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Our research presents a new approach for forecasting the synchronization of stock prices using machine learning and non-linear time-series analysis. To capture the complex non-linear relationships between stock prices, we utilize recurrence…

Statistical Finance · Quantitative Finance 2024-09-12 Sanjay Sathish , Charu C Sharma

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

Machine Learning · Computer Science 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

Computational Finance · Quantitative Finance 2025-03-31 Anindya Sarkar , G. Vadivu

In the modern transportation industry, accurate prediction of travelers' next destinations brings multiple benefits to companies, such as customer satisfaction and targeted marketing. This study focuses on developing a precise model that…

Machine Learning · Computer Science 2024-09-17 Salih Salihoglu , Gulser Koksal , Orhan Abar

Attention is an important cognition process of humans, which helps humans concentrate on critical information during their perception and learning. However, although many machine learning models can remember information of data, they have…

Machine Learning · Computer Science 2019-09-06 Guoqiang Zhong , Xin Lin , Kang Chen , Qingyang Li , Kaizhu Huang

Reliable traffic flow prediction is crucial to creating intelligent transportation systems. Many big-data-based prediction approaches have been developed but they do not reflect complicated dynamic interactions between roads considering…

Machine Learning · Computer Science 2023-06-21 Won Kyung Lee , Deuk Sin Kwon , So Young Sohn

Long Short-Term Memory (LSTM) networks, a type of recurrent neural network with a more complex computational unit, have been successfully applied to a variety of sequence modeling tasks. In this paper we develop Tree Long Short-Term Memory…

Computation and Language · Computer Science 2016-04-05 Xingxing Zhang , Liang Lu , Mirella Lapata

Stock prices are highly volatile and sudden changes in trends are often very problematic for traditional forecasting models to handle. The standard Long Short Term Memory (LSTM) networks are regarded as the state-of-the-art models for such…

Machine Learning · Computer Science 2022-04-29 Debasrita Chakraborty , Susmita Ghosh , Ashish Ghosh

In order to drive safely and efficiently on public roads, autonomous vehicles will have to understand the intentions of surrounding vehicles, and adapt their own behavior accordingly. If experienced human drivers are generally good at…

Robotics · Computer Science 2018-01-26 Florent Altché , Arnaud de La Fortelle

Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm predictions encounters large cumulative errors because they…

Statistical Finance · Quantitative Finance 2019-08-06 Xinyi Li , Yinchuan Li , Xiao-Yang Liu , Christina Dan Wang

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

In this paper, we propose a human trajectory prediction model that combines a Long Short-Term Memory (LSTM) network with an attention mechanism. To do that, we use attention scores to determine which parts of the input data the model should…

Computer Vision and Pattern Recognition · Computer Science 2023-09-04 Amin Manafi Soltan Ahmadi , Samaneh Hoseini Semnani

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

The real-time prediction of business processes using historical event data is an important capability of modern business process monitoring systems. Existing process prediction methods are able to also exploit the data perspective of…

Artificial Intelligence · Computer Science 2022-05-11 Marco Pegoraro , Merih Seran Uysal , David Benedikt Georgi , Wil M. P. van der Aalst

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…

Neurons and Cognition · Quantitative Biology 2019-08-21 Benjamin Plaster , Gautam Kumar

Modern decision-making in fixed income asset management benefits from intelligent systems, which involve the use of state-of-the-art machine learning models and appropriate methodologies. We conduct the first study of bond yield forecasting…

Computational Finance · Quantitative Finance 2020-05-06 Manuel Nunes , Enrico Gerding , Frank McGroarty , Mahesan Niranjan

Multi-step stock index forecasting is vital in finance for informed decision-making. Current forecasting methods on this task frequently produce unsatisfactory results due to the inherent data randomness and instability, thereby…

Machine Learning · Computer Science 2024-02-19 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Every financial crisis has caused a dual shock to the global economy. The shortage of market liquidity, such as default in debt and bonds, has led to the spread of bankruptcies, such as Lehman Brothers in 2008. Using the data for the ETFs…

Statistical Finance · Quantitative Finance 2024-07-08 Weilin Fu , Zhuoran Li , Yupeng Zhang , Xingyou Zhou
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