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Predicting future direction of stock markets using the historical data has been a fundamental component in financial forecasting. This historical data contains the information of a stock in each specific time span, such as the opening,…

Statistical Finance · Quantitative Finance 2023-01-25 Christopher Wimmer , Navid Rekabsaz

Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross…

Computational Engineering, Finance, and Science · Computer Science 2015-03-10 Mike Wu

Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied…

Machine Learning · Computer Science 2018-10-23 Ehsan Hoseinzade , Saman Haratizadeh

Image classification is one of the most important areas in computer vision. Hierarchical multi-label classification applies when a multi-class image classification problem is arranged into smaller ones based upon a hierarchy or taxonomy.…

Computer Vision and Pattern Recognition · Computer Science 2022-09-14 Khondaker Tasrif Noor , Antonio Robles-Kelly , Brano Kusy

Machine learning has become a powerful tool for solving problems in various engineering and science areas, including the area of communication systems. This paper presents the use of capsule networks for classification of digitally…

Signal Processing · Electrical Eng. & Systems 2023-07-07 James A. Latshaw , Dimitrie C. Popescu , John A. Snoap , Chad M. Spooner

Stock price prediction has been the focus of a large amount of research but an acceptable solution has so far escaped academics. Recent advances in deep learning have motivated researchers to apply neural networks to stock prediction. In…

Statistical Finance · Quantitative Finance 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Graph classification is a significant problem in many scientific domains. It addresses tasks such as the classification of proteins and chemical compounds into categories according to their functions, or chemical and structural properties.…

Machine Learning · Computer Science 2019-02-25 Marcelo Daniel Gutierrez Mallea , Peter Meltzer , Peter J Bentley

Convolutional neural networks use pooling and other downscaling operations to maintain translational invariance for detection of features, but in their architecture they do not explicitly maintain a representation of the locations of the…

Computer Vision and Pattern Recognition · Computer Science 2021-03-16 Prem Nair , Rohan Doshi , Stefan Keselj

Newsletters and social networks can reflect the opinion about the market and specific stocks from the perspective of analysts and the general public on products and/or services provided by a company. Therefore, sentiment analysis of these…

Computation and Language · Computer Science 2021-12-28 Elvys Linhares Pontes , Mohamed Benjannet

Capsule networks are a recently developed class of neural networks that potentially address some of the deficiencies with traditional convolutional neural networks. By replacing the standard scalar activations with vectors, and by…

Machine Learning · Computer Science 2020-01-30 Arjun Punjabi , Jonas Schmid , Aggelos K. Katsaggelos

Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such as financial news…

Computation and Language · Computer Science 2016-07-08 Joshi Kalyani , Prof. H. N. Bharathi , Prof. Rao Jyothi

Initial weighting is significant in deep neural networks because the random selection of weights produces different outputs and increases the probability of overfitting and underfitting. On the other hand, vector-based approaches to extract…

Image and Video Processing · Electrical Eng. & Systems 2024-02-07 Elham Sadeghnezhad , Sajjad Salem

Recent works have shown that social media platforms are able to influence the trends of stock price movements. However, existing works have majorly focused on the U.S. stock market and lacked attention to certain emerging countries such as…

Computational Engineering, Finance, and Science · Computer Science 2018-01-03 Xi Zhang , Jiawei Shi , Di Wang , Binxing Fang

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

A key component to the success of deep learning is the availability of massive amounts of training data. Building and annotating large datasets for solving medical image classification problems is today a bottleneck for many applications.…

Computer Vision and Pattern Recognition · Computer Science 2019-02-05 Amelia Jiménez-Sánchez , Shadi Albarqouni , Diana Mateus

In this work, we present our findings and experiments for stock-market prediction using various textual sentiment analysis tools, such as mood analysis and event extraction, as well as prediction models, such as LSTMs and specific…

Computation and Language · Computer Science 2018-01-22 Jordan Prosky , Xingyou Song , Andrew Tan , Michael Zhao

In this paper, we are going to develop a natural language processing model to help us to predict stocks in the long term. The whole network includes two modules. The first module is a natural language processing model which seeks out…

Artificial Intelligence · Computer Science 2021-12-22 Tuo Sun , Wanrong Zheng , Shufan Yu , Mengxun Li , Jiarui Ou

In this work we use Recurrent Neural Networks and Multilayer Perceptrons to predict NYSE, NASDAQ and AMEX stock prices from historical data. We experiment with different architectures and compare data normalization techniques. Then, we…

Statistical Finance · Quantitative Finance 2019-08-30 Kerda Varaku

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

Financial news contains useful information on public companies and the market. In this paper we apply the popular word embedding methods and deep neural networks to leverage financial news to predict stock price movements in the market.…

Computational Engineering, Finance, and Science · Computer Science 2015-06-25 Yangtuo Peng , Hui Jiang