English
Related papers

Related papers: Confronting Machine Learning With Financial Resear…

200 papers

Blockchain technology has rapidly emerged to mainstream attention, while its publicly accessible, heterogeneous, massive-volume, and temporal data are reminiscent of the complex dynamics encountered during the last decade of big data.…

Cryptography and Security · Computer Science 2024-04-30 Poupak Azad , Cuneyt Gurcan Akcora , Arijit Khan

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

With the increase in adoption of machine learning tools by organizations risks of unfairness abound, especially when human decision processes in outcomes of socio-economic importance such as hiring, housing, lending, and admissions are…

Computers and Society · Computer Science 2020-09-11 Lily Morse , Mike H. M. Teodorescu , Yazeed Awwad , Gerald Kane

This review explores machine unlearning (MUL) in recommendation systems, addressing adaptability, personalization, privacy, and bias challenges. Unlike traditional models, MUL dynamically adjusts system knowledge based on shifts in user…

Information Retrieval · Computer Science 2024-01-23 Bhavika Sachdeva , Harshita Rathee , Sristi , Arun Sharma , Witold Wydmański

Materials design and development typically takes several decades from the initial discovery to commercialization with the traditional trial and error development approach. With the accumulation of data from both experimental and…

Materials Science · Physics 2017-07-18 Xiaojiao Yu

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Machine Learning · Computer Science 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià

We discuss the objectives of automation equipped with non-trivial decision making, or creating artificial intelligence, in the financial markets and provide a possible alternative. Intelligence might be an unintended consequence of…

Computers and Society · Computer Science 2019-11-19 Ravi Kashyap

This project investigates the interplay of technical, market, and statistical factors in predicting stock market performance, with a primary focus on S&P 500 companies. Utilizing a comprehensive dataset spanning multiple years, the analysis…

Statistical Finance · Quantitative Finance 2024-12-18 Jiajun Gu , Zichen Yang , Xintong Lin , Sixun Chen , YuTing Lu

In the rapidly growing literature on explanation algorithms, it often remains unclear what precisely these algorithms are for and how they should be used. In this position paper, we argue for a novel and pragmatic perspective: Explainable…

Machine Learning · Computer Science 2025-06-17 Sebastian Bordt , Eric Raidl , Ulrike von Luxburg

This paper surveys the landscape of security and data attacks on machine unlearning, with a focus on financial and e-commerce applications. We discuss key privacy threats such as Membership Inference Attacks and Data Reconstruction Attacks,…

Cryptography and Security · Computer Science 2024-10-02 Carl E. J. Brodzinski

Algorithmic trading relies on extracting meaningful signals from diverse financial data sources, including candlestick charts, order statistics on put and canceled orders, traded volume data, limit order books, and news flow. While deep…

Machine Learning · Computer Science 2025-04-22 Kasymkhan Khubiev , Mikhail Semenov

With the growing processing power of computing systems and the increasing availability of massive datasets, machine learning algorithms have led to major breakthroughs in many different areas. This development has influenced computer…

The current flood of information in all areas of machine learning research, from computer vision to reinforcement learning, has made it difficult to make aggregate scientific inferences. It can be challenging to distill a myriad of similar…

Digital Libraries · Computer Science 2018-12-05 Peter Henderson , Emma Brunskill

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Computers are increasingly used to make decisions that have significant impact in people's lives. Often, these predictions can affect different population subgroups disproportionately. As a result, the issue of fairness has received much…

Although machine learning is widely used in practice, little is known about practitioners' understanding of potential security challenges. In this work, we close this substantial gap and contribute a qualitative study focusing on…

Cryptography and Security · Computer Science 2022-06-30 Lukas Bieringer , Kathrin Grosse , Michael Backes , Battista Biggio , Katharina Krombholz

The breakthrough in Deep Learning neural networks has transformed the use of AI and machine learning technologies for the analysis of very large experimental datasets. These datasets are typically generated by large-scale experimental…

Machine Learning · Computer Science 2021-10-26 Jeyan Thiyagalingam , Mallikarjun Shankar , Geoffrey Fox , Tony Hey

The task of financial analysis primarily encompasses two key areas: stock trend prediction and the corresponding financial question answering. Currently, machine learning and deep learning algorithms (ML&DL) have been widely applied for…

Computation and Language · Computer Science 2024-03-20 Xiang Li , Zhenyu Li , Chen Shi , Yong Xu , Qing Du , Mingkui Tan , Jun Huang , Wei Lin

Federated learning involves training statistical models over remote devices or siloed data centers, such as mobile phones or hospitals, while keeping data localized. Training in heterogeneous and potentially massive networks introduces…

Machine Learning · Computer Science 2020-06-24 Tian Li , Anit Kumar Sahu , Ameet Talwalkar , Virginia Smith