Related papers: Impact of Data Normalization on Deep Neural Networ…
Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…
Trained with a sufficiently large training and testing dataset, Deep Neural Networks (DNNs) are expected to generalize. However, inputs may deviate from the training dataset distribution in real deployments. This is a fundamental issue with…
Deep neural networks (DNNs) have set benchmarks on a wide array of supervised learning tasks. Trained DNNs, however, often lack robustness to minor adversarial perturbations to the input, which undermines their true practicality. Recent…
In general, traders test their trading strategies by applying them on the historical market data (backtesting), and then apply to the future trades the strategy that achieved the maximum profit on such past data. In this paper, we propose a…
Batch normalization is widely used in deep learning to normalize intermediate activations. Deep networks suffer from notoriously increased training complexity, mandating careful initialization of weights, requiring lower learning rates,…
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…
This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…
This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…
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…
Deep neural networks (DNNs) often require good regularizers to generalize well. Currently, state-of-the-art DNN regularization techniques consist in randomly dropping units and/or connections on each iteration of the training algorithm.…
Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…
Regularization is typically understood as improving generalization by altering the landscape of local extrema to which the model eventually converges. Deep neural networks (DNNs), however, challenge this view: We show that removing…
Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…
Training neural networks is an optimization problem, and finding a decent set of parameters through gradient descent can be a difficult task. A host of techniques has been developed to aid this process before and during the training phase.…
Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…
Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are…
Deep neural networks (DNN) have shown unprecedented success in various computer vision applications such as image classification and object detection. However, it is still a common annoyance during the training phase, that one has to…
Training state-of-the-art, deep neural networks is computationally expensive. One way to reduce the training time is to normalize the activities of the neurons. A recently introduced technique called batch normalization uses the…
Deep neural networks (DNNs) are widely used in pattern-recognition tasks for which a human comprehensible, quantitative description of the data-generating process, e.g., in the form of equations, cannot be achieved. While doing so, DNNs…
A deep neural network model is a powerful framework for learning representations. Usually, it is used to learn the relation $x \to y$ by exploiting the regularities in the input $x$. In structured output prediction problems, $y$ is…