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Related papers: Convolutional Neural Network(CNN/ConvNet) in Stock…

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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…

Emerging Technologies · Computer Science 2018-08-20 Hengameh Bagherian , Scott Skirlo , Yichen Shen , Huaiyu Meng , Vladimir Ceperic , Marin Soljacic

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…

Computational Engineering, Finance, and Science · Computer Science 2017-12-29 O. B. Sezer , M. Ozbayoglu , E. Dogdu

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…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

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…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer

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,…

Computational Finance · Quantitative Finance 2021-07-02 Wei Dai , Yuan An , Wen Long

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…

Machine Learning · Computer Science 2020-07-27 Kevin Trebing , Siamak Mehrkanoon

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…

Computer Vision and Pattern Recognition · Computer Science 2020-05-25 Chen Wang , Jianfei Yang , Lihua Xie , Junsong Yuan

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).…

Statistical Finance · Quantitative Finance 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh

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…

Machine Learning · Computer Science 2024-03-05 Zinuo You , Zijian Shi , Hongbo Bo , John Cartlidge , Li Zhang , Yan Ge

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…

Machine Learning · Statistics 2018-01-12 Fernando Fernandes Neto

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,…

Machine Learning · Statistics 2018-01-18 Yao Zhang , Woong-Je Sung , Dimitri Mavris

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…

Computation and Language · Computer Science 2014-09-04 Yoon Kim

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…

Signal Processing · Electrical Eng. & Systems 2022-04-29 Vidya Rohini Konanur Sathish , Wai Lok Woo , Edmond S. L. Ho

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…

Statistical Finance · Quantitative Finance 2022-12-13 Zheng Cao , Wenyu Du , Kirill V. Golubnichiy

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…

Computation and Language · Computer Science 2015-03-27 Rie Johnson , Tong Zhang

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…

Machine Learning · Computer Science 2020-12-23 Samuel Yen-Chi Chen , Tzu-Chieh Wei , Chao Zhang , Haiwang Yu , Shinjae Yoo

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…

Computer Vision and Pattern Recognition · Computer Science 2018-11-13 Alexander Schindler , Thomas Lidy , Stephan Karner , Matthias Hecker

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…

Disordered Systems and Neural Networks · Physics 2007-05-23 Filippo Castiglione

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…

Computer Vision and Pattern Recognition · Computer Science 2022-01-20 Nicolas Perez

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
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