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Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Computational Finance · Quantitative Finance 2022-10-05 Hui Niu , Siyuan Li , Jian Li

Modern multi-access 5G+ networks provide mobile terminals with additional capacity, improving network stability and performance. However, in highly mobile environments such as vehicular networks, supporting multi-access connectivity remains…

Information Theory · Computer Science 2026-03-24 Gregorio Maglione , Veselin Rakocevic , Markus Amend , Touraj Soleymani

The goal of data attribution is to trace model predictions back to training data. Despite a long line of work towards this goal, existing approaches to data attribution tend to force users to choose between computational tractability and…

Machine Learning · Statistics 2023-04-04 Sung Min Park , Kristian Georgiev , Andrew Ilyas , Guillaume Leclerc , Aleksander Madry

Stock recommendation is critical in Fintech applications, which leverage price series and alternative information to estimate future stock performance. Traditional time-series forecasting training often fails to capture stock trends and…

Statistical Finance · Quantitative Finance 2026-01-27 Hao Wang , Jingshu Peng , Yanyan Shen , Xujia Li , Quanqing Xu , Chuanhui Yang , Lei Chen

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Trajectory Representation Learning (TRL) is a powerful tool for spatial-temporal data analysis and management. TRL aims to convert complicated raw trajectories into low-dimensional representation vectors, which can be applied to various…

Machine Learning · Computer Science 2024-03-08 Jiawei Jiang , Dayan Pan , Houxing Ren , Xiaohan Jiang , Chao Li , Jingyuan Wang

Machine learning techniques applied to the problem of financial market forecasting struggle with dynamic regime switching, or underlying correlation and covariance shifts in true (hidden) market variables. Drawing inspiration from the…

Computational Finance · Quantitative Finance 2024-06-25 Raeid Saqur

Nowadays, machine learning methods have been widely used in stock prediction. Traditional approaches assume an identical data distribution, under which a learned model on the training data is fixed and applied directly in the test data.…

Statistical Finance · Quantitative Finance 2020-02-18 Chi Chen , Li Zhao , Wei Cao , Jiang Bian , Chunxiao Xing

Estimating individualized treatment rules (ITRs) is fundamental to precision medicine, where the goal is to tailor treatment decisions to individual patient characteristics. While numerous methods have been developed for ITR estimation,…

Methodology · Statistics 2026-05-15 Eun Jeong Oh , Min Qian

In modern traffic management, one of the most essential yet challenging tasks is accurately and timely predicting traffic. It has been well investigated and examined that deep learning-based Spatio-temporal models have an edge when…

Machine Learning · Computer Science 2023-03-14 Yunjie Huang , Xiaozhuang Song , Yuanshao Zhu , Shiyao Zhang , James J. Q. Yu

Click-through rate (CTR) prediction is one of the fundamental tasks in the industry, especially in e-commerce, social media, and streaming media. It directly impacts website revenues, user satisfaction, and user retention. However,…

Information Retrieval · Computer Science 2024-08-20 Zhiming Yang , Haining Gao , Dehong Gao , Luwei Yang , Libin Yang , Xiaoyan Cai , Wei Ning , Guannan Zhang

We propose a unified framework for adaptive routing in multitask, multimodal prediction settings where data heterogeneity and task interactions vary across samples. Motivated by applications in psychotherapy where structured assessments and…

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

Learning from multiple domains is a primary factor that influences the generalization of a single unified robot system. In this paper, we aim to learn the trajectory prediction model by using broad out-of-domain data to improve its…

Robotics · Computer Science 2025-04-02 Jiange Yang , Haoyi Zhu , Yating Wang , Gangshan Wu , Tong He , Limin Wang

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

Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…

Computational Engineering, Finance, and Science · Computer Science 2026-02-13 Duc Bui , Thanh Nguyen

As the development of cities, traffic congestion becomes an increasingly pressing issue, and traffic prediction is a classic method to relieve that issue. Traffic prediction is one specific application of spatio-temporal prediction…

Machine Learning · Computer Science 2023-11-01 Maoxiang Sun , Weilong Ding , Tianpu Zhang , Zijian Liu , Mengda Xing

Deep reinforcement learning (DRL) is one promising approach to teaching robots to perform complex tasks. Because methods that directly reuse the stored experience data cannot follow the change of the environment in robotic problems with a…

Robotics · Computer Science 2022-01-26 Taisuke Kobayashi

This paper proposes a novel adaptive algorithm for the automated short-term trading of financial instrument. The algorithm adopts a semantic sentiment analysis technique to inspect the Twitter posts and to use them to predict the behaviour…

Social and Information Networks · Computer Science 2018-01-17 Paolo Cremonesi , Chiara Francalanci , Alessandro Poli , Roberto Pagano , Luca Mazzoni , Alberto Maggioni , Mehdi Elahi