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Deep learning-based algorithms, e.g., convolutional networks, have significantly facilitated multivariate time series classification (MTSC) task. Nevertheless, they suffer from the limitation in modeling long-range dependence due to the…

Machine Learning · Computer Science 2023-02-21 Mingyue Cheng , Qi Liu , Zhiding Liu , Zhi Li , Yucong Luo , Enhong Chen

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

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

Machine Learning · Computer Science 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

We have trained a fully convolutional spatio-temporal model for fast and accurate representation learning in the challenging exemplar application area of fusion energy plasma science. The onset of major disruptions is a critically important…

Computational Physics · Physics 2020-09-29 Ge Dong , Kyle Gerard Felker , Alexey Svyatkovskiy , William Tang , Julian Kates-Harbeck

In recent years, Deep Learning has been successfully applied to multimodal learning problems, with the aim of learning useful joint representations in data fusion applications. When the available modalities consist of time series data such…

Computer Vision and Pattern Recognition · Computer Science 2017-04-12 Xitong Yang , Palghat Ramesh , Radha Chitta , Sriganesh Madhvanath , Edgar A. Bernal , Jiebo Luo

Micro-segmentation of customers in the finance sector is a non-trivial task and has been an atypical omission from recent scientific literature. Where traditional segmentation classifies customers based on coarse features such as…

Machine Learning · Computer Science 2021-12-13 Charl Maree , Christian W. Omlin

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

Robust face detection in the wild is one of the ultimate components to support various facial related problems, i.e. unconstrained face recognition, facial periocular recognition, facial landmarking and pose estimation, facial expression…

Computer Vision and Pattern Recognition · Computer Science 2016-06-20 Chenchen Zhu , Yutong Zheng , Khoa Luu , Marios Savvides

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

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

Human action recognition is one of the challenging tasks in computer vision. The current action recognition methods use computationally expensive models for learning spatio-temporal dependencies of the action. Models utilizing RGB channels…

Computer Vision and Pattern Recognition · Computer Science 2022-06-07 Labina Shrestha , Shikha Dubey , Farrukh Olimov , Muhammad Aasim Rafique , Moongu Jeon

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

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…

Machine Learning · Computer Science 2019-12-02 Omer Berat Sezer , Mehmet Ugur Gudelek , Ahmet Murat Ozbayoglu

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges…

Machine Learning · Computer Science 2024-11-27 Yangyang Shi , Qianqian Ren , Yong Liu , Jianguo Sun

Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle…

Machine Learning · Statistics 2020-01-03 Changwei Hu , Yifan Hu , Sungyong Seo

With the development of artificial intelligence,more and more financial practitioners apply deep reinforcement learning to financial trading strategies.However,It is difficult to extract accurate features due to the characteristics of…

Trading and Market Microstructure · Quantitative Finance 2022-07-21 Jun-Cheng Chen , Cong-Xiao Chen , Li-Juan Duan , Zhi Cai

Multivariate time series classification is a high value and well-known problem in machine learning community. Feature extraction is a main step in classification tasks. Traditional approaches employ hand-crafted features for classification…

Machine Learning · Computer Science 2019-05-07 Omolbanin Yazdanbakhsh , Scott Dick

Click-Through Rate prediction is an important task in recommender systems, which aims to estimate the probability of a user to click on a given item. Recently, many deep models have been proposed to learn low-order and high-order feature…

Information Retrieval · Computer Science 2019-04-30 Bin Liu , Ruiming Tang , Yingzhi Chen , Jinkai Yu , Huifeng Guo , Yuzhou Zhang

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Machine Learning · Computer Science 2019-01-23 Tao Ma

Effective extraction of temporal patterns is crucial for the recognition of temporally varying actions in video. We argue that the fixed-sized spatio-temporal convolution kernels used in convolutional neural networks (CNNs) can be improved…

Computer Vision and Pattern Recognition · Computer Science 2021-04-01 Alexandros Stergiou , Ronald Poppe