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To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…

Statistical Finance · Quantitative Finance 2020-05-29 Xinyue Cui , Zhaoyu Xu , Yue Zhou

Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross…

Computational Engineering, Finance, and Science · Computer Science 2015-03-10 Mike Wu

Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative…

Statistical Finance · Quantitative Finance 2020-07-01 Adamantios Ntakaris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

Computational Finance · Quantitative Finance 2025-03-31 Anindya Sarkar , G. Vadivu

In this work, we build a series of machine learning models to predict the price of a product given its image, and visualize the features that result in higher or lower price predictions. We collect two novel datasets of product images and…

Computer Vision and Pattern Recognition · Computer Science 2018-10-19 Richard R. Yang , Steven Chen , Edward Chou

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…

Trading and Market Microstructure · Quantitative Finance 2022-10-24 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub

Stock trend classification remains a fundamental yet challenging task, owing to the intricate time-evolving dynamics between and within stocks. To tackle these two challenges, we propose a graph-based representation learning approach aimed…

Statistical Finance · Quantitative Finance 2024-06-17 Zinuo You , Pengju Zhang , Jin Zheng , John Cartlidge

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

Machine Learning · Computer Science 2025-05-27 Ziyi Zhou , Nicholas Stern , Julien Laasri

As discussed in previous studies, the efficacy of evolutionary or reinforcement learning algorithms for continuous control optimization can be enhanced by including a neural module dedicated to feature extraction trained through…

Machine Learning · Computer Science 2021-06-09 Nicola Milano , Stefano Nolfi

This paper proposes a novel trading system which plays the role of an artificial counselor for stock investment. In this paper, the stock future prices (technical features) are predicted using Support Vector Regression. Thereafter, the…

General Finance · Quantitative Finance 2019-08-09 Hadi NekoeiQachkanloo , Benyamin Ghojogh , Ali Saheb Pasand , Mark Crowley

Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly…

Machine Learning · Computer Science 2022-07-26 Mostafa Shabani , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis

Standard methods and theories in finance can be ill-equipped to capture highly non-linear interactions in financial prediction problems based on large-scale datasets, with deep learning offering a way to gain insights into correlations in…

Computational Finance · Quantitative Finance 2020-04-22 Ben Moews , Gbenga Ibikunle

Deep learning searches for nonlinear factors for predicting asset returns. Predictability is achieved via multiple layers of composite factors as opposed to additive ones. Viewed in this way, asset pricing studies can be revisited using…

Machine Learning · Statistics 2018-04-27 Guanhao Feng , Jingyu He , Nicholas G. Polson

Machine learning plays an essential role in preventing financial losses in the banking industry. Perhaps the most pertinent prediction task that can result in billions of dollars in losses each year is the assessment of credit risk (i.e.,…

Risk Management · Quantitative Finance 2021-01-01 Jillian M. Clements , Di Xu , Nooshin Yousefi , Dmitry Efimov

Current pharmaceutical formulation development still strongly relies on the traditional trial-and-error approach by individual experiences of pharmaceutical scientists, which is laborious, time-consuming and costly. Recently, deep learning…

Machine Learning · Computer Science 2018-12-05 Yilong Yang , Zhuyifan Ye , Yan Su , Qianqian Zhao , Xiaoshan Li , Defang Ouyang

Stock prices, as an economic indicator, reflect changes in economic development and market conditions. Traditional stock price prediction models often only consider time-series data and are limited by the mechanisms of the models…

Computational Engineering, Finance, and Science · Computer Science 2024-07-02 Fengting Mo , Shanshan Yan , Yinhao Xiao

The stock market is a crucial component of the financial system, but predicting the movement of stock prices is challenging due to the dynamic and intricate relations arising from various aspects such as economic indicators, financial…

Statistical Finance · Quantitative Finance 2024-02-13 Hao Qian , Hongting Zhou , Qian Zhao , Hao Chen , Hongxiang Yao , Jingwei Wang , Ziqi Liu , Fei Yu , Zhiqiang Zhang , Jun Zhou

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Machine Learning · Computer Science 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár

We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…

Computational Finance · Quantitative Finance 2021-01-25 Steven Y. K. Wong , Jennifer Chan , Lamiae Azizi , Richard Y. D. Xu