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Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…

Machine Learning · Computer Science 2025-12-10 Nader Sadek , Mirette Moawad , Christina Naguib , Mariam Elzahaby

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

The ever-increasing demand to extract temporal correlations across sequential data and perform context-based learning in this era of big data has led to the development of long short-term memory (LSTM) networks. Furthermore, there is an…

Emerging Technologies · Computer Science 2022-04-06 Honey Nikam , Siddharth Satyam , Shubham Sahay

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

Stock price prediction is challenging due to market volatility and its sensitivity to real-time events. While large language models (LLMs) offer new avenues for text-based forecasting, their application in finance is hindered by noisy news…

Artificial Intelligence · Computer Science 2025-12-03 He Wang , Wenyilin Xiao , Songqiao Han , Hailiang Huang

Machine learning is widely used to analyze biological sequence data. Non-sequential models such as SVMs or feed-forward neural networks are often used although they have no natural way of handling sequences of varying length. Recurrent…

Quantitative Methods · Quantitative Biology 2016-03-14 Søren Kaae Sønderby , Casper Kaae Sønderby , Henrik Nielsen , Ole Winther

LSTM or Long Short Term Memory Networks is a specific type of Recurrent Neural Network (RNN) that is very effective in dealing with long sequence data and learning long term dependencies. In this work, we perform sentiment analysis on a GOP…

Computation and Language · Computer Science 2020-05-11 Karthik Gopalakrishnan , Fathi M. Salem

Accurate financial volatility forecasting is crucial but challenged by the non-linear, highly correlated nature of market data. Recently, quantum computing has emerged as a promising paradigm for solving complex high-dimensional sampling…

Machine Learning · Computer Science 2026-05-07 Yixiong Chen

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

Every financial crisis has caused a dual shock to the global economy. The shortage of market liquidity, such as default in debt and bonds, has led to the spread of bankruptcies, such as Lehman Brothers in 2008. Using the data for the ETFs…

Statistical Finance · Quantitative Finance 2024-07-08 Weilin Fu , Zhuoran Li , Yupeng Zhang , Xingyou Zhou

Long short-term memory (LSTM) is a kind of recurrent neural networks (RNN) for sequence and temporal dependency data modeling and its effectiveness has been extensively established. In this work, we propose a hybrid quantum-classical model…

Quantum Physics · Physics 2020-09-04 Samuel Yen-Chi Chen , Shinjae Yoo , Yao-Lung L. Fang

Spatial transformer network has been used in a layered form in conjunction with a convolutional network to enable the model to transform data spatially. In this paper, we propose a combined spatial transformer network (STN) and a Long…

Image and Video Processing · Electrical Eng. & Systems 2019-09-02 Shiyang Feng , Tianyue Chen , Hao Sun

In order to further overcome the difficulties of the existing models in dealing with the non-stationary and nonlinear characteristics of high-frequency financial time series data, especially its weak generalization ability, this paper…

Econometrics · Economics 2021-03-08 Qi Tang , Tongmei Fan , Ruchen Shi , Jingyan Huang , Yidan Ma

Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and…

Machine Learning · Computer Science 2020-08-11 Manie Tadayon , Greg Pottie

We introduce Spatio-Temporal Momentum strategies, a class of models that unify both time-series and cross-sectional momentum strategies by trading assets based on their cross-sectional momentum features over time. While both time-series and…

Portfolio Management · Quantitative Finance 2023-12-08 Wee Ling Tan , Stephen Roberts , Stefan Zohren

Business sentiment analysis (BSA) is one of the significant and popular topics of natural language processing. It is one kind of sentiment analysis techniques for business purposes. Different categories of sentiment analysis techniques like…

Computation and Language · Computer Science 2025-09-04 Md. Jahidul Islam Razin , Md. Abdul Karim , M. F. Mridha , S M Rafiuddin , Tahira Alam

Time series forecasting plays a crucial role in diverse fields, necessitating the development of robust models that can effectively handle complex temporal patterns. In this article, we present a novel feature selection method embedded in…

Machine Learning · Computer Science 2024-01-01 Raquel Espinosa , Fernando Jiménez , José Palma

Long Short-Term Memory (LSTM) is a popular approach to boosting the ability of Recurrent Neural Networks to store longer term temporal information. The capacity of an LSTM network can be increased by widening and adding layers. However,…

Machine Learning · Statistics 2017-12-14 Zhen He , Shaobing Gao , Liang Xiao , Daxue Liu , Hangen He , David Barber

Radiation therapy of thoracic and abdominal tumors requires incorporating the respiratory motion into treatments. To precisely account for the patient respiratory motions and predict the respiratory signals, a generalized model for…

Medical Physics · Physics 2019-05-22 Hui Lin , Chengyu Shi , Brian Wang , Maria F. Chan , Xiaoli Tang , Wei Ji