli Jiang , Shiyi Qin , Joshua L. Pulsipher , Victor M. Zavala

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

While convolutional neural networks (CNNs) have recently made great strides in supervised classification of data structured on a grid (e.g. images composed of pixel grids), in several interesting datasets, the relations between features can…

Machine Learning · Computer Science 2018-11-02 Shrey Gadiya , Deepak Anand , Amit Sethi

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 the last two years, convolutional neural networks (CNNs) have achieved an impressive suite of results on standard recognition datasets and tasks. CNN-based features seem poised to quickly replace engineered representations, such as SIFT…

Computer Vision and Pattern Recognition · Computer Science 2014-09-23 Pulkit Agrawal , Ross Girshick , Jitendra Malik

This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…

Machine Learning · Computer Science 2024-12-11 Jianhua Yao , Yuxin Dong , Jiajing Wang , Bingxing Wang , Hongye Zheng , Honglin Qin

We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…

Computational Finance · Quantitative Finance 2021-10-25 Douglas Castilho , Tharsis T. P. Souza , Soong Moon Kang , João Gama , André C. P. L. F. de Carvalho