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Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

Temporal Convolutional Networks (TCNs) are promising Deep Learning models for time-series processing tasks. One key feature of TCNs is time-dilated convolution, whose optimization requires extensive experimentation. We propose an automatic…

The objective of this work is to take advantage of deep neural networks in order to make next day crime count predictions in a fine-grain city partition. We make predictions using Chicago and Portland crime data, which is augmented with…

Machine Learning · Statistics 2018-06-06 Alexander Stec , Diego Klabjan

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

Trading and Market Microstructure · Quantitative Finance 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

With the increasing artificial intelligence application, deep neural network (DNN) has become an emerging task. However, to train a good deep learning model will suffer from enormous computation cost and energy consumption. Recently,…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-03 Boyang Li , Changhao Chenli , Xiaowei Xu , Yiyu Shi , Taeho Jung

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Graph convolutional networks (GCNs) is a class of artificial neural networks for processing data that can be represented as graphs. Since financial transactions can naturally be constructed as graphs, GCNs are widely applied in the…

Machine Learning · Computer Science 2023-03-30 Song Li , Jiandong Zhou , Chong MO , Jin LI , Geoffrey K. F. Tso , Yuxing Tian

Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…

Statistical Finance · Quantitative Finance 2020-06-26 S M Raju , Ali Mohammad Tarif

The success of modern deep learning is attributed to two key elements: huge amounts of training data and large model sizes. Where a vast amount of data allows the model to learn more features, the large model architecture boosts the…

Machine Learning · Computer Science 2024-10-08 Muhammad Asif Khan , Ridha Hamila , Hamid Menouar

Manipulation of material properties via precise doping affords enormous tunable phenomena to explore. Recent advance shows that in the atomic and nano scales topological states of dopants play crucial roles in determining their properties.…

Materials Science · Physics 2018-10-01 Yuan Dong , Chuhan Wu , Chi Zhang , Yingda Liu , Jianlin Cheng , Jian Lin

According to the advent of cryptocurrencies and Bitcoin, many investments and businesses are now conducted online through cryptocurrencies. Among them, Bitcoin uses blockchain technology to make transactions secure, transparent, traceable,…

Machine Learning · Computer Science 2025-12-30 Milad Asadpour , Alireza Rezaee , Farshid Hajati

I study the price dynamics of non-fungible tokens (NFTs) and propose a deep learning framework for dynamic valuation of NFTs. I use data from the Ethereum blockchain and OpenSea to train a deep learning model on historical trades, market…

Computational Finance · Quantitative Finance 2023-12-12 Mingxuan He

Recently, Deep Convolutional Neural Network (DCNN) has achieved tremendous success in many machine learning applications. Nevertheless, the deep structure has brought significant increases in computation complexity. Largescale deep learning…

Neural and Evolutionary Computing · Computer Science 2018-05-14 Zhe Li , Ji Li , Ao Ren , Caiwen Ding , Jeffrey Draper , Qinru Qiu , Bo Yuan , Yanzhi Wang

The paper studies the linear model for Bitcoin price which includes regression features based on Bitcoin currency statistics, mining processes, Google search trends, Wikipedia pages visits. The pattern of deviation of regression model…

Statistical Finance · Quantitative Finance 2022-01-11 Bohdan M. Pavlyshenko

This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents outcomes in the context of popular technical…

Computational Finance · Quantitative Finance 2014-06-05 Christopher S Kirk

The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…

Statistical Finance · Quantitative Finance 2019-09-04 Samuel Asante Gyamerah

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

Statistical Finance · Quantitative Finance 2025-10-21 Emmanuel Boadi

This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…

Machine Learning · Computer Science 2023-02-24 Gissel Velarde

In the modern power market, electricity trading is an extremely competitive industry. More accurate price forecast is crucial to help electricity producers and traders make better decisions. In this paper, a novel method of convolutional…

Signal Processing · Electrical Eng. & Systems 2020-03-17 Hsu-Yung Cheng , Ping-Huan Kuo , Yamin Shen , Chiou-Jye Huang