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Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

High-frequency stock price prediction is challenging due to non-stationarity, noise, and volatility. To tackle these issues, we propose the Hybrid Attentive Ensemble Learning Transformer (HAELT), a deep learning framework combining a…

Machine Learning · Computer Science 2025-06-18 Thanh Dan Bui

An effective understanding of the environment and accurate trajectory prediction of surrounding dynamic obstacles are indispensable for intelligent mobile systems (e.g. autonomous vehicles and social robots) to achieve safe and high-quality…

Computer Vision and Pattern Recognition · Computer Science 2024-10-28 Jiachen Li , Hengbo Ma , Zhihao Zhang , Jinning Li , Masayoshi Tomizuka

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate…

Statistical Finance · Quantitative Finance 2025-08-27 Peng Zhu , Yuante Li , Yifan Hu , Sheng Xiang , Qinyuan Liu , Dawei Cheng , Yuqi Liang

With the frequent happening of privacy leakage and the enactment of privacy laws across different countries, data owners are reluctant to directly share their raw data and labels with any other party. In reality, a lot of these raw data are…

Machine Learning · Computer Science 2023-01-31 Xiaolong Xu , Lingjuan Lyu , Yihong Dong , Yicheng Lu , Weiqiang Wang , Hong Jin

Collaborative graph analysis across multiple institutions is becoming increasingly popular. Realistic examples include social network analysis across various social platforms, financial transaction analysis across multiple banks, and…

Cryptography and Security · Computer Science 2024-06-03 Shang Liu , Yang Cao , Takao Murakami , Weiran Liu , Seng Pei Liew , Tsubasa Takahashi , Jinfei Liu , Masatoshi Yoshikawa

The lead-lag effect, where the price movement of one asset systematically precedes that of another, has been widely observed in financial markets and conveys valuable predictive signals for trading. However, traditional lead-lag detection…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Wanyun Zhou , Saizhuo Wang , Mihai Cucuringu , Zihao Zhang , Xiang Li , Jian Guo , Chao Zhang , Xiaowen Chu

Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different…

Statistical Finance · Quantitative Finance 2021-08-26 Liang Zhao , Wei Li , Ruihan Bao , Keiko Harimoto , YunfangWu , Xu Sun

Human-object interaction(HOI) detection is an important task for understanding human activity. Graph structure is appropriate to denote the HOIs in the scene. Since there is an subordination between human and object---human play subjective…

Computer Vision and Pattern Recognition · Computer Science 2020-10-21 Hai Wang , Wei-Shi Zheng , Ling Yingbiao

Link prediction is crucial for uncovering hidden connections within complex networks, enabling applications such as identifying potential customers and products. However, this research faces significant challenges, including concerns about…

Machine Learning · Computer Science 2025-03-18 Yunbo Long , Liming Xu , Alexandra Brintrup

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

One of the emerging techniques in node classification in heterogeneous graphs is to restrict message aggregation to pre-defined, semantically meaningful structures called metapaths. This work is the first attempt to incorporate attention…

Machine Learning · Computer Science 2024-12-31 Calder Katyal

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Computational Finance · Quantitative Finance 2018-11-16 Huicheng Liu

The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and…

Artificial Intelligence · Computer Science 2007-05-23 Ajith Abraham , Ninan Sajith Philip , P. Saratchandran

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

Statistical Finance · Quantitative Finance 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima

To fluently collaborate with people, robots need the ability to recognize human activities accurately. Although modern robots are equipped with various sensors, robust human activity recognition (HAR) still remains a challenging task for…

Robotics · Computer Science 2020-08-17 Md Mofijul Islam , Tariq Iqbal

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

Social and Information Networks · Computer Science 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu

Relational data representations have become an increasingly important topic due to the recent proliferation of network datasets (e.g., social, biological, information networks) and a corresponding increase in the application of statistical…

Machine Learning · Statistics 2012-04-03 Ryan A. Rossi , Luke K. McDowell , David W. Aha , Jennifer Neville