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Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

Forecasting future stock trends remains challenging for academia and industry due to stochastic inter-stock dynamics and hierarchical intra-stock dynamics influencing stock prices. In recent years, graph neural networks have achieved…

Machine Learning · Computer Science 2024-03-05 Zinuo You , Zijian Shi , Hongbo Bo , John Cartlidge , Li Zhang , Yan Ge

Learning profitable intraday trading policies from financial time series is challenging due to heavy noise, non-stationarity, and strong cross-sectional dependence among related assets. We propose \emph{WaveLSFormer}, a learnable…

Machine Learning · Computer Science 2026-03-13 Shuozhe Li , Du Cheng , Leqi Liu

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

Statistical Finance · Quantitative Finance 2015-02-24 B. W. Wanjawa , L. Muchemi

In modern capital market the price of a stock is often considered to be highly volatile and unpredictable because of various social, financial, political and other dynamic factors. With calculated and thoughtful investment, stock market can…

Global oil demand is rapidly increasing and is expected to reach 106.3 million barrels per day by 2040. Thus, it is vital for hydrocarbon extraction industries to forecast their production to optimize their operations and avoid losses. Big…

Machine Learning · Computer Science 2023-08-31 Siavash Hosseini , Thangarajah Akilan

Financial time series prediction, a growing research topic, has attracted considerable interest from scholars, and several approaches have been developed. Among them, decomposition-based methods have achieved promising results. Most…

Statistical Finance · Quantitative Finance 2023-01-02 Hamid Nasiri , Mohammad Mehdi Ebadzadeh

Multi-step prediction is considered of major significance for time series analysis in many real life problems. Existing methods mainly focus on one-step-ahead forecasting, since multiple step forecasting generally fails due to accumulation…

Machine Learning · Computer Science 2020-12-09 Bashar Alhnaity , Stefanos Kollias , Georgios Leontidis , Shouyong Jiang , Bert Schamp , Simon Pearson

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

Bitcoin as a cryptocurrency has been one of the most important digital coins and the first decentralized digital currency. Deep neural networks, on the other hand, has shown promising results recently; however, we require huge amount of…

Statistical Finance · Quantitative Finance 2023-11-14 Parth Daxesh Modi , Kamyar Arshi , Pertami J. Kunz , Abdelhak M. Zoubir

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

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

The stock market has been established since the 13th century, but in the current epoch of time, it is substantially more practicable to anticipate the stock market than it was at any other point in time due to the tools and data that are…

Statistical Finance · Quantitative Finance 2023-10-27 Ryan Chipwanya

Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as DL models within the renewable energy domain. Given the…

Machine Learning · Computer Science 2025-05-07 Lutfu Sua , Haibo Wang , Jun Huang

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions…

Statistical Finance · Quantitative Finance 2021-08-31 Sidra Mehtab , Jaydip Sen , Abhishek Dutta

Tailings ponds are places for storing industrial waste. Once the tailings pond collapses, the villages nearby will be destroyed and the harmful chemicals will cause serious environmental pollution. There is an urgent need for a reliable…

Signal Processing · Electrical Eng. & Systems 2022-08-11 Jun Yang , Qing Li , Yixuan Sun

Stock price forecasting is an important issue for investors since extreme accuracy in forecasting can bring about high profits. Fuzzy Time Series (FTS) and Longest Common/Repeated Sub-sequence (LCS/LRS) are two important issues for…

Computational Engineering, Finance, and Science · Computer Science 2015-06-23 He-Wen Chen , Zih-Ci Wang , Shu-Yu Kuo , Yao-Hsin Chou

Designing robust and accurate prediction models has been a viable research area since a long time. While proponents of a well-functioning market predictors believe that it is difficult to accurately predict market prices but many scholars…

Statistical Finance · Quantitative Finance 2022-05-16 Vishal Kuber , Divakar Yadav , Arun Kr Yadav

Off-the-shelf machine learning algorithms for prediction such as regularized logistic regression cannot exploit the information of time-varying features without previously using an aggregation procedure of such sequential data. However,…

Applications · Statistics 2019-09-26 C. Gary Mena , Arno De Caigny , Kristof Coussement , Koen W. De Bock , Stefan Lessmann

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

Statistical Finance · Quantitative Finance 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed