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We propose and experimentally demonstrate an innovative stock index prediction method using a weighted optical reservoir computing system. We construct fundamental market data combined with macroeconomic data and technical indicators to…

Machine Learning · Computer Science 2024-08-02 Fang Wang , Ting Bu , Yuping Huang

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

Drones are effective for reducing human activity and interactions by performing tasks such as exploring and inspecting new environments, monitoring resources and delivering packages. Drones need a controller to maintain stability and to…

Systems and Control · Electrical Eng. & Systems 2021-05-19 Azin Shamshirgaran , Hamed Javidi , Dan Simon

Support Vector Machine (SVM) is a powerful tool in binary classification, known to attain excellent misclassification rates. On the other hand, many realworld classification problems, such as those found in medical diagnosis, churn or fraud…

Machine Learning · Statistics 2023-12-25 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

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…

Support vector machines (SVMs) rely on the inherent geometry of a data set to classify training data. Because of this, we believe SVMs are an excellent candidate to guide the development of an analytic feature selection algorithm, as…

Machine Learning · Computer Science 2013-04-23 Carly Stambaugh , Hui Yang , Felix Breuer

Aiming at the latest particle swarm optimization algorithm, this paper proposes an improved Transformer model to improve the accuracy of heart disease prediction and provide a new algorithm idea. We first use three mainstream machine…

Artificial Intelligence · Computer Science 2025-01-08 Jingyuan Yi , Peiyang Yu , Tianyi Huang , Zeqiu Xu

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

Machine Learning · Computer Science 2021-05-05 Roderick Karlemstrand , Ebba Leckström

In pick and place (P&P) process of surface mount technology (SMT) the placed component can shift from its ideal (or designed) position on the wet solder paste. The solder paste with some fluid properties could slump and the unbalance…

Systems and Control · Electrical Eng. & Systems 2020-02-06 Shun Cao , Irandokht Parviziomran , Haeyong Yang , Seungbae Park , Daehan Won

This study applies machine learning to predict S&P 500 membership changes: key events that profoundly impact investor behavior and market dynamics. Quarterly data from WRDS datasets (2013 onwards) was used, incorporating features such as…

Portfolio Management · Quantitative Finance 2024-12-18 Vidhi Agrawal , Eesha Khalid , Tianyu Tan , Doris Xu

Volatility-based trading strategies have attracted a lot of attention in financial markets due to their ability to capture opportunities for profit from market dynamics. In this article, we propose a new volatility-based trading strategy…

Trading and Market Microstructure · Quantitative Finance 2023-08-21 Ivan Letteri

Stochastic non-convex non-concave optimization, formally characterized as Stochastic Variational Inequalities (SVIs), presents unique challenges due to rotational dynamics and the absence of a global merit function. While adaptive step-size…

Optimization and Control · Mathematics 2026-03-12 Yungi Jeong , Takumi Otsuka

We extend the AROW regression algorithm developed by Vaits and Crammer in [VC11] to handle synchronous mini-batch updates and apply it to stock return prediction. By design, the model should be more robust to noise and adapt better to…

Computational Finance · Quantitative Finance 2020-03-23 Rachid Guennouni Hassani , Alexis Gilles , Emmanuel Lassalle , Arthur Dénouveaux

With the development of artificial intelligence technology, quantitative trading systems represented by reinforcement learning have emerged in the stock trading market. The authors combined the deep Q network in reinforcement learning with…

Statistical Finance · Quantitative Finance 2021-12-01 Yizhuo Li , Peng Zhou , Fangyi Li , Xiao Yang

With the prevalence of LiDAR sensors in autonomous driving, 3D object tracking has received increasing attention. In a point cloud sequence, 3D object tracking aims to predict the location and orientation of an object in consecutive frames…

Computer Vision and Pattern Recognition · Computer Science 2022-08-11 Zhipeng Luo , Changqing Zhou , Liang Pan , Gongjie Zhang , Tianrui Liu , Yueru Luo , Haiyu Zhao , Ziwei Liu , Shijian Lu

Modern optimisation algorithms are often metaheuristic, and they are very promising in solving NP-hard optimization problems. In this paper, we show how to use the recently developed Firefly Algorithm to solve nonlinear design problems. For…

Optimization and Control · Mathematics 2012-03-30 Xin-She Yang

In this paper, a white-Box support vector machine (SVM) framework and its swarm-based optimization is presented for supervision of toothed milling cutter through characterization of real-time spindle vibrations. The anomalous moments of…

Burnout is a psychological syndrome marked by emotional exhaustion, depersonalization, and reduced personal accomplishment, with a significant impact on individual well-being and organizational performance. This study proposes a machine…

Machine Learning · Computer Science 2025-10-30 Bruno W. G. Teodosio , Mário J. O. T. Lira , Pedro H. M. Araújo , Lucas R. C. Farias

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…

Computational Engineering, Finance, and Science · Computer Science 2024-05-07 Xinye Sha

Accurate volatility forecasting is essential in banking, investment, and risk management, because expectations about future market movements directly influence current decisions. This study proposes a hybrid modelling framework that…

Trading and Market Microstructure · Quantitative Finance 2025-12-16 Anna Perekhodko , Robert Ślepaczuk