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Accurate covariance forecasting is central to portfolio allocation, risk management, and asset pricing, yet many existing methods struggle at medium-term horizons, where shifting market regimes and slower dynamics predominate. We propose a…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Pedro Reis , Ana Paula Serra , João Gama

How can we learn, transfer and extract handwriting styles using deep neural networks? This paper explores these questions using a deep conditioned autoencoder on the IRON-OFF handwriting data-set. We perform three experiments that…

Computer Vision and Pattern Recognition · Computer Science 2018-12-19 Omar Mohammed , Gerard Bailly , Damien Pellier

We start with the idea that open quantum systems can be used to represent financial markets by modelling events from the external environment and their impact on the market price. We show how to characterize distinct orbits of the time…

Mathematical Finance · Quantitative Finance 2025-05-05 Will Hicks

Deep learning has significantly advanced electrocardiogram (ECG) analysis, enabling automatic annotation, disease screening, and prognosis beyond traditional clinical capabilities. However, understanding these models remains a challenge,…

Machine Learning · Computer Science 2025-09-19 Ahcène Boubekki , Konstantinos Patlatzoglou , Joseph Barker , Fu Siong Ng , Antônio H. Ribeiro

This article presents the first results from using a learning classifier system capable of performing adaptive computation with deep neural networks. Individual classifiers within the population are composed of two neural networks. The…

Neural and Evolutionary Computing · Computer Science 2021-03-02 Richard J. Preen , Larry Bull

Multi-horizon price forecasting is central to portfolio allocation, risk management, and algorithmic trading, yet deep learning architectures have proliferated faster than rigorous financial benchmarks can evaluate them. This study provides…

Statistical Finance · Quantitative Finance 2026-03-19 Nabeel Ahmad Saidd

Deep convolutional networks based super-resolution is a fast-growing field with numerous practical applications. In this exposition, we extensively compare 30+ state-of-the-art super-resolution Convolutional Neural Networks (CNNs) over…

Computer Vision and Pattern Recognition · Computer Science 2020-03-24 Saeed Anwar , Salman Khan , Nick Barnes

Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…

General Finance · Quantitative Finance 2023-02-10 Jinan Zou , Qingying Zhao , Yang Jiao , Haiyao Cao , Yanxi Liu , Qingsen Yan , Ehsan Abbasnejad , Lingqiao Liu , Javen Qinfeng Shi

Hardware imperfections in RF transmitters introduce features that can be used to identify a specific transmitter amongst others. Supervised deep learning has shown good performance in this task but using datasets not applicable to real…

Signal Processing · Electrical Eng. & Systems 2019-05-21 Cyrille Morin , Leonardo Cardoso , Jakob Hoydis , Jean-Marie Gorce , Thibaud Vial

Smart contracts hold digital coins worth billions of dollars, their security issues have drawn extensive attention in the past years. Towards smart contract vulnerability detection, conventional methods heavily rely on fixed expert rules,…

Machine Learning · Computer Science 2021-06-18 Zhenguang Liu , Peng Qian , Xiang Wang , Lei Zhu , Qinming He , Shouling Ji

Many real-world monitoring and surveillance applications require non-trivial anomaly detection to be run in the streaming model. We consider an incremental-learning approach, wherein a deep-autoencoding (DAE) model of what is normal is…

Computer Vision and Pattern Recognition · Computer Science 2019-12-11 Albert Akhriev , Jakub Marecek

Deep convolutional neural networks (CNNs) have achieved remarkable success in various fields. However, training an excellent CNN is practically a trial-and-error process that consumes a tremendous amount of time and computer resources. To…

Computer Vision and Pattern Recognition · Computer Science 2018-08-28 Dongyu Liu , Weiwei Cui , Kai Jin , Yuxiao Guo , Huamin Qu

This paper investigates the problem of aerial vehicle recognition using a text-guided deep convolutional neural network classifier. The network receives an aerial image and a desired class, and makes a yes or no output by matching the image…

Computer Vision and Pattern Recognition · Computer Science 2018-08-28 Amir Soleimani , Nasser M. Nasrabadi , Elias Griffith , Jason Ralph , Simon Maskell

In this paper, we present a two-step deep learning method that is used to predict sperm motility and morphology-based on video recordings of human spermatozoa. First, we use an autoencoder to extract temporal features from a given semen…

Computer Vision and Pattern Recognition · Computer Science 2019-11-11 Vajira Thambawita , Pål Halvorsen , Hugo Hammer , Michael Riegler , Trine B. Haugen

In recent years, quantitative investment methods combined with artificial intelligence have attracted more and more attention from investors and researchers. Existing related methods based on the supervised learning are not very suitable…

Machine Learning · Computer Science 2021-05-11 Sihang Chen , Weiqi Luo , Chao Yu

This work introduces a new unsupervised representation learning technique called Deep Convolutional Transform Learning (DCTL). By stacking convolutional transforms, our approach is able to learn a set of independent kernels at different…

Machine Learning · Computer Science 2020-10-05 Jyoti Maggu , Angshul Majumdar , Emilie Chouzenoux , Giovanni Chierchia

Video forgery detection is becoming an important issue in recent years, because modern editing software provide powerful and easy-to-use tools to manipulate videos. In this paper we propose to perform detection by means of deep learning,…

Computer Vision and Pattern Recognition · Computer Science 2017-08-30 Dario D'Avino , Davide Cozzolino , Giovanni Poggi , Luisa Verdoliva

Feedforward neural networks are widely used as universal predictive models to fit data distribution. Common gradient-based learning, however, suffers from many drawbacks making the training process ineffective and time-consuming.…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

In this paper, we introduce a new approach to multivariate forecasting cryptocurrency prices using a hybrid contextual model combining exponential smoothing (ES) and recurrent neural network (RNN). The model consists of two tracks: the…

Machine Learning · Computer Science 2025-04-15 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the…

Statistical Finance · Quantitative Finance 2020-10-01 Nektarios Aslanidis , Aurelio F. Bariviera , Alejandro Perez-Laborda
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