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With the development of artificial intelligence technology, quantitative trading systems represented by reinforcement learning have emerged in the stock trading market. The authors combined the deep Q network in reinforcement learning with…

Statistical Finance · Quantitative Finance 2021-12-01 Yizhuo Li , Peng Zhou , Fangyi Li , Xiao Yang

Recently, deep learning methods have made great progress in traffic prediction, but their performance depends on a large amount of historical data. In reality, we may face the data scarcity issue. In this case, deep learning models fail to…

Machine Learning · Computer Science 2022-07-05 Xueyan Yin , Feifan Li , Yanming Shen , Heng Qi , Baocai Yin

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

In this work, we present Transitive Reinforcement Learning (TRL), a new value learning algorithm based on a divide-and-conquer paradigm. TRL is designed for offline goal-conditioned reinforcement learning (GCRL) problems, where the aim is…

Machine Learning · Computer Science 2026-02-24 Seohong Park , Aditya Oberai , Pranav Atreya , Sergey Levine

The inherent capabilities of a language model (LM) and the reasoning strategies it employs jointly determine its performance in reasoning tasks. While test-time scaling is regarded as an effective approach to tackling complex reasoning…

Computation and Language · Computer Science 2025-05-27 Zhihong Pan , Kai Zhang , Yuze Zhao , Yupeng Han

In this paper, a learning-based optimal transportation algorithm for autonomous taxis and ridesharing vehicles is presented. The goal is to design a mechanism to solve the routing problem for multiple autonomous vehicles and multiple…

Optimization and Control · Mathematics 2020-05-06 Salar Rahili , Benjamin Riviere , Soon-Jo Chung

Stock trading has always been a challenging task due to the highly volatile nature of the stock market. Making sound trading decisions to generate profit is particularly difficult under such conditions. To address this, we propose four…

Machine Learning · Computer Science 2025-07-29 Devroop Kar , Zimeng Lyu , Sheeraja Rajakrishnan , Hao Zhang , Alex Ororbia , Travis Desell , Daniel Krutz

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

This research paper aims to investigate the efficacy of decision trees in constructing intraday trading strategies using existing technical indicators for individual equities in the NIFTY50 index. Unlike conventional methods that rely on a…

Statistical Finance · Quantitative Finance 2024-05-24 Prajwal Naga , Dinesh Balivada , Sharath Chandra Nirmala , Poornoday Tiruveedi

Optimization based tracking methods have been widely successful by integrating a target model prediction module, providing effective global reasoning by minimizing an objective function. While this inductive bias integrates valuable domain…

Computer Vision and Pattern Recognition · Computer Science 2022-03-22 Christoph Mayer , Martin Danelljan , Goutam Bhat , Matthieu Paul , Danda Pani Paudel , Fisher Yu , Luc Van Gool

Price Trend Prediction (PTP) based on Limit Order Book (LOB) data is a fundamental challenge in financial markets. Despite advances in deep learning, existing models fail to generalize across different market conditions and assets.…

Statistical Finance · Quantitative Finance 2025-05-09 Leonardo Berti , Gjergji Kasneci

Motion prediction and planning are vital tasks in autonomous driving, and recent efforts have shifted to machine learning-based approaches. The challenges include understanding diverse road topologies, reasoning traffic dynamics over a long…

Robotics · Computer Science 2024-02-29 Qiao Sun , Shiduo Zhang , Danjiao Ma , Jingzhe Shi , Derun Li , Simian Luo , Yu Wang , Ningyi Xu , Guangzhi Cao , Hang Zhao

Path planning is a fundamental problem in road networks, with the goal of finding a path that optimizes objectives such as shortest distance or minimal travel time. Existing methods typically use graph indexing to ensure the efficiency of…

Data Structures and Algorithms · Computer Science 2024-12-10 Hanzhang Chen , Xiangzhi Zhang , Shufeng Gong , Feng Yao , Song Yu , Yanfeng Zhang , Ge Yu

This study addresses the actual behavior of the credit-card fraud detection environment where financial transactions containing sensitive data must not be amassed in an enormous amount to conduct learning. We introduce a new adaptive…

Machine Learning · Computer Science 2021-08-09 Armin Sadreddin , Samira Sadaoui

Constructing valid and informative conformal prediction regions for multi-dimensional outputs remains a fundamental challenge. While conformal prediction provides finite-sample, distribution-free coverage guarantees, its practical…

Machine Learning · Statistics 2026-05-11 Zhenhan Fang , Aixin Tan , Jian Huang

Bayesian Additive Regression Trees (BART) is a tree-based machine learning method that has been successfully applied to regression and classification problems. BART assumes regularisation priors on a set of trees that work as weak learners…

Machine Learning · Statistics 2022-06-07 Estevão B. Prado , Rafael A. Moral , Andrew C. Parnell

Test-time adaptation (TTA) is an effective approach to mitigate performance degradation of trained models when encountering input distribution shifts at test time. However, existing TTA methods often suffer significant performance drops…

Machine Learning · Computer Science 2025-02-06 Minguk Jang , Hye Won Chung

Financial market analysis, especially the prediction of movements of stock prices, is a challenging problem. The nature of financial time-series data, being non-stationary and nonlinear, is the main cause of these challenges. Deep learning…

Machine Learning · Computer Science 2021-07-16 Mostafa Shabani , Alexandros Iosifidis

Motion prediction is crucial for autonomous driving systems to understand complex driving scenarios and make informed decisions. However, this task is challenging due to the diverse behaviors of traffic participants and complex…

Computer Vision and Pattern Recognition · Computer Science 2024-03-12 Shaoshuai Shi , Li Jiang , Dengxin Dai , Bernt Schiele

This paper compares different Transformer model architectures for stock index prediction. While many studies have shown that Transformers perform well in stock price forecasting, few have explored how different structural designs impact…

Computational Engineering, Finance, and Science · Computer Science 2025-04-24 Qizhao Chen