Related papers: Convolutional Neural Network(CNN/ConvNet) in Stock…
Convolutional Neural Networks (CNNs) are a class of Artificial Neural Networks(ANNs) that employ the method of convolving input images with filter-kernels for object recognition and classification purposes. In this paper, we propose a…
In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger…
For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…
Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…
Through in-depth analysis of ultra high frequency (UHF) stock price change data, more reasonable discrete dynamic distribution models are constructed in this paper. Firstly, we classify the price changes into several categories. Then,…
Accurate wind speed forecasting is of great importance for many economic, business and management sectors. This paper introduces a new model based on convolutional neural networks (CNNs) for wind speed prediction tasks. In particular, we…
Convolutional neural networks (CNNs) have enabled the state-of-the-art performance in many computer vision tasks. However, little effort has been devoted to establishing convolution in non-linear space. Existing works mainly leverage on the…
Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…
Forecasting future stock trends remains challenging for academia and industry due to stochastic inter-stock dynamics and hierarchical intra-stock dynamics influencing stock prices. In recent years, graph neural networks have achieved…
The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a…
The adaptability of the convolutional neural network (CNN) technique for aerodynamic meta-modeling tasks is probed in this work. The primary objective is to develop suitable CNN architecture for variable flow conditions and object geometry,…
We report on a series of experiments with convolutional neural networks (CNN) trained on top of pre-trained word vectors for sentence-level classification tasks. We show that a simple CNN with little hyperparameter tuning and static vectors…
Identifying sleep stages and patterns is an essential part of diagnosing and treating sleep disorders. With the advancement of smart technologies, sensor data related to sleeping patterns can be captured easily. In this paper, we propose a…
This paper presents a novel way to apply mathematical finance and machine learning (ML) to forecast stock options prices. Following results from the paper Quasi-Reversibility Method and Neural Network Machine Learning to Solution of…
Convolutional neural network (CNN) is a neural network that can make use of the internal structure of data such as the 2D structure of image data. This paper studies CNN on text categorization to exploit the 1D structure (namely, word…
This work presents a quantum convolutional neural network (QCNN) for the classification of high energy physics events. The proposed model is tested using a simulated dataset from the Deep Underground Neutrino Experiment. The proposed…
We present an empirical study of applying deep Convolutional Neural Networks (CNN) to the task of fashion and apparel image classification to improve meta-data enrichment of e-commerce applications. Five different CNN architectures were…
Financial forecasting is a difficult task due to the intrinsic complexity of the financial system. In the present paper we relate our experience using neural nets as financial time series forecast method. In particular we show that a neural…
A paper published in the CVPR 2019 conference outlines a new technique called 'kervolution' used in a new type of augmented convolutional neural network (CNN) called a 'kervolutional neural network' (KNN). The paper asserts that KNNs…
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…