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Predictive models in acute care settings must be able to immediately recognize precipitous changes in a patient's status when presented with data reflecting such changes. Recurrent neural networks (RNNs) have become common for training and…

Machine Learning · Computer Science 2020-07-30 David Ledbetter , Eugene Laksana , Melissa Aczon , Randall Wetzel

In this paper, we introduce a data-driven modeling approach for dynamics problems with latent variables. The state-space of the proposed model includes artificial latent variables, in addition to observed variables that can be fitted to a…

Optimization and Control · Mathematics 2024-06-19 Yushuang Luo , Xiantao Li , Wenrui Hao

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Modeling and forecasting forward citations to a patent is a central task for the discovery of emerging technologies and for measuring the pulse of inventive progress. Conventional methods for forecasting these forward citations cast the…

Digital Libraries · Computer Science 2019-05-30 Taoran Ji , Zhiqian Chen , Nathan Self , Kaiqun Fu , Chang-Tien Lu , Naren Ramakrishnan

Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

General Finance · Quantitative Finance 2016-09-28 Mario Gutiérrez-Roig , Carlota Segura , Jordi Duch , Josep Perelló

This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the…

Statistical Finance · Quantitative Finance 2025-07-04 Ayaan Qayyum

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

The proliferation of social media in communication and information dissemination has made it an ideal platform for spreading rumors. Automatically debunking rumors at their stage of diffusion is known as \textit{early rumor detection},…

Computation and Language · Computer Science 2017-04-21 Tong Chen , Lin Wu , Xue Li , Jun Zhang , Hongzhi Yin , Yang Wang

The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and…

Artificial Intelligence · Computer Science 2007-05-23 Ajith Abraham , Ninan Sajith Philip , P. Saratchandran

This paper proposes an information retrieval method for the economy news. The effect of economy news, are researched in the word level and stock market values are considered as the ground proof. The correlation between stock market prices…

Computational Engineering, Finance, and Science · Computer Science 2014-03-11 Sadi Evren Seker , Cihan Mert , Khaled Al-Naami , Nuri Ozalp , Ugur Ayan

Transition prediction is an important aspect of aerodynamic design because of its impact on skin friction and potential coupling with flow separation characteristics. Traditionally, the modeling of transition has relied on correlation-based…

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

A recurrent neural network with noisy input is studied analytically, on the basis of a Discrete Time Master Equation. The latter is derived from a biologically realizable learning rule for the weights of the connections. In a numerical…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Heerema , W. A. van Leeuwen

Text style transfer aims to alter the style (e.g., sentiment) of a sentence while preserving its content. A common approach is to map a given sentence to content representation that is free of style, and the content representation is fed to…

Computation and Language · Computer Science 2021-08-03 Dongkyu Lee , Zhiliang Tian , Lanqing Xue , Nevin L. Zhang

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer

Reliability analysis aims at estimating the failure probability of an engineering system. It often requires multiple runs of a limit-state function, which usually relies on computationally intensive simulations. Traditionally, these…

Computation · Statistics 2024-01-22 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

In the information-based approach to asset pricing the market filtration is modelled explicitly as a superposition of signals concerning relevant market factors and independent noise. The rate at which the signal is revealed to the market…

Pricing of Securities · Quantitative Finance 2010-09-21 Dorje C. Brody , Yan Tai Law

Detecting when public discourse shifts in response to major events is crucial for understanding societal dynamics. Real-world data is high-dimensional, sparse, and noisy, making changepoint detection in this domain a challenging endeavor.…

Machine Learning · Computer Science 2025-06-24 Csaba Zsolnai , Niels Lörch , Julian Arnold

In the recent past, there were several works on the prediction of stock price using different methods. Sentiment analysis of news and tweets and relating them to the movement of stock prices have already been explored. But, when we talk…

Computation and Language · Computer Science 2024-12-11 Subhasis Dasgupta , Pratik Satpati , Ishika Choudhary , Jaydip Sen

Stochastic video prediction enables the consideration of uncertainty in future motion, thereby providing a better reflection of the dynamic nature of the environment. Stochastic video prediction methods based on image auto-regressive…

Computer Vision and Pattern Recognition · Computer Science 2024-04-18 Fei Cui , Jiaojiao Fang , Xiaojiang Wu , Zelong Lai , Mengke Yang , Menghan Jia , Guizhong Liu