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Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

Inflation prediction guides decisions on interest rates, investments, and wages, playing a key role in economic stability. Yet accurate forecasting is challenging due to dynamic factors and the layered structure of the Consumer Price Index,…

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

Financial forecasting has been an important and active area of machine learning research, as even the most modest advantage in predictive accuracy can be parlayed into significant financial gains. Recent advances in natural language…

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…

Numerical reasoning over hybrid data containing both textual and tabular content (e.g., financial reports) has recently attracted much attention in the NLP community. However, existing question answering (QA) benchmarks over hybrid data…

In the realm of financial analytics, leveraging unstructured data, such as earnings conference calls (ECCs), to forecast stock volatility is a critical challenge that has attracted both academics and investors. While previous studies have…

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

This paper studies forward-looking stock-stock correlation forecasting for S\&P 500 constituents and evaluates whether learned correlation forecasts can improve graph-based clustering used in basket trading strategies. We cast 10-day ahead…

Deep learning methods have demonstrated outstanding performances on classification and regression tasks on homogeneous data types (e.g., image, audio, and text data). However, tabular data still pose a challenge, with classic machine…

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Sophisticated machine learning (ML) models to inform trading in the financial sector create problems of interpretability and risk management. Seemingly robust forecasting models may behave erroneously in out of distribution settings. In…

Inflation is a major determinant for allocation decisions and its forecast is a fundamental aim of governments and central banks. However, forecasting inflation is not a trivial task, as its prediction relies on low frequency, highly…

Accurate load forecasting plays a vital role in numerous sectors, but accurately capturing the complex dynamics of dynamic power systems remains a challenge for traditional statistical models. For these reasons, time-series models (ARIMA)…