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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…

Machine Learning · Computer Science 2018-01-25 Hugh Chen , Scott Lundberg , Su-In Lee

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…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

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…

Machine Learning · Computer Science 2025-10-01 Youssef Sabiri , Walid Houmaidi , Aaya Bougrine , Salmane El Mansour Billah

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…

Machine Learning · Computer Science 2021-11-24 Yuqi Zhou , Arun Sukumaran Nair , David Ganger , Abhinandan Tripathi , Chaitanya Baone , Hao Zhu

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…

Artificial Intelligence · Computer Science 2025-12-03 He Wang , Wenyilin Xiao , Songqiao Han , Hailiang Huang

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.…

Machine Learning · Computer Science 2015-11-18 Andrej Karpathy , Justin Johnson , Li Fei-Fei

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…

Statistical Finance · Quantitative Finance 2023-11-21 Moritz Scherrmann , Ralf Elsas

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…

Machine Learning · Computer Science 2019-12-02 Daiki Matsunaga , Toyotaro Suzumura , Toshihiro Takahashi

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…

Computation and Language · Computer Science 2016-01-12 Zhizheng Wu , Simon King

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…

Computation and Language · Computer Science 2017-07-26 Jonas Gehring , Michael Auli , David Grangier , Denis Yarats , Yann N. Dauphin

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…

Machine Learning · Computer Science 2021-07-30 Koushik Roy , Abtahi Ishmam , Kazi Abu Taher

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…

Statistical Finance · Quantitative Finance 2024-09-16 Tariq Mahmood , Ibtasam Ahmad , Malik Muhammad Zeeshan Ansar , Jumanah Ahmed Darwish , Rehan Ahmad Khan Sherwani

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…

Portfolio Management · Quantitative Finance 2018-08-03 Sang Il Lee , Seong Joon Yoo

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…

Machine Learning · Computer Science 2019-08-20 Mark Harmon , Diego Klabjan

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…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

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.…

Signal Processing · Electrical Eng. & Systems 2025-05-27 Aurausp Maneshni

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…

Computational Finance · Quantitative Finance 2024-12-02 Yonggai Zhuang , Haoran Chen , Kequan Wang , Teng Fei

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…

Computer Vision and Pattern Recognition · Computer Science 2018-02-09 Md Zahangir Alom , Adam T Moody , Naoya Maruyama , Brian C Van Essen , Tarek M. Taha

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…

Machine Learning · Computer Science 2022-09-20 Longtao Tang , Ying Zhou , Yu Yang

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…

Machine Learning · Computer Science 2019-08-13 Kasun Bandara , Peibei Shi , Christoph Bergmeir , Hansika Hewamalage , Quoc Tran , Brian Seaman
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