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Convolutional neural networks (CNNs) are widely used for image recognition and text analysis, and have been suggested for application on one-dimensional data as a way to reduce the need for pre-processing steps. Pre-processing is an…

Machine Learning · Computer Science 2020-05-18 Ine L. Jernelv , Dag Roar Hjelme , Yuji Matsuura , Astrid Aksnes

Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time…

Statistical Finance · Quantitative Finance 2023-05-25 Aadhitya A , Rajapriya R , Vineetha R S , Anurag M Bagde

Sentence classification is one of the basic tasks of natural language processing. Convolution neural network (CNN) has the ability to extract n-grams features through convolutional filters and capture local correlations between consecutive…

Computation and Language · Computer Science 2023-12-12 Shandong Yuan

The design, analysis and application of a volumetric convolutional neural network (VCNN) are studied in this work. Although many CNNs have been proposed in the literature, their design is empirical. In the design of the VCNN, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2017-02-02 Xiaqing Pan , Yueru Chen , C. -C. Jay Kuo

In this paper we review the mathematical foundations of convolutional neural nets (CNNs) with the goals of: i) highlighting connections with techniques from statistics, signal processing, linear algebra, differential equations, and…

Machine Learning · Computer Science 2021-07-08 Shengli Jiang , Victor M. Zavala

The ability to accurately represent sentences is central to language understanding. We describe a convolutional architecture dubbed the Dynamic Convolutional Neural Network (DCNN) that we adopt for the semantic modelling of sentences. The…

Computation and Language · Computer Science 2014-04-09 Nal Kalchbrenner , Edward Grefenstette , Phil Blunsom

The primary objective of this work is to develop a Neural Network based on LSTM to predict stock market movements using tweets. Word embeddings, used in the LSTM network, are initialised using Stanford's GloVe embeddings, pretrained…

Artificial Intelligence · Computer Science 2021-01-25 Kavyashree Ranawat , Stefano Giani

Sentiment analysis is known as one of the most crucial tasks in the field of natural language processing and Convolutional Neural Network (CNN) is one of those prominent models that is commonly used for this aim. Although convolutional…

Computation and Language · Computer Science 2021-02-24 Hossein Sadr , Mozhdeh Nazari Solimandarabi , Mir Mohsen Pedram , Mohammad Teshnehlab

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

Machine Learning · Computer Science 2020-06-02 Mhlasakululeka Mvubu , Emmanuel Kabuga , Christian Plitz , Bubacarr Bah , Ronnie Becker , Hans Georg Zimmermann

Convolutional neural networks (CNN) are increasingly used in many areas of computer vision. They are particularly attractive because of their ability to "absorb" great quantities of labeled data through millions of parameters. However, as…

Machine Learning · Computer Science 2015-06-16 Wenlin Chen , James T. Wilson , Stephen Tyree , Kilian Q. Weinberger , Yixin Chen

Stock price movement prediction is a challenging and essential problem in finance. While it is well established in modern behavioral finance that the share prices of related stocks often move after the release of news via reactions and…

Machine Learning · Computer Science 2023-01-26 Luis Villamil , Ryan Bausback , Shaeke Salman , Ting L. Liu , Conrad Horn , Xiuwen Liu

Recurrent neural networks (RNNs) are types of artificial neural networks (ANNs) that are well suited to forecasting and sequence classification. They have been applied extensively to forecasting univariate financial time series, however…

Trading and Market Microstructure · Quantitative Finance 2017-07-19 Matthew F Dixon

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among…

Statistical Finance · Quantitative Finance 2020-10-06 Xing Wang , Yijun Wang , Bin Weng , Aleksandr Vinel

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

This paper considers a convolutional neural network transformation that reduces computation complexity and thus speedups neural network processing. Usage of convolutional neural networks (CNN) is the standard approach to image recognition…

Computer Vision and Pattern Recognition · Computer Science 2020-02-19 Elena Limonova , Alexander Sheshkus , Dmitry Nikolaev

In recent years, there have been quite a few attempts to apply intelligent techniques to financial trading, i.e., constructing automatic and intelligent trading framework based on historical stock price. Due to the unpredictable,…

Statistical Finance · Quantitative Finance 2023-03-17 Keer Yang , Guanqun Zhang , Chuan Bi , Qiang Guan , Hailu Xu , Shuai Xu

The classification of sentences is very challenging, since sentences contain the limited contextual information. In this paper, we proposed an Attention-Gated Convolutional Neural Network (AGCNN) for sentence classification, which generates…

Computation and Language · Computer Science 2018-12-31 Yang Liu , Lixin Ji , Ruiyang Huang , Tuosiyu Ming , Chao Gao , Jianpeng Zhang

We introduce a novel, simple convolution neural network (CNN) architecture - multi-group norm constraint CNN (MGNC-CNN) that capitalizes on multiple sets of word embeddings for sentence classification. MGNC-CNN extracts features from input…

Computation and Language · Computer Science 2016-03-29 Ye Zhang , Stephen Roller , Byron Wallace