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Data normalization is one of the most important preprocessing steps when building a machine learning model, especially when the model of interest is a deep neural network. This is because deep neural network optimized with stochastic…

Statistical Finance · Quantitative Finance 2021-09-03 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Normalization has become one of the most fundamental components in many deep neural networks for machine learning tasks while deep neural network has also been widely used in CTR estimation field. Among most of the proposed deep neural…

Machine Learning · Computer Science 2020-07-08 Zhiqiang Wang , Qingyun She , PengTao Zhang , Junlin Zhang

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

Stock market price prediction is a significant interdisciplinary research domain that depends at the intersection of finance, statistics, and economics. Forecasting Accurately predicting stock prices has always been a focal point for…

Artificial Intelligence · Computer Science 2026-01-19 Navin Chhibber , Sunil Khemka , Navneet Kumar Tyagi , Rohit Tewari , Bireswar Banerjee , Piyush Ranjan

The problem of automatic and accurate forecasting of time-series data has always been an interesting challenge for the machine learning and forecasting community. A majority of the real-world time-series problems have non-stationary…

Neural and Evolutionary Computing · Computer Science 2021-08-18 Rohit Kaushik , Shikhar Jain , Siddhant Jain , Tirtharaj Dash

Despite their popularity, deep neural networks (DNNs) applied to time series forecasting often fail to beat simpler statistical models. One of the main causes of this suboptimal performance is the data non-stationarity present in many…

Machine Learning · Computer Science 2024-10-08 Edoardo Urettini , Daniele Atzeni , Reshawn J. Ramjattan , Antonio Carta

Normalization techniques are essential for accelerating the training and improving the generalization of deep neural networks (DNNs), and have successfully been used in various applications. This paper reviews and comments on the past,…

Machine Learning · Computer Science 2020-09-29 Lei Huang , Jie Qin , Yi Zhou , Fan Zhu , Li Liu , Ling Shao

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 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 this paper, we introduce a physics-driven regularization method for training of deep neural networks (DNNs) for use in engineering design and analysis problems. In particular, we focus on prediction of a physical system, for which in…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

Modern deep neural network (DNN) trainings utilize various training techniques, e.g., nonlinear activation functions, batch normalization, skip-connections, etc. Despite their effectiveness, it is still mysterious how they help accelerate…

Machine Learning · Computer Science 2024-03-05 Cheng Chen , Junjie Yang , Yi Zhou

In this work, we describe a new approach that uses deep neural networks (DNN) to obtain regularization parameters for solving inverse problems. We consider a supervised learning approach, where a network is trained to approximate the…

Numerical Analysis · Mathematics 2021-04-15 Babak Maboudi Afkham , Julianne Chung , Matthias Chung

Normalization is a pre-processing step that converts the data into a more usable representation. As part of the deep neural networks (DNNs), the batch normalization (BN) technique uses normalization to address the problem of internal…

Computer Vision and Pattern Recognition · Computer Science 2024-09-10 Bilal Faye , Mohamed-Djallel Dilmi , Hanane Azzag , Mustapha Lebbah , Djamel Bouchaffra

Deep neural networks (DNNs) play an important role in machine learning due to its outstanding performance compared to other alternatives. However, DNNs are not suitable for safety-critical applications since DNNs can be easily fooled by…

Machine Learning · Computer Science 2021-03-26 Zhixin Pan , Prabhat Mishra

Data preprocessing is a crucial part of any machine learning pipeline, and it can have a significant impact on both performance and training efficiency. This is especially evident when using deep neural networks for time series prediction…

Machine Learning · Computer Science 2025-03-26 Marcus A. K. September , Francesco Sanna Passino , Leonie Goldmann , Anton Hinel

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

Recurrent Neural Networks (RNNs) are powerful models for sequential data that have the potential to learn long-term dependencies. However, they are computationally expensive to train and difficult to parallelize. Recent work has shown that…

Machine Learning · Statistics 2015-10-07 César Laurent , Gabriel Pereyra , Philémon Brakel , Ying Zhang , Yoshua Bengio

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Deep Neural Networks (DNN) have been successfully used to perform classification and regression tasks, particularly in computer vision based applications. Recently, owing to the widespread deployment of Internet of Things (IoT), we identify…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Arijit Ukil , Antonio Jara , Leandro Marin
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