Related papers: A Stock Selection Method Based on Earning Yield Fo…
Time series data constitutes a distinct and growing problem in machine learning. As the corpus of time series data grows larger, deep models that simultaneously learn features and classify with these features can be intractable or…
Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…
Ensuring optimal Indoor Environmental Quality (IEQ) is vital for occupant health and productivity, yet it often comes at a high energy cost in conventional Heating, Ventilation, and Air Conditioning (HVAC) systems. This paper proposes a…
Accurate load forecasting is critical for electricity market operations and other real-time decision-making tasks in power systems. This paper considers the short-term load forecasting (STLF) problem for residential customers within a…
Stock price prediction is challenging due to market volatility and its sensitivity to real-time events. While large language models (LLMs) offer new avenues for text-based forecasting, their application in finance is hindered by noisy news…
Recurrent Neural Networks (RNNs), and specifically a variant with Long Short-Term Memory (LSTM), are enjoying renewed interest as a result of successful applications in a wide range of machine learning problems that involve sequential data.…
Firm disclosures about future prospects are crucial for corporate valuation and compliance with global regulations, such as the EU's MAR and the US's SEC Rule 10b-5 and RegFD. To comply with disclosure obligations, issuers must identify…
Recently, there has been a surge of interest in the use of machine learning to help aid in the accurate predictions of financial markets. Despite the exciting advances in this cross-section of finance and AI, many of the current approaches…
Recently, recurrent neural networks (RNNs) as powerful sequence models have re-emerged as a potential acoustic model for statistical parametric speech synthesis (SPSS). The long short-term memory (LSTM) architecture is particularly…
The prevalent approach to sequence to sequence learning maps an input sequence to a variable length output sequence via recurrent neural networks. We introduce an architecture based entirely on convolutional neural networks. Compared to…
Demand forecasting in power sector has become an important part of modern demand management and response systems with the rise of smart metering enabled grids. Long Short-Term Memory (LSTM) shows promising results in predicting time series…
In recent years, financial analysts have been trying to develop models to predict the movement of a stock price index. The task becomes challenging in vague economic, social, and political situations like in Pakistan. In this study, we…
This paper aims at developing a new method by which to build a data-driven portfolio featuring a target risk-return. We first present a comparative study of recurrent neural network models (RNNs), including a simple RNN, long short-term…
Recurrent neural networks and sequence to sequence models require a predetermined length for prediction output length. Our model addresses this by allowing the network to predict a variable length output in inference. A new loss function…
Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…
Electric energy is difficult to store, requiring stricter control over its generation, transmission, and distribution. A persistent challenge in power systems is maintaining real-time equilibrium between electricity demand and supply.…
The complexity of stocks and industries presents challenges for stock prediction. Currently, stock prediction models can be divided into two categories. One category, represented by GRU and ALSTM, relies solely on stock factors for…
Deep learning, and in particular Recurrent Neural Networks (RNN) have shown superior accuracy in a large variety of tasks including machine translation, language understanding, and movie frame generation. However, these deep learning…
In this paper, we propose a sequence-to-set method that can transform any sequence generative model based on maximum likelihood to a set generative model where we can evaluate the utility/probability of any set. An efficient importance…
Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single…