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In addition to being familiar with policies, high investment returns also require extensive knowledge of relevant industry knowledge and news. In addition, it is necessary to leverage relevant theories for investment to make decisions,…

Statistical Finance · Quantitative Finance 2022-10-04 Jianlong Zhu , Dan Xian , Fengxiao , Yichen Nie

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Deep learning has gained much success in sentence-level relation classification. For example, convolutional neural networks (CNN) have delivered competitive performance without much effort on feature engineering as the conventional…

Computation and Language · Computer Science 2015-12-29 Dongxu Zhang , Dong Wang

Due to the popularity of the Internet and smart mobile devices, more and more financial transactions and activities have been digitalized. Compared to traditional financial fraud detection strategies using credit-related features, customers…

Machine Learning · Computer Science 2018-08-17 Ruinan Zhang , Fanglan Zheng , Wei Min

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to…

Portfolio Management · Quantitative Finance 2018-08-09 XingYu Fu , JinHong Du , YiFeng Guo , MingWen Liu , Tao Dong , XiuWen Duan

Building on our prior explorations of convolutional neural networks (CNNs) for financial data processing, this paper introduces two significant enhancements to refine our CNN model's predictive performance and robustness for financial…

Computational Finance · Quantitative Finance 2024-08-23 Sina Montazeri , Haseebullah Jumakhan , Sonia Abrasiabian , Amir Mirzaeinia

Sequential recommendation (SR) is to accurately recommend a list of items for a user based on her current accessed ones. While new-coming users continuously arrive in the real world, one crucial task is to have inductive SR that can produce…

Information Retrieval · Computer Science 2021-02-01 Cheng Hsu , Cheng-Te Li

Deep hedging represents a cutting-edge approach to risk management for financial derivatives by leveraging the power of deep learning. However, existing methods often face challenges related to computational inefficiency, sensitivity to…

Machine Learning · Computer Science 2025-02-26 Lei Zhao , Lin Cai

Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could…

Statistical Finance · Quantitative Finance 2022-02-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

Deep Recurrent Neural Network (RNN) has gained popularity in many sequence classification tasks. Beyond predicting a correct class for each data instance, data scientists also want to understand what differentiating factors in the data have…

Machine Learning · Computer Science 2019-01-18 Chuan Wang , Takeshi Onishi , Keiichi Nemoto , Kwan-Liu Ma

Many techniques have been developed, such as model compression, to make Deep Neural Networks (DNNs) inference more efficiently. Nevertheless, DNNs still lack excellent run-time dynamic inference capability to enable users trade-off accuracy…

Computer Vision and Pattern Recognition · Computer Science 2020-09-15 Li Yang , Zhezhi He , Yu Cao , Deliang Fan

Financial time-series classification (FTC) is extremely valuable for investment management. In past decades, it draws a lot of attention from a wide extent of research areas, especially Artificial Intelligence (AI). Existing researches…

Machine Learning · Computer Science 2019-11-22 Liu Guang , Wang Xiaojie , Li Ruifan

Recommender systems can be helpful for individuals to make well-informed decisions in complex financial markets. While many studies have focused on predicting stock prices, even advanced models fall short of accurately forecasting them.…

Statistical Finance · Quantitative Finance 2024-12-03 Youngbin Lee , Yejin Kim , Javier Sanz-Cruzado , Richard McCreadie , Yongjae Lee

Machine Learning (ML) has been embraced as a powerful tool by the financial industry, with notable applications spreading in various domains including investment management. In this work, we propose a full-cycle data-driven investment…

Portfolio Management · Quantitative Finance 2021-05-20 Haoran Wang , Shi Yu

Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…

General Economics · Economics 2025-02-04 Viet Trinh

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

This paper introduces a consistent estimator and rate of convergence for the precision matrix of asset returns in large portfolios using a non-linear factor model within the deep learning framework. Our estimator remains valid even in low…

Machine Learning · Statistics 2023-08-30 Mehmet Caner , Maurizio Daniele

Person Re-Identification (re-id) is a challenging task in computer vision, especially when there are limited training data from multiple camera views. In this paper, we pro- pose a deep learning based person re-identification method by…

Computer Vision and Pattern Recognition · Computer Science 2016-11-21 Qiqi Xiao , Kelei Cao , Haonan Chen , Fangyue Peng , Chi Zhang

Much of the recent research on solving iterative inference problems focuses on moving away from hand-chosen inference algorithms and towards learned inference. In the latter, the inference process is unrolled in time and interpreted as a…

Neural and Evolutionary Computing · Computer Science 2017-06-14 Patrick Putzky , Max Welling