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Multi-step stock index forecasting is vital in finance for informed decision-making. Current forecasting methods on this task frequently produce unsatisfactory results due to the inherent data randomness and instability, thereby…

Machine Learning · Computer Science 2024-02-19 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Process Mining consists of techniques where logs created by operative systems are transformed into process models. In process mining tools it is often desired to be able to classify ongoing process instances, e.g., to predict how long the…

Machine Learning · Computer Science 2019-02-05 Markku Hinkka , Teemu Lehto , Keijo Heljanko , Alexander Jung

Recurrent Neural Networks (RNNs), and specifically a variant with Long Short-Term Memory (LSTM), are enjoying renewed interest as a result of successful applications in a wide range of machine learning problems that involve sequential data.…

Machine Learning · Computer Science 2015-11-18 Andrej Karpathy , Justin Johnson , Li Fei-Fei

This paper presents price prediction models using Machine Learning algorithms augmented with Superforecasters predictions, aimed at enhancing investment decisions. Five Machine Learning models are built, including Bidirectional LSTM, ARIMA,…

Trading and Market Microstructure · Quantitative Finance 2024-07-03 Anishka Chauhan , Pratham Mayur , Yeshwanth Sai Gokarakonda , Pooriya Jamie , Naman Mehrotra

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

Recurrent neural networks are a powerful means to cope with time series. We show how autoregressive linear, i.e., linearly activated recurrent neural networks (LRNNs) can approximate any time-dependent function f(t). The approximation can…

Machine Learning · Computer Science 2025-10-01 Frieder Stolzenburg , Sandra Litz , Olivia Michael , Oliver Obst

In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin…

Pricing of Securities · Quantitative Finance 2020-02-04 Aniruddha Dutta , Saket Kumar , Meheli Basu

Recurrent neural networks (RNNs) were designed for dealing with time-series data and have recently been used for creating predictive models from functional magnetic resonance imaging (fMRI) data. However, gathering large fMRI datasets for…

Image and Video Processing · Electrical Eng. & Systems 2019-10-16 Nicha C. Dvornek , Xiaoxiao Li , Juntang Zhuang , James S. Duncan

Deep learning is a popular machine learning approach which has achieved a lot of progress in all traditional machine learning areas. Internet of thing (IoT) and Smart City deployments are generating large amounts of time-series sensor data…

Networking and Internet Architecture · Computer Science 2021-04-15 Xiaofeng Xie , Di Wu , Siping Liu , Renfa Li

Aluminum is a widely used alloy, which is susceptible to fatigue failure. Characterizing fatigue performance for materials is extremely time and cost demanding, especially for high cycle data. To help mitigate this, a transfer learning…

Machine Learning · Computer Science 2025-10-07 Aryan Patel

Recurrent neural networks have gained widespread use in modeling sequential data. Learning long-term dependencies using these models remains difficult though, due to exploding or vanishing gradients. In this paper, we draw connections…

Machine Learning · Statistics 2019-02-27 Bo Chang , Minmin Chen , Eldad Haber , Ed H. Chi

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a system for constructing an optimum portfolio of stocks based on…

Statistical Finance · Quantitative Finance 2021-08-31 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

Anticipating the future actions of a human is a widely studied problem in robotics that requires spatio-temporal reasoning. In this work we propose a deep learning approach for anticipation in sensory-rich robotics applications. We…

Computer Vision and Pattern Recognition · Computer Science 2015-09-17 Ashesh Jain , Avi Singh , Hema S Koppula , Shane Soh , Ashutosh Saxena

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

This review aims to conduct a comparative analysis of liquid neural networks (LNNs) and traditional recurrent neural networks (RNNs) and their variants, such as long short-term memory networks (LSTMs) and gated recurrent units (GRUs). The…

Machine Learning · Computer Science 2025-10-10 Shilong Zong , Alex Bierly , Almuatazbellah Boker , Hoda Eldardiry

Graph neural networks have shown remarkable performance in forecasting stock movements, which arises from learning complex inter-dependencies between stocks and intra-dynamics of stocks. Existing approaches based on graph neural networks…

Computational Engineering, Finance, and Science · Computer Science 2026-03-04 Zhuodong Jiang , Pengju Zhang , Peter Martin

Recurrent neural networks with a gating mechanism such as an LSTM or GRU are powerful tools to model sequential data. In the mechanism, a forget gate, which was introduced to control information flow in a hidden state in the RNN, has…

Machine Learning · Statistics 2021-11-08 Kentaro Ohno , Atsutoshi Kumagai

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

Network performance modeling presents important challenges in modern computer networks due to increasing complexity, scale, and diverse traffic patterns. While traditional approaches like queuing theory and packet-level simulation have…

Networking and Internet Architecture · Computer Science 2024-12-10 Shourya Verma , Simran Kadadi , Swathi Jayaprakash , Arpan Kumar Mahapatra , Ishaan Jain
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