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Functions are rich in meaning and can be interpreted in a variety of ways. Neural networks were proven to be capable of approximating a large class of functions[1]. In this paper, we propose a new class of neural networks called "Neural…

Machine Learning · Computer Science 2020-01-16 Firat Tuna

Today, the use of social networking data has attracted a lot of academic and commercial attention in predicting the stock market. In most studies in this area, the sentiment analysis of the content of user posts on social networks is used…

Machine Learning · Computer Science 2021-02-16 Ramin Mousa , Sara Nazari , Ali Karhe Abadi , Reza Shoukhcheshm , Mohammad Niknam Pirzadeh , Leila Safari

This thesis studies how the segmentation results, produced by convolutional neural networks (CNN), is different from each other when applied to small biomedical datasets. We use different architectures, parameters and hyper-parameters,…

Image and Video Processing · Electrical Eng. & Systems 2020-11-04 Vitaly Nikolaev

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

Computational Finance · Quantitative Finance 2020-02-03 Shuaiqiang Liu , Anastasia Borovykh , Lech A. Grzelak , Cornelis W. Oosterlee

This paper provides a unique approach with AI algorithms to predict emerging stock markets volatility. Traditionally, stock volatility is derived from historical volatility,Monte Carlo simulation and implied volatility as well. In this…

Computational Finance · Quantitative Finance 2025-08-27 Zong Ke , Jingyu Xu , Zizhou Zhang , Yu Cheng , Wenjun Wu

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Computational Finance · Quantitative Finance 2022-11-30 Zheng Cao , Raymond Guo , Wenyu Du , Jiayi Gao , Kirill V. Golubnichiy

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

Sentiment analysis is known as one of the most crucial tasks in the field of natural language processing and Convolutional Neural Network (CNN) is one of those prominent models that is commonly used for this aim. Although convolutional…

Computation and Language · Computer Science 2021-02-24 Hossein Sadr , Mozhdeh Nazari Solimandarabi , Mir Mohsen Pedram , Mohammad Teshnehlab

Text classification is a fundamental task in natural language processing (NLP). Several recent studies show the success of deep learning on text processing. Convolutional neural network (CNN), as a popular deep learning model, has shown…

Computation and Language · Computer Science 2023-01-30 Ali Jarrahi , Ramin Mousa , Leila Safari

Convolutional Neural Networks have revolutionized vision applications. There are image domains and representations, however, that cannot be handled by standard CNNs (e.g., spherical images, superpixels). Such data are usually processed…

Computer Vision and Pattern Recognition · Computer Science 2022-07-20 David Hart , Michael Whitney , Bryan Morse

This paper proposes a new algorithm -- Trading Graph Neural Network (TGNN) that can structurally estimate the impact of asset features, dealer features and relationship features on asset prices in trading networks. It combines the strength…

Trading and Market Microstructure · Quantitative Finance 2025-04-11 Xian Wu

Various convolutional neural networks (CNNs) were developed recently that achieved accuracy comparable with that of human beings in computer vision tasks such as image recognition, object detection and tracking, etc. Most of these networks,…

Computer Vision and Pattern Recognition · Computer Science 2019-03-20 Tianchen Wang , Jinjun Xiong , Xiaowei Xu , Yiyu Shi

The field of machine learning has taken a dramatic twist in recent times, with the rise of the Artificial Neural Network (ANN). These biologically inspired computational models are able to far exceed the performance of previous forms of…

Neural and Evolutionary Computing · Computer Science 2015-12-03 Keiron O'Shea , Ryan Nash

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial…

Machine Learning · Computer Science 2024-04-11 Nikola Milosevic

Deep convolutional neural networks (CNNs) have been shown to predict poverty and development indicators from satellite images with surprising accuracy. This paper presents a first attempt at analyzing the CNNs responses in detail and…

Computer Vision and Pattern Recognition · Computer Science 2023-12-04 Hamid Sarmadi , Thorsteinn Rögnvaldsson , Nils Roger Carlsson , Mattias Ohlsson , Ibrahim Wahab , Ola Hall

Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…

General Economics · Economics 2025-02-04 Viet Trinh

Nowadays, deep learning can be employed to a wide ranges of fields including medicine, engineering, etc. In deep learning, Convolutional Neural Network (CNN) is extensively used in the pattern and sequence recognition, video analysis,…

Computer Vision and Pattern Recognition · Computer Science 2019-02-06 Rezoana Bente Arif , Md. Abu Bakr Siddique , Mohammad Mahmudur Rahman Khan , Mahjabin Rahman Oishe

In recent years, there have been quite a few attempts to apply intelligent techniques to financial trading, i.e., constructing automatic and intelligent trading framework based on historical stock price. Due to the unpredictable,…

Statistical Finance · Quantitative Finance 2023-03-17 Keer Yang , Guanqun Zhang , Chuan Bi , Qiang Guan , Hailu Xu , Shuai Xu

We describe the class of convexified convolutional neural networks (CCNNs), which capture the parameter sharing of convolutional neural networks in a convex manner. By representing the nonlinear convolutional filters as vectors in a…

Machine Learning · Computer Science 2016-09-06 Yuchen Zhang , Percy Liang , Martin J. Wainwright