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Algorithmic trading systems are often completely automated, and deep learning is increasingly receiving attention in this domain. Nonetheless, little is known about the robustness properties of these models. We study valuation models for…

Machine Learning · Computer Science 2021-11-02 Micah Goldblum , Avi Schwarzschild , Ankit B. Patel , Tom Goldstein

Human motion prediction is an essential component for enabling closer human-robot collaboration. The task of accurately predicting human motion is non-trivial. It is compounded by the variability of human motion, both at a skeletal level…

Robotics · Computer Science 2021-07-02 Mohammad Samin Yasar , Tariq Iqbal

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

This paper proposes a novel trading system which plays the role of an artificial counselor for stock investment. In this paper, the stock future prices (technical features) are predicted using Support Vector Regression. Thereafter, the…

General Finance · Quantitative Finance 2019-08-09 Hadi NekoeiQachkanloo , Benyamin Ghojogh , Ali Saheb Pasand , Mark Crowley

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

In the last decade, motivated by the success of Deep Learning, the scientific community proposed several approaches to make the learning procedure of Neural Networks more effective. When focussing on the way in which the training data are…

Machine Learning · Computer Science 2021-06-22 Simone Marullo , Matteo Tiezzi , Marco Gori , Stefano Melacci

Stock price movement prediction is a challenging and essential problem in finance. While it is well established in modern behavioral finance that the share prices of related stocks often move after the release of news via reactions and…

Machine Learning · Computer Science 2023-01-26 Luis Villamil , Ryan Bausback , Shaeke Salman , Ting L. Liu , Conrad Horn , Xiuwen Liu

In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger…

Computational Engineering, Finance, and Science · Computer Science 2017-12-29 O. B. Sezer , M. Ozbayoglu , E. Dogdu

Adversarial training is a method for enhancing neural networks to improve the robustness against adversarial examples. Besides the security concerns of potential adversarial examples, adversarial training can also improve the generalization…

Machine Learning · Computer Science 2022-12-21 Zhiyuan Zhang , Wei Li , Ruihan Bao , Keiko Harimoto , Yunfang Wu , Xu Sun

Stock market forecasting is a classic problem that has been thoroughly investigated using machine learning and artificial neural network based tools and techniques. Interesting aspects of this problem include its time reliance as well as…

Statistical Finance · Quantitative Finance 2023-02-20 Raihan Tanvir , Md Tanvir Rouf Shawon , Md. Golam Rabiul Alam

Although current deep learning techniques have yielded superior performance on various computer vision tasks, yet they are still vulnerable to adversarial examples. Adversarial training and its variants have been shown to be the most…

Computer Vision and Pattern Recognition · Computer Science 2022-11-02 Junhao Dong , Seyed-Mohsen Moosavi-Dezfooli , Jianhuang Lai , Xiaohua Xie

Deep neural networks are capable of training fast and generalizing well within many domains. Despite their promising performance, deep networks have shown sensitivities to perturbations of their inputs (e.g., adversarial examples) and their…

Machine Learning · Computer Science 2020-07-09 Justin Goodwin , Olivia Brown , Victoria Helus

Adversarial training is a defense technique that improves adversarial robustness of a deep neural network (DNN) by including adversarial examples in the training data. In this paper, we identify an overlooked problem of adversarial training…

Machine Learning · Computer Science 2020-09-24 Wonseok Lee , Hanbit Lee , Sang-goo Lee

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast…

Computational Finance · Quantitative Finance 2021-08-31 Sidra Mehtab , Jaydip Sen

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

Machine Learning · Computer Science 2025-05-27 Ziyi Zhou , Nicholas Stern , Julien Laasri

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…

Machine Learning · Statistics 2017-10-23 Aaron Elliot , Cheng Hua Hsu

Adversarial examples are malicious inputs designed to fool machine learning models. They often transfer from one model to another, allowing attackers to mount black box attacks without knowledge of the target model's parameters. Adversarial…

Computer Vision and Pattern Recognition · Computer Science 2017-02-14 Alexey Kurakin , Ian Goodfellow , Samy Bengio

Many payment platforms hold large-scale marketing campaigns, which allocate incentives to encourage users to pay through their applications. To maximize the return on investment, incentive allocations are commonly solved in a two-stage…

Machine Learning · Computer Science 2022-01-03 Xuanying Chen , Zhining Liu , Li Yu , Sen Li , Lihong Gu , Xiaodong Zeng , Yize Tan , Jinjie Gu

As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

Statistical Finance · Quantitative Finance 2014-06-04 Sercan Arik , Sukru Burc Eryilmaz , Adam Goldberg
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