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Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

Portfolio Management · Quantitative Finance 2020-12-15 Kentaro Imajo , Kentaro Minami , Katsuya Ito , Kei Nakagawa

In recent years, the dominance of machine learning in stock market forecasting has been evident. While these models have shown decreasing prediction errors, their robustness across different datasets has been a concern. A successful stock…

Computational Finance · Quantitative Finance 2025-02-18 Peiwan Wang , Chenhao Cui , Yong Li

This paper presents a novel method that allows a machine learning algorithm following the transformation-based learning paradigm \cite{brill95:tagging} to be applied to multiple classification tasks by training jointly and simultaneously on…

Computation and Language · Computer Science 2007-05-23 Radu Florian , Grace Ngai

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

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

The vast advances in Machine Learning over the last ten years have been powered by the availability of suitably prepared data for training purposes. The future of ML-enabled enterprise hinges on data. As such, there is already a vibrant…

Databases · Computer Science 2021-06-02 Yifan Li , Xiaohui Yu , Nick Koudas

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Machine Learning · Computer Science 2024-02-16 Hannah M. Christensen , Salah Kouhen , Greta Miller , Raghul Parthipan

Statistical shape models enhance machine learning algorithms providing prior information about deformation. A Point Distribution Model (PDM) is a popular landmark-based statistical shape model for segmentation. It requires choosing a model…

Machine Learning · Computer Science 2018-08-02 Alma Eguizabal , Peter J. Schreier , David Ramírez

We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series. Being able to learn complex patterns from a data rich environment, our approach is useful for a decision making that depends on…

General Economics · Economics 2022-04-15 Jozef Barunik , Lubos Hanus

We provide rigorous guarantees on learning with the weighted trace-norm under arbitrary sampling distributions. We show that the standard weighted trace-norm might fail when the sampling distribution is not a product distribution (i.e. when…

Machine Learning · Computer Science 2011-06-23 Rina Foygel , Ruslan Salakhutdinov , Ohad Shamir , Nathan Srebro

Many machine learning algorithms are based on the assumption that training examples are drawn independently. However, this assumption does not hold anymore when learning from a networked sample because two or more training examples may…

Artificial Intelligence · Computer Science 2017-06-06 Yuyi Wang , Jan Ramon , Zheng-Chu Guo

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…

Machine Learning · Computer Science 2021-11-30 Sanae Lotfi , Tiphaine Bonniot de Ruisselet , Dominique Orban , Andrea Lodi

For large, real-world inductive learning problems, the number of training examples often must be limited due to the costs associated with procuring, preparing, and storing the training examples and/or the computational costs associated with…

Artificial Intelligence · Computer Science 2011-06-24 F. Provost , G. M. Weiss

Classical supervised learning via empirical risk (or negative log-likelihood) minimization hinges upon the assumption that the testing distribution coincides with the training distribution. This assumption can be challenged in modern…

Optimization and Control · Mathematics 2020-10-02 Yassine Laguel , Jérôme Malick , Zaid Harchaoui

With the recent advances in the field of deep learning, learning-based methods are widely being implemented in various robotic systems that help robots understand their environment and make informed decisions to achieve a wide variety of…

Robotics · Computer Science 2022-03-16 Abhishek Paudel

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

Computational Finance · Quantitative Finance 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

Weighting strategy prevails in machine learning. For example, a common approach in robust machine learning is to exert lower weights on samples which are likely to be noisy or quite hard. This study reveals another undiscovered strategy,…

Machine Learning · Computer Science 2022-01-05 Rujing Yao , Ou Wu

The basic underlying assumption of machine learning (ML) models is that the training and test data are sampled from the same distribution. However, in daily practice, this assumption is often broken, i.e. the distribution of the test data…

Computation and Language · Computer Science 2026-01-16 Adriana Valentina Costache , Silviu Florin Gheorghe , Eduard Gabriel Poesina , Paul Irofti , Radu Tudor Ionescu

Training machine learning models from data with weak supervision and dataset shifts is still challenging. Designing algorithms when these two situations arise has not been explored much, and existing algorithms cannot always handle the most…

Machine Learning · Computer Science 2023-08-30 Pierre Nodet , Vincent Lemaire , Alexis Bondu , Antoine Cornuéjols

The vast majority of theoretical results in machine learning and statistics assume that the available training data is a reasonably reliable reflection of the phenomena to be learned or estimated. Similarly, the majority of machine learning…

Machine Learning · Computer Science 2017-06-13 Moses Charikar , Jacob Steinhardt , Gregory Valiant