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This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…

Machine Learning · Computer Science 2023-02-24 Gissel Velarde

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

The application of deep learning to time series forecasting is one of the major challenges in present machine learning. We propose a novel methodology that combines machine learning and image processing methods to define and predict market…

Computational Finance · Quantitative Finance 2020-08-19 Bairui Du , Delmiro Fernandez-Reyes , Paolo Barucca

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…

Machine Learning · Computer Science 2018-12-11 Xin-Yao Qian

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Machine Learning · Computer Science 2019-01-23 Tao Ma

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

Data augmentation methods in combination with deep neural networks have been used extensively in computer vision on classification tasks, achieving great success; however, their use in time series classification is still at an early stage.…

Statistical Finance · Quantitative Finance 2020-10-29 Elizabeth Fons , Paula Dawson , Xiao-jun Zeng , John Keane , Alexandros Iosifidis

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…

Machine Learning · Computer Science 2019-12-02 Omer Berat Sezer , Mehmet Ugur Gudelek , Ahmet Murat Ozbayoglu

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang

As the complexity and dynamism of financial markets continue to grow, traditional financial risk prediction methods increasingly struggle to handle large datasets and intricate behavior patterns. This paper explores the feasibility and…

Machine Learning · Computer Science 2024-12-24 Haowei Yang , Zhan Cheng , Zhaoyang Zhang , Yuanshuai Luo , Shuaishuai Huang , Ao Xiang

This article investigates the use of Machine Learning and Deep Learning models in multivariate time series analysis within financial markets. It compares small and big data approaches, focusing on their distinct challenges and the benefits…

Machine Learning · Computer Science 2025-05-09 Grégory Bournassenko

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

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

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

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…

Machine Learning · Statistics 2021-04-28 Bryan Lim , Stefan Zohren
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