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In recent years, hyperparameter optimization (HPO) has become an increasingly important issue in the field of machine learning for the development of more accurate forecasting models. In this study, we explore the potential of HPO in…

Computational Finance · Quantitative Finance 2020-01-29 Sang Il Lee

Deep Neural Networks (DNNs) are universal function approximators providing state-of- the-art solutions on wide range of applications. Common perceptual tasks such as speech recognition, image classification, and object tracking are now…

Machine Learning · Statistics 2017-11-08 Randall Balestriero , Richard Baraniuk

Deep Neural Networks (DNNs) have begun to thrive in the field of automation systems, owing to the recent advancements in standardising various aspects such as architecture, optimization techniques, and regularization. In this paper, we take…

Machine Learning · Computer Science 2019-07-10 Anand Krishnamoorthy Subramanian , Nak Young Chong

The goal of this paper is to test three classes of neural network (NN) architectures based on four-dimensional (4D) hypercomplex algebras for time series prediction. We evaluate different architectures, varying the input layers to include…

Neural and Evolutionary Computing · Computer Science 2024-02-14 Radosław Kycia , Agnieszka Niemczynowicz

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

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 neural networks have gained tremendous popularity in last few years. They have been applied for the task of classification in almost every domain. Despite the success, deep networks can be incredibly slow to train for even moderate…

Machine Learning · Computer Science 2018-10-11 Gaurav Singh , John Shawe-Taylor

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

Deep neural networks (DNNs) have become increasingly important due to their excellent empirical performance on a wide range of problems. However, regularization is generally achieved by indirect means, largely due to the complex set of…

Machine Learning · Computer Science 2018-07-02 Amal Rannen Triki , Maxim Berman , Matthew B. Blaschko

Recently, a hybrid Deep Neural Network (DNN) algorithm, TreNet was proposed for predicting trends in time series data. While TreNet was shown to have superior performance for trend prediction to other DNN and traditional ML approaches, the…

Machine Learning · Computer Science 2020-12-08 Kouame Hermann Kouassi , Deshendran Moodley

Batch normalization (BN) is a popular and ubiquitous method in deep learning that has been shown to decrease training time and improve generalization performance of neural networks. Despite its success, BN is not theoretically well…

Machine Learning · Computer Science 2022-01-21 Susanna Lange , Kyle Helfrich , Qiang Ye

Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…

Machine Learning · Computer Science 2023-06-27 Harshal Patel , Bharath Kumar Bolla , Sabeesh E , Dinesh Reddy

Despite their impressive performance, Deep Neural Networks (DNNs) typically underperform Gradient Boosting Trees (GBTs) on many tabular-dataset learning tasks. We propose that applying a different regularization coefficient to each weight…

Machine Learning · Statistics 2018-10-25 Ira Shavitt , Eran Segal

Recent work has focused on data-driven learning of the evolution of unknown systems via deep neural networks (DNNs), with the goal of conducting long time prediction of the evolution of the unknown system. Training a DNN with low…

Machine Learning · Computer Science 2022-12-28 Victor Churchill , Steve Manns , Zhen Chen , Dongbin Xiu

Batch Normalization (BatchNorm) is a widely adopted technique that enables faster and more stable training of deep neural networks (DNNs). Despite its pervasiveness, the exact reasons for BatchNorm's effectiveness are still poorly…

Machine Learning · Statistics 2019-04-16 Shibani Santurkar , Dimitris Tsipras , Andrew Ilyas , Aleksander Madry

Time series modeling techniques based on deep learning have seen many advancements in recent years, especially in data-abundant settings and with the central aim of learning global models that can extract patterns across multiple time…

Machine Learning · Computer Science 2020-05-21 Stephan Rabanser , Tim Januschowski , Valentin Flunkert , David Salinas , Jan Gasthaus

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

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

A significant advance in accelerating neural network training has been the development of normalization methods, permitting the training of deep models both faster and with better accuracy. These advances come with practical challenges: for…

Machine Learning · Computer Science 2019-03-05 Jasmine Collins , Johannes Balle , Jonathon Shlens

Data normalization is a crucial component of deep learning models, yet its role in time series forecasting remains insufficiently understood. In this paper, we identify three central challenges for normalization in time series forecasting:…

Machine Learning · Computer Science 2026-03-13 Gaspard Berthelier , Tahar Nabil , Etienne Le Naour , Richard Niamke , Samir Perlaza , Giovanni Neglia