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Recent advances in deep learning and large language models (LLMs) have facilitated the deployment of the mixture-of-experts (MoE) mechanism in the stock investment domain. While these models have demonstrated promising trading performance,…

Machine Learning · Computer Science 2025-01-20 Kuan-Ming Liu , Ming-Chih Lo

Machine learning (ML), especially with the emergence of large language models (LLMs), has significantly transformed various industries. However, the transition from ML model prototyping to production use within software systems presents…

Software Engineering · Computer Science 2024-01-15 Hala Abdelkader , Mohamed Abdelrazek , Scott Barnett , Jean-Guy Schneider , Priya Rani , Rajesh Vasa

In this paper we propose a deep recurrent architecture for the probabilistic modelling of high-frequency market prices, important for the risk management of automated trading systems. Our proposed architecture incorporates probabilistic…

Statistical Finance · Quantitative Finance 2020-04-06 Ye-Sheen Lim , Denise Gorse

The proposed system highlights a novel approach of exclusive verification process using gain protocol for ensuring security among both the parties (client-service provider) in m-commerce application with cloud enabled service. The proposed…

Networking and Internet Architecture · Computer Science 2012-01-23 Chitra Kiran N. , G. Narendra Kumar

The rise of the machine learning (ML) model economy has intertwined markets for training datasets and pre-trained models. However, most pricing approaches still separate data and model transactions or rely on broker-centric pipelines that…

Machine Learning · Computer Science 2026-05-12 Hongrun Ren , Yun Xiong , Lei You , Yingying Wang , Haixu Xiong , Yangyong Zhu

The need for control strategies that can address dynamic system uncertainty is becoming increasingly important. In this work, we propose a Model Predictive Control by quantifying the risk of failure in our system model. The proposed control…

Systems and Control · Electrical Eng. & Systems 2023-02-17 Mostafa Tavakkoli Anbarani , Efe C. Balta , Rômulo Meira-Góes , Ilya Kovalenko

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

We introduce a prototype model in an attempt to capture some aspects of market dynamics simulating a trading mechanism. The model description starts with a discrete-space, continuous-time Markov process describing arrival and movement of…

Trading and Market Microstructure · Quantitative Finance 2013-04-04 N. Vvedenskaya , Y. Suhov , V. Belitsky

The embedded topic model (ETM) is a widely used approach that assumes the sampled document-topic distribution conforms to the logistic normal distribution for easier optimization. However, this assumption oversimplifies the real…

Computation and Language · Computer Science 2025-01-03 Wei Shao , Mingyang Liu , Linqi Song

Machine learning (ML) algorithms are showing a growing trend in helping the scientific communities across different disciplines and institutions to address large and diverse data problems. However, many available ML tools are…

The use of machine learning (ML) has become increasingly prevalent in various domains, highlighting the importance of understanding and ensuring its safety. One pressing concern is the vulnerability of ML applications to model stealing…

Machine Learning · Computer Science 2026-04-07 Ganghua Wang , Yuhong Yang , Jie Ding

In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite…

Statistical Mechanics · Physics 2025-12-30 Jiri Hoogland , Dimitri Neumann

To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…

Computational Finance · Quantitative Finance 2024-07-16 Han Gui

Blockchain has attracted broad interests to build decentralised applications. Blockchain has attracted broad interests to build decentralised applications. However, developing such applications without introducing vulnerabilities is hard…

Software Engineering · Computer Science 2020-11-11 Qinghua Lu , An Binh Tran , Ingo Weber , Hugo O'Connor , Paul Rimba , Xiwei Xu , Mark Staples , Liming Zhu , Ross Jeffery

The paper presents two new approaches to modeling the interaction of small and medium pricetaking traders with a stock exchange. In the framework of these approaches, the traders can form and manage their portfolios of financial instruments…

Economics · Quantitative Finance 2016-10-19 A. Belenky , L. Egorova

Data-driven modeling based on Machine Learning (ML) is becoming a central component of protein engineering workflows. This perspective presents the elements necessary to develop effective, reliable, and reproducible ML models, and a set of…

Biomolecules · Quantitative Biology 2025-07-11 Fabio Herrera-Rocha , David Medina-Ortiz , Fabian Mauz , Juergen Pleiss , Mehdi D. Davari

We present a toolchain for developing and verifying smart contracts that can be executed on Bitcoin. The toolchain is based on BitML, a recent domain-specific language for smart contracts with a computationally sound embedding into Bitcoin.…

Programming Languages · Computer Science 2019-08-06 Nicola Atzei , Massimo Bartoletti , Stefano Lande , Nobuko Yoshida , Roberto Zunino

Processing sensitive data, such as those produced by body sensors, on third-party untrusted clouds is particularly challenging without compromising the privacy of the users generating it. Typically, these sensors generate large quantities…

Cryptography and Security · Computer Science 2019-06-18 Carlos Segarra , Ricard Delgado-Gonzalo , Mathieu Lemay , Pierre-Louis Aublin , Peter Pietzuch , Valerio Schiavoni

Even though machine learning algorithms already play a significant role in data science, many current methods pose unrealistic assumptions on input data. The application of such methods is difficult due to incompatible data formats, or…

Machine Learning · Computer Science 2022-06-09 Simon Mandlik , Tomas Pevny

We argue that, when establishing and benchmarking Machine Learning (ML) models, the research community should favour evaluation metrics that better capture the value delivered by their model in practical applications. For a specific class…

Machine Learning · Computer Science 2021-12-14 Fabio Casati , Pierre-André Noël , Jie Yang