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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

Social media platforms contain a great wealth of information which provides opportunities for us to explore hidden patterns or unknown correlations, and understand people's satisfaction with what they are discussing. As one showcase, in…

Information Retrieval · Computer Science 2017-05-24 Zhengkui Wang , Guangdong Bai , Soumyadeb Chowdhury , Quanqing Xu , Zhi Lin Seow

Particle accelerators are complex facilities that produce large amounts of structured data and have clear optimization goals as well as precisely defined control requirements. As such they are naturally amenable to data-driven research…

Accelerator Physics · Physics 2023-03-01 Sichen Li , Andreas Adelmann

The world of business is constantly evolving and staying ahead of the curve requires a deep understanding of market trends and performance. This article addresses this requirement by modeling business trajectories using news articles data.

Information Retrieval · Computer Science 2023-06-21 Muhammad Arslan , Christophe Cruz

Technical analysis (TA) has been used for a long time before the availability of more sophisticated instruments for financial forecasting in order to suggest decisions on the basis of the occurrence of data patterns. Many mathematical and…

Physics and Society · Physics 2012-09-04 G. Rotundo , M. Ausloos

We study the spatio-temporal prediction problem and introduce a novel point-process-based prediction algorithm. Spatio-temporal prediction is extensively studied in Machine Learning literature due to its critical real-life applications such…

Machine Learning · Statistics 2021-03-17 Oguzhan Karaahmetoglu , Suleyman S. Kozat

Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…

Machine Learning · Statistics 2026-02-09 Kayla E. Scharfstein , Arun Kumar Kuchibhotla

Time series are ubiquitous in our data rich world. In what follows I will describe how ideas from dynamical systems and topological data analysis can be combined to gain insights from time-varying data. We will see several applications to…

Algebraic Topology · Mathematics 2018-12-14 Jose A. Perea

With the widespread adoption of process mining in organizations, the field of process science is seeing an increase in the demand for ad-hoc analysis techniques of non-standard event data. An example of such data are uncertain event data:…

Artificial Intelligence · Computer Science 2022-04-11 Marco Pegoraro

The prosperity of services and the frequent interaction between services contribute to the formation of the service ecosystem. Service ecosystem is a complex dynamic system with continuous evolution. Service providers voluntarily or…

Computers and Society · Computer Science 2020-05-07 Mingyi Liu , Zhiying Tu , Xiaofei Xu , Zhongjie Wang

The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…

Computational Finance · Quantitative Finance 2021-04-20 Ekaterina Zolotareva

Increasingly accelerating technology advancement affects and disrupts almost all aspects of human society and civilization at large as we know it. Actually, this has been true since the technology started at the dawn of human society, yet…

Computers and Society · Computer Science 2018-06-11 Viktoras Kabir Veitas , Simon Delaere

Automated machine learning techniques benefited from tremendous research progress in recently. These developments and the continuous-growing demand for machine learning experts led to the development of numerous AutoML tools. However, these…

Machine Learning · Computer Science 2021-06-15 Alexandru-Ionut Imbrea

With the advent of the era of big data, massive information, expert experience, and high-accuracy models bring great opportunities to the information cascade prediction of public emergencies. However, the involvement of specialist knowledge…

Social and Information Networks · Computer Science 2024-05-20 Qi Zhang , Guang Wang , Li Lin , Kaiwen Xia , Shuai Wang

With the rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, the research community has started spending considerable effort in technical analysis of such data. Forecasting is also an…

Statistical Finance · Quantitative Finance 2021-09-03 Jaydip Sen , Tamal Datta Chaudhuri

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Stock market forecasting has been a challenging part for many analysts and researchers. Trend analysis, statistical techniques, and movement indicators have traditionally been used to predict stock price movements, but text extraction has…

Statistical Finance · Quantitative Finance 2023-04-12 Faraz Sasani , Ramin Mousa , Ali Karkehabadi , Samin Dehbashi , Ali Mohammadi

We present online prediction methods for time series that let us explicitly handle nonstationary artifacts (e.g. trend and seasonality) present in most real time series. Specifically, we show that applying appropriate transformations to…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Avleen Bijral , Juan Lavista Ferres

One of the most important problems in modern finance is finding efficient ways to summarize and visualize the stock market data to give individuals or institutions useful information about the market behavior for investment decisions. The…

Databases · Computer Science 2013-11-01 Radhakrishnan B , Shineraj G , Anver Muhammed K. M

This report first provides a brief overview of a number of supervised learning algorithms for regression tasks. Among those are neural networks, regression trees, and the recently introduced Nexting. Nexting has been presented in the…

Machine Learning · Computer Science 2019-03-19 Michael Koller , Johannes Feldmaier , Klaus Diepold