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Related papers: Financial Markets Prediction with Deep Learning

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Building large models with parameter sharing accounts for most of the success of deep convolutional neural networks (CNNs). In this paper, we propose doubly convolutional neural networks (DCNNs), which significantly improve the performance…

Machine Learning · Computer Science 2016-11-01 Shuangfei Zhai , Yu Cheng , Weining Lu , Zhongfei Zhang

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly…

Machine Learning · Computer Science 2022-07-26 Mostafa Shabani , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis

In today's digital age, Convolutional Neural Networks (CNNs), a subset of Deep Learning (DL), are widely used for various computer vision tasks such as image classification, object detection, and image segmentation. There are numerous types…

Machine Learning · Computer Science 2024-02-29 Abolfazl Younesi , Mohsen Ansari , MohammadAmin Fazli , Alireza Ejlali , Muhammad Shafique , Jörg Henkel

This article aims to propose and apply a machine learning method to analyze the direction of returns from Exchange Traded Funds (ETFs) using the historical return data of its components, helping to make investment strategy decisions through…

Computational Finance · Quantitative Finance 2022-06-14 Raphael P. B. Piovezan , Pedro Paulo de Andrade Junior

Deep convolutional neural networks (CNNs) have achieved breakthrough performance in many pattern recognition tasks such as image classification. However, the development of high-quality deep models typically relies on a substantial amount…

Computer Vision and Pattern Recognition · Computer Science 2016-05-05 Mengchen Liu , Jiaxin Shi , Zhen Li , Chongxuan Li , Jun Zhu , Shixia Liu

In this work we describe a Convolutional Neural Network (CNN) to accurately predict the scene illumination. Taking image patches as input, the CNN works in the spatial domain without using hand-crafted features that are employed by most…

Computer Vision and Pattern Recognition · Computer Science 2015-04-20 Simone Bianco , Claudio Cusano , Raimondo Schettini

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum

With multiple components and relations, financial data are often presented as graph data, since it could represent both the individual features and the complicated relations. Due to the complexity and volatility of the financial market, the…

Statistical Finance · Quantitative Finance 2022-04-27 Jianian Wang , Sheng Zhang , Yanghua Xiao , Rui Song

The black-box nature of Convolutional Neural Networks (CNNs) and their reliance on large datasets limit their use in complex domains with limited labeled data. Physics-Guided Neural Networks (PGNNs) have emerged to address these limitations…

Computer Vision and Pattern Recognition · Computer Science 2024-09-04 Kishor Datta Gupta , Marufa Kamal , Rakib Hossain Rifat , Mohd Ariful Haque , Roy George

Directional forecasting in financial markets requires both accuracy and interpretability. Before the advent of deep learning, interpretable approaches based on human-defined patterns were prevalent, but their structural vagueness and scale…

Machine Learning · Computer Science 2025-09-19 Juwon Kim , Hyunwook Lee , Hyotaek Jeon , Seungmin Jin , Sungahn Ko

Bitcoin as a cryptocurrency has been one of the most important digital coins and the first decentralized digital currency. Deep neural networks, on the other hand, has shown promising results recently; however, we require huge amount of…

Statistical Finance · Quantitative Finance 2023-11-14 Parth Daxesh Modi , Kamyar Arshi , Pertami J. Kunz , Abdelhak M. Zoubir

In this paper, we propose deep learning architectures (FNN, CNN and LSTM) to forecast a regression model for time dependent data. These algorithm's are designed to handle Floating Car Data (FCD) historic speeds to predict road traffic data.…

Applications · Statistics 2017-10-24 Thomas Epelbaum , Fabrice Gamboa , Jean-Michel Loubes , Jessica Martin

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

Human motion modeling is a classic problem in computer vision and graphics. Challenges in modeling human motion include high dimensional prediction as well as extremely complicated dynamics.We present a novel approach to human motion…

Computer Vision and Pattern Recognition · Computer Science 2018-05-03 Chen Li , Zhen Zhang , Wee Sun Lee , Gim Hee Lee

Convoulutional Neural Networks (CNNs) exhibit extraordinary performance on a variety of machine learning tasks. However, their mathematical properties and behavior are quite poorly understood. There is some work, in the form of a framework,…

Other Statistics · Statistics 2016-10-30 Jayanth Koushik

Deep Neural Networks (DNNs) have shown unparalleled achievements in numerous applications, reflecting their proficiency in managing vast data sets. Yet, their static structure limits their adaptability in ever-changing environments. This…

Computer Vision and Pattern Recognition · Computer Science 2023-10-03 Yunjie Zhu , Yunhao Chen

In this work, we present a novel background subtraction system that uses a deep Convolutional Neural Network (CNN) to perform the segmentation. With this approach, feature engineering and parameter tuning become unnecessary since the…

Computer Vision and Pattern Recognition · Computer Science 2017-02-07 Mohammadreza Babaee , Duc Tung Dinh , Gerhard Rigoll

This paper presents the development and evaluation of a custom Convolutional Neural Network (CustomCNN) created to study how architectural design choices affect multi-domain image classification tasks. The network uses residual connections,…

Computer Vision and Pattern Recognition · Computer Science 2026-01-06 Shamik Shafkat Avro , Nazira Jesmin Lina , Shahanaz Sharmin

Ride-hailing services are growing rapidly and becoming one of the most disruptive technologies in the transportation realm. Accurate prediction of ride-hailing trip demand not only enables cities to better understand people's activity…

Machine Learning · Computer Science 2019-11-11 Chao Wang , Yi Hou , Matthew Barth
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