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Volatility is a quantity of measurement for the price movements of stocks or options which indicates the uncertainty within financial markets. As an indicator of the level of risk or the degree of variation, volatility is important to…

Machine Learning · Computer Science 2018-11-12 Qiang Zhang , Rui Luo , Yaodong Yang , Yuanyuan Liu

Convolutional Neural Networks (CNNs) do not have a predictable recognition behavior with respect to the input resolution change. This prevents the feasibility of deployment on different input image resolutions for a specific model. To…

Computer Vision and Pattern Recognition · Computer Science 2020-07-14 Duo Li , Anbang Yao , Qifeng Chen

Market prediction plays a major role in supporting financial decisions. An emerging approach in this domain is to use graphical modeling and analysis to for prediction of next market index fluctuations. One important question in this domain…

Statistical Finance · Quantitative Finance 2022-12-13 Alireza Jafari , Saman Haratizadeh

Convolutional Neural Networks (CNNs) have achieved remarkable success across a wide range of machine learning tasks by leveraging hierarchical feature learning through deep architectures. However, the large number of layers and millions of…

Machine Learning · Statistics 2025-11-18 Biyi Fang , Truong Vo , Jean Utke , Diego Klabjan

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

Legal practitioners and judicial institutions face an ever-growing volume of case-law documents characterised by formalised language, lengthy sentence structures, and highly specialised terminology, making manual triage both time-consuming…

Computation and Language · Computer Science 2026-04-21 Moinul Hossain , Sourav Rabi Das , Zikrul Shariar Ayon , Sadia Afrin Promi , Ahnaf Atef Choudhury , Shakila Rahman , Jia Uddin

Foreign Exchange (FOREX) is a decentralised global market for exchanging currencies. The Forex market is enormous, and it operates 24 hours a day. Along with country-specific factors, Forex trading is influenced by cross-country ties and a…

Machine Learning · Computer Science 2022-05-24 Sucharita Atha , Bharath Kumar Bolla

This paper presents a convolutional neural network (CNN) which can be used for forecasting electricity load profiles 36 hours into the future. In contrast to well established CNN architectures, the input data is one-dimensional. A parameter…

Machine Learning · Computer Science 2019-11-27 Christian Lang , Florian Steinborn , Oliver Steffens , Elmar W. Lang

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…

Computational Finance · Quantitative Finance 2025-04-24 Fabienne Schmid , Daniel Oeltz

The performance of financial market prediction systems depends heavily on the quality of features it is using. While researchers have used various techniques for enhancing the stock specific features, less attention has been paid to…

Machine Learning · Computer Science 2019-12-02 Ehsan Hoseinzade , Saman Haratizadeh , Arash Khoeini

Convolutional Neural Networks (CNNs) have become indispensable for solving machine learning tasks in speech recognition, computer vision, and other areas that involve high-dimensional data. A CNN filters the input feature using a network…

Machine Learning · Computer Science 2020-02-13 Jonathan Ephrath , Moshe Eliasof , Lars Ruthotto , Eldad Haber , Eran Treister

In recent years, convolutional neural networks (CNNs) took over the field of document analysis and they became the predominant model for word spotting. Especially attribute CNNs, which learn the mapping between a word image and an attribute…

Computer Vision and Pattern Recognition · Computer Science 2019-03-27 Fabian Wolf , Philipp Oberdiek , Gernot A. Fink

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast…

Computational Finance · Quantitative Finance 2021-08-31 Sidra Mehtab , Jaydip Sen

As companies increase their efforts in retaining customers, being able to predict accurately ahead of time, whether a customer will churn in the foreseeable future is an extremely powerful tool for any marketing team. The paper describes in…

Machine Learning · Computer Science 2017-03-14 Philip Spanoudes , Thomson Nguyen

The tiled convolutional neural network (tiled CNN) has been applied only to computer vision for learning invariances. We adjust its architecture to NLP to improve the extraction of the most salient features for sentiment analysis. Knowing…

Computation and Language · Computer Science 2020-02-03 Maria Mihaela Trusca , Gerasimos Spanakis

This document presents an in-depth examination of stock market sentiment through the integration of Convolutional Neural Networks (CNN) and Gated Recurrent Units (GRU), enabling precise risk alerts. The robust feature extraction capability…

Machine Learning · Computer Science 2024-12-16 You Wu , Mengfang Sun , Hongye Zheng , Jinxin Hu , Yingbin Liang , Zhenghao Lin

Convolutional Neural Networks (CNNs) have recently led to incredible breakthroughs on a variety of pattern recognition problems. Banks of finite impulse response filters are learned on a hierarchy of layers, each contributing more abstract…

Computer Vision and Pattern Recognition · Computer Science 2017-07-18 Felipe Petroski Such , Shagan Sah , Miguel Dominguez , Suhas Pillai , Chao Zhang , Andrew Michael , Nathan Cahill , Raymond Ptucha

Convolutional neural networks (CNNs) have recently emerged as a popular building block for natural language processing (NLP). Despite their success, most existing CNN models employed in NLP share the same learned (and static) set of filters…

Computation and Language · Computer Science 2018-08-31 Dinghan Shen , Martin Renqiang Min , Yitong Li , Lawrence Carin

Recently, outstanding identification rates in image classification tasks were achieved by convolutional neural networks (CNNs). to use such skills, selective CNNs trained on a dataset of well-known images of metal surface defects captured…

Computer Vision and Pattern Recognition · Computer Science 2024-06-24 Nadeem Jabbar Chaudhry , M. Bilal Khan , M. Javaid Iqbal , Siddiqui Muhammad Yasir