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Related papers: Deep Video Prediction for Time Series Forecasting

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This paper presents a comprehensive framework for time series prediction using a hybrid model that combines ARIMA and LSTM. The model incorporates feature engineering techniques, including embedding and PCA, to transform raw data into a…

Machine Learning · Computer Science 2025-02-12 Chang Liu , Chengcheng Ma , XuanQi Zhou

Video prediction is a challenging computer vision task that has a wide range of applications. In this work, we present a new family of Transformer-based models for video prediction. Firstly, an efficient local spatial-temporal separation…

Computer Vision and Pattern Recognition · Computer Science 2022-12-13 Xi Ye , Guillaume-Alexandre Bilodeau

This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…

Statistical Finance · Quantitative Finance 2023-06-23 David Noel

In this paper, we tackle the problem of video alignment, the process of matching the frames of a pair of videos containing similar actions. The main challenge in video alignment is that accurate correspondence should be established despite…

Computer Vision and Pattern Recognition · Computer Science 2024-09-09 Niloufar Fakhfour , Mohammad ShahverdiKondori , Sajjad Hashembeiki , Mohammadjavad Norouzi , Hoda Mohammadzade

A comparative analysis of deep learning models and traditional statistical methods for stock price prediction uses data from the Nigerian stock exchange. Historical data, including daily prices and trading volumes, are employed to implement…

Statistical Finance · Quantitative Finance 2024-10-11 Opeyemi Sheu Alamu , Md Kamrul Siam

The ability to predict future outcomes conditioned on observed video frames is crucial for intelligent decision-making in autonomous systems. Recently, deep recurrent architectures have been applied to the task of video prediction. However,…

Computer Vision and Pattern Recognition · Computer Science 2021-10-13 Malte Mosbach , Sven Behnke

The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

Risk Management · Quantitative Finance 2019-11-19 Yaodong Yang , Alisa Kolesnikova , Stefan Lessmann , Tiejun Ma , Ming-Chien Sung , Johnnie E. V. Johnson

This study analyzes the transmission of market uncertainty on key European financial markets and the cryptocurrency market over an extended period, encompassing the pre, during, and post-pandemic periods. Daily financial market indices and…

Statistical Finance · Quantitative Finance 2023-07-26 Apostolos Ampountolas

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in…

Machine Learning · Statistics 2020-07-21 Xixi Li , Yanfei Kang , Feng Li

We present a novel deep learning architecture for probabilistic future prediction from video. We predict the future semantics, geometry and motion of complex real-world urban scenes and use this representation to control an autonomous…

Computer Vision and Pattern Recognition · Computer Science 2020-07-20 Anthony Hu , Fergal Cotter , Nikhil Mohan , Corina Gurau , Alex Kendall

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Consistent alpha generation, i.e., maintaining an edge over the market, underpins the ability of asset traders to reliably generate profits. Technical indicators and trading strategies are commonly used tools to determine when to…

Artificial Intelligence · Computer Science 2021-06-15 Yapeng Jasper Hu , Ralph van Gurp , Ashay Somai , Hugo Kooijman , Jan S. Rellermeyer

We present a representation learning framework for financial time series forecasting. One challenge of using deep learning models for finance forecasting is the shortage of available training data when using small datasets. Direct trend…

Machine Learning · Computer Science 2021-05-10 Hanwei Wu , Ather Gattami , Markus Flierl

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

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

Time series forecasting is crucial in several sectors, such as meteorology, retail, healthcare, and finance. Accurately forecasting future trends and patterns is crucial for strategic planning and making well-informed decisions. In this…

Machine Learning · Computer Science 2024-11-19 Nitin Sagar Boyeena , Begari Susheel Kumar

This paper is about predicting the movement of stock consist of S&P 500 index. Historically there are many approaches have been tried using various methods to predict the stock movement and being used in the market currently for algorithm…

Computer Vision and Pattern Recognition · Computer Science 2026-05-01 Rahul Gupta

Demand forecasting in the online fashion industry is particularly amendable to global, data-driven forecasting models because of the industry's set of particular challenges. These include the volume of data, the irregularity, the high…

Video prediction aims to generate realistic future frames by learning dynamic visual patterns. One fundamental challenge is to deal with future uncertainty: How should a model behave when there are multiple correct, equally probable future?…

Computer Vision and Pattern Recognition · Computer Science 2018-07-10 Yunseok Jang , Gunhee Kim , Yale Song

Accurate demand forecasting in the retail industry is a critical determinant of financial performance and supply chain efficiency. As global markets become increasingly interconnected, businesses are turning towards advanced prediction…

Machine Learning · Computer Science 2023-08-24 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah