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Stock market indices serve as fundamental market measurement that quantify systematic market dynamics. However, accurate index price prediction remains challenging, primarily because existing approaches treat indices as isolated time series…

Statistical Finance · Quantitative Finance 2025-06-05 Junzhe Jiang , Chang Yang , Xinrun Wang , Bo Li

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

Machine Learning · Computer Science 2020-06-02 Mhlasakululeka Mvubu , Emmanuel Kabuga , Christian Plitz , Bubacarr Bah , Ronnie Becker , Hans Georg Zimmermann

Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time…

Statistical Finance · Quantitative Finance 2023-02-23 Zhuangwei Shi , Yang Hu , Guangliang Mo , Jian Wu

Stock market forecasting has been a challenging part for many analysts and researchers. Trend analysis, statistical techniques, and movement indicators have traditionally been used to predict stock price movements, but text extraction has…

Statistical Finance · Quantitative Finance 2023-04-12 Faraz Sasani , Ramin Mousa , Ali Karkehabadi , Samin Dehbashi , Ali Mohammadi

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

In scientific applications, predictive modeling is often of limited use without accurate uncertainty quantification (UQ) to indicate when a model may be extrapolating or when more data needs to be collected. Bayesian Neural Networks (BNNs)…

Machine Learning · Computer Science 2025-09-26 Scott Koermer , Natalie Klein

Financial market predictions utilize historical data to anticipate future stock prices and market trends. Traditionally, these predictions have focused on the statistical analysis of quantitative factors, such as stock prices, trading…

Statistical Finance · Quantitative Finance 2024-02-13 Zihan Dong , Xinyu Fan , Zhiyuan Peng

Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…

Machine Learning · Computer Science 2025-12-10 Nader Sadek , Mirette Moawad , Christina Naguib , Mariam Elzahaby

Convolutional neural networks (CNN) based tracking approaches have shown favorable performance in recent benchmarks. Nonetheless, the chosen CNN features are always pre-trained in different tasks and individual components in tracking…

Robotics · Computer Science 2019-08-27 Zheng Zhu , Wei Zou , Guan Huang , Dalong Du , Chang Huang

The use of patterns in predictive models is a topic that has received a lot of attention in recent years. Pattern mining can help to obtain models for structured domains, such as graphs and sequences, and has been proposed as a means to…

Artificial Intelligence · Computer Science 2011-11-29 Björn Bringmann , Siegfried Nijssen , Albrecht Zimmermann

While deep neural networks (DNN) have become an effective computational tool, the prediction results are often criticized by the lack of interpretability, which is essential in many real-world applications such as health informatics.…

Computer Vision and Pattern Recognition · Computer Science 2018-05-29 Mengnan Du , Ninghao Liu , Qingquan Song , Xia Hu

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…

Machine Learning · Statistics 2017-10-23 Aaron Elliot , Cheng Hua Hsu

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Due to the extremely volatile nature of financial markets, it is commonly accepted that stock price prediction is a task full of challenge. However in order to make profits or understand the essence of equity market, numerous market…

Statistical Finance · Quantitative Finance 2018-05-30 Yue-Gang Song , Yu-Long Zhou , Ren-Jie Han

This paper presents a framework for Convolutional Neural Network (CNN)-based quality enhancement task, by taking advantage of coding information in the compressed video signal. The motivation is that normative decisions made by the encoder…

Image and Video Processing · Electrical Eng. & Systems 2021-05-13 Fatemeh Nasiri , Wassim Hamidouche , Luce Morin , Nicolas Dhollande , Gildas Cocherel

Convolutional neural networks (CNNs) are widely used for image recognition and text analysis, and have been suggested for application on one-dimensional data as a way to reduce the need for pre-processing steps. Pre-processing is an…

Machine Learning · Computer Science 2020-05-18 Ine L. Jernelv , Dag Roar Hjelme , Yuji Matsuura , Astrid Aksnes

This paper presents a novel deep architecture for saliency prediction. Current state of the art models for saliency prediction employ Fully Convolutional networks that perform a non-linear combination of features extracted from the last…

Computer Vision and Pattern Recognition · Computer Science 2017-07-19 Marcella Cornia , Lorenzo Baraldi , Giuseppe Serra , Rita Cucchiara

Recently, Transformer-base models have made significant progress in the field of time series prediction which have achieved good results and become baseline models beyond Dlinear. The paper proposes an U-Net time series prediction model…

Machine Learning · Computer Science 2024-06-07 Li Chu , Xiao Bingjia , Yuan Qiping

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