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Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…

Statistical Finance · Quantitative Finance 2026-04-14 Xiang Ao , Jingxuan Zhang , Xinyu Zhao

The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also…

Machine Learning · Computer Science 2018-05-22 Jieyun Huang , Yunjia Zhang , Jialai Zhang , Xi Zhang

Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…

Machine Learning · Statistics 2020-01-24 Valentina Shumovskaia , Kirill Fedyanin , Ivan Sukharev , Dmitry Berestnev , Maxim Panov

Rule mining on knowledge graphs allows for explainable link prediction. Contrarily, embedding-based methods for link prediction are well known for their generalization capabilities, but their predictions are not interpretable. Several…

Artificial Intelligence · Computer Science 2024-06-17 N'Dah Jean Kouagou , Arif Yilmaz , Michel Dumontier , Axel-Cyrille Ngonga Ngomo

Link prediction is a classical problem in graph analysis with many practical applications. For directed graphs, recently developed deep learning approaches typically analyze node similarities through contrastive learning and aggregate…

Machine Learning · Computer Science 2025-06-26 Yuyang Zhang , Xu Shen , Yu Xie , Ka-Chun Wong , Weidun Xie , Chengbin Peng

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

Machine Learning · Computer Science 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

Recommendation systems, as widely implemented nowadays on various platforms, recommend relevant items to users based on their preferences. The classical methods which rely on user-item interaction matrices has limitations, especially in…

Information Retrieval · Computer Science 2025-01-13 Guangyi Liu , Quanming Yao , Yongqi Zhang , Lei Chen

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

Artificial Intelligence · Computer Science 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

Knowledge tracing---where a machine models the knowledge of a student as they interact with coursework---is a well established problem in computer supported education. Though effectively modeling student knowledge would have high…

Artificial Intelligence · Computer Science 2015-06-22 Chris Piech , Jonathan Spencer , Jonathan Huang , Surya Ganguli , Mehran Sahami , Leonidas Guibas , Jascha Sohl-Dickstein

In this work, we propose and explore Deep Graph Value Network (DeepGV) as a promising method to work around sample complexity in deep reinforcement-learning agents using a message-passing mechanism. The main idea is that the agent should be…

Artificial Intelligence · Computer Science 2021-10-22 Mingxuan Li , Michael L. Littman

The dynamic portfolio construction problem requires dynamic modeling of the joint distribution of multivariate stock returns. To achieve this, we propose a dynamic generative factor model which uses random variable transformation as an…

Portfolio Management · Quantitative Finance 2024-01-18 Chuting Sun , Qi Wu , Xing Yan

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

Lead recommendations for financial products such as funds or ETF is potentially challenging in investment space due to changing market scenarios, and difficulty in capturing financial holder's mindset and their philosophy. Current methods…

General Finance · Quantitative Finance 2022-12-20 Rachna Saxena , Abhijeet Kumar , Mridul Mishra

Learning robot navigation strategies among pedestrian is crucial for domain based applications. Combining perception, planning and prediction allows us to model the interactions between robots and pedestrians, resulting in impressive…

Robotics · Computer Science 2024-02-01 Erwan Escudie , Laetitia Matignon , Jacques Saraydaryan

We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and selling assets. However, the increasing complexity of financial…

Trading and Market Microstructure · Quantitative Finance 2023-07-03 Jiafa He , Cong Zheng , Can Yang

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

Computational Finance · Quantitative Finance 2023-11-21 Gang Hu

Recent advances in personalized recommendation have sparked great interest in the exploitation of rich structured information provided by knowledge graphs. Unlike most existing approaches that only focus on leveraging knowledge graphs for…

Information Retrieval · Computer Science 2019-06-13 Yikun Xian , Zuohui Fu , S. Muthukrishnan , Gerard de Melo , Yongfeng Zhang

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

Emerging economies, particularly the MINT countries (Mexico, Indonesia, Nigeria, and T\"urkiye), are gaining influence in global stock markets, although they remain susceptible to the economic conditions of developed countries like the G7…

Econometrics · Economics 2026-05-26 Nurbanu Bursa

This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news…

Statistical Finance · Quantitative Finance 2017-07-25 Zeya Zhang , Weizheng Chen , Hongfei Yan
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