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Banks are interested in evaluating the risk of the financial distress before giving out a loan. Many researchers proposed the use of models based on the Neural Networks in order to help the banker better make a decision. The objective of…

Risk Management · Quantitative Finance 2013-11-19 Younes Boujelbène , Sihem Khemakhem

This study evaluates deep neural networks for forecasting probability distributions of financial returns. 1D convolutional neural networks (CNN) and Long Short-Term Memory (LSTM) architectures are used to forecast parameters of three…

Risk Management · Quantitative Finance 2025-09-03 Jakub Michańków

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

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

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

Analyzing and evaluating students' progress in any learning environment is stressful and time consuming if done using traditional analysis methods. This is further exasperated by the increasing number of students due to the shift of focus…

Computers and Society · Computer Science 2024-02-06 Abdallah Moubayed , MohammadNoor Injadat , Nouh Alhindawi , Ghassan Samara , Sara Abuasal , Raed Alazaidah

The early outcome prediction of ongoing or completed processes confers competitive advantage to organizations. The performance of classic machine learning and, more recently, deep learning techniques such as Long Short-Term Memory (LSTM) on…

Machine Learning · Computer Science 2021-04-15 Hans Weytjens , Jochen De Weerdt

We present an empirical study of applying deep Convolutional Neural Networks (CNN) to the task of fashion and apparel image classification to improve meta-data enrichment of e-commerce applications. Five different CNN architectures were…

Computer Vision and Pattern Recognition · Computer Science 2018-11-13 Alexander Schindler , Thomas Lidy , Stephan Karner , Matthias Hecker

Agencies such as Standard & Poor's and Moody's provide bank credit ratings that influence economic stability and decision-making by stakeholders. Accurate and timely predictions support informed decision-making, regulatory actions, and…

Machine Learning · Computer Science 2025-06-10 Junyi Liu , Stanley Kok

Training models on highly unbalanced data is admitted to be a challenging task for machine learning algorithms. Current studies on deep learning mainly focus on data sets with balanced class labels or unbalanced data, but with massive…

Machine Learning · Computer Science 2020-02-27 Louis Marceau , Lingling Qiu , Nick Vandewiele , Eric Charton

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

Deep Learning and transfer learning models are being used to generate time series forecasts; however, there is scarce evidence about their performance prediction that it is more evident for monthly time series. The purpose of this paper is…

Machine Learning · Computer Science 2023-10-12 Martín Solís , Luis-Alexander Calvo-Valverde

In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…

Statistical Finance · Quantitative Finance 2020-05-29 Xinyue Cui , Zhaoyu Xu , Yue Zhou

Financial performance management is at the core of business management and has historically relied on financial ratio analysis using Balance Sheet and Income Statement data to assess company performance as compared with competitors. Little…

Statistical Finance · Quantitative Finance 2023-11-13 Ricardo Cuervo

Natural Language Processing (NLP) is widely used in fields like machine translation and sentiment analysis. However, traditional NLP models struggle with accuracy and efficiency. This paper introduces Deep Convolutional Neural Networks…

Computation and Language · Computer Science 2024-12-23 Chang Weng , Scott Rood , Mehdi Ali Ramezani , Amir Aslani , Reza Zarrab , Wang Zwuo , Sanjeev Salimans , Tim Satheesh

Corporate credit rating serves as a crucial intermediary service in the market economy, playing a key role in maintaining economic order. Existing credit rating models rely on financial metrics and deep learning. However, they often…

Statistical Finance · Quantitative Finance 2025-08-06 Yumeng Shi , Zhongliang Yang , DiYang Lu , Yisi Wang , Yiting Zhou , Linna Zhou

This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…

Machine Learning · Computer Science 2025-02-12 Yu Cheng , Zhen Xu , Yuan Chen , Yuhan Wang , Zhenghao Lin , Jinsong Liu

Predicting the probability of default (PD) of prospective loans is a critical objective for financial institutions. In recent years, machine learning (ML) algorithms have achieved remarkable success across a wide variety of prediction…

Risk Management · Quantitative Finance 2025-06-25 Adrian Iulian Cristescu , Matteo Giordano

Deep Neural networks are efficient and flexible models that perform well for a variety of tasks such as image, speech recognition and natural language understanding. In particular, convolutional neural networks (CNN) generate a keen…

Machine Learning · Computer Science 2018-12-20 Yesmina Jaafra , Jean Luc Laurent , Aline Deruyver , Mohamed Saber Naceur

This study evaluates the performances of CNN and LSTM for recognizing common charts patterns in a stock historical data. It presents two common patterns, the method used to build the training set, the neural networks architectures and the…

Machine Learning · Computer Science 2018-08-02 Marc Velay , Fabrice Daniel