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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

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

Network Traffic Matrix (TM) prediction is defined as the problem of estimating future network traffic from the previous and achieved network traffic data. It is widely used in network planning, resource management and network security. Long…

Networking and Internet Architecture · Computer Science 2017-06-12 Abdelhadi Azzouni , Guy Pujolle

Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…

Machine Learning · Computer Science 2021-12-15 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

Ensuring reliable and predictable communications is one of the main goals in modern industrial systems that rely on Wi-Fi networks, especially in scenarios where continuity of operation and low latency are required. In these contexts, the…

Networking and Internet Architecture · Computer Science 2025-12-02 Gabriele Formis , Amanda Ericson , Stefan Forsstrom , Kyi Thar , Gianluca Cena , Stefano Scanzio

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

Time series prediction with neural networks has been the focus of much research in the past few decades. Given the recent deep learning revolution, there has been much attention in using deep learning models for time series prediction, and…

Machine Learning · Computer Science 2021-06-08 Rohitash Chandra , Shaurya Goyal , Rishabh Gupta

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Much of modern practice in financial forecasting relies on technicals, an umbrella term for several heuristics applying visual pattern recognition to price charts. Despite its ubiquity in financial media, the reliability of its signals…

Computational Finance · Quantitative Finance 2018-07-12 Sid Ghoshal , Stephen J. Roberts

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

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

Statistical Finance · Quantitative Finance 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

We explore various neural network architectures for modeling the dynamics of the cryptocurrency market. Traditional linear models often fall short in accurately capturing the unique and complex dynamics of this market. In contrast, Deep…

Machine Learning · Computer Science 2024-07-23 Hugo Inzirillo

Quantum machine learning offers a promising pathway for enhancing stock market prediction, particularly under complex, noisy, and highly dynamic financial environments. However, many classical forecasting models struggle with noisy input,…

Machine Learning · Computer Science 2026-02-16 Chi-Sheng Chen , Xinyu Zhang , En-Jui Kuo , Rong Fu , Qiuzhe Xie , Fan Zhang

This paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

Computational Finance · Quantitative Finance 2025-05-16 Jaydip Sen , Hetvi Waghela , Sneha Rakshit

The advantage of recurrent neural networks (RNNs) in learning dependencies between time-series data has distinguished RNNs from other deep learning models. Recently, many advances are proposed in this emerging field. However, there is a…

Neural and Evolutionary Computing · Computer Science 2016-02-16 Hojjat Salehinejad

Long short-term memory (LSTM) recurrent neural networks (RNNs) have been shown to give state-of-the-art performance on many speech recognition tasks, as they are able to provide the learned dynamically changing contextual window of all…

Computation and Language · Computer Science 2016-10-12 Xiangang Li , Xihong Wu

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may…

Machine Learning · Computer Science 2020-01-28 Allison Koenecke , Amita Gajewar

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Energy communities (ECs) play a key role in enabling local demand shifting and enhancing self-sufficiency, as energy systems transition toward decentralized structures with high shares of renewable generation. To optimally operate them,…

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao