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SARS-CoV2, which causes coronavirus disease (COVID-19) is continuing to spread globally and has become a pandemic. People have lost their lives due to the virus and the lack of counter measures in place. Given the increasing caseload and…

This paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

Computational Finance · Quantitative Finance 2025-05-16 Jaydip Sen , Hetvi Waghela , Sneha Rakshit

Interpreting deep learning time series models is crucial in understanding the model's behavior and learning patterns from raw data for real-time decision-making. However, the complexity inherent in transformer-based time series models poses…

Financial trading is at the forefront of time-series analysis, and has grown hand-in-hand with it. The advent of electronic trading has allowed complex machine learning solutions to enter the field of financial trading. Financial markets…

Machine Learning · Computer Science 2020-10-23 Prakhar Ganesh , Puneet Rakheja

The ongoing COVID-19 pandemic continues to pose significant challenges to global public health, despite the widespread availability of vaccines. Early detection of the disease remains paramount in curbing its transmission and mitigating its…

Machine Learning · Computer Science 2024-12-05 Mohsen Asghari Ilani , Saba Moftakhar Tehran , Ashkan Kavei , Arian Radmehr

Coronavirus disease or COVID-19 is an infectious disease caused by the SARS-CoV-2 virus. The first confirmed case caused by this virus was found at the end of December 2019 in Wuhan City, China. This case then spread throughout the world,…

Machine Learning · Computer Science 2022-07-14 Rizki Ramadhan Fitra , Novanto Yudistira , Wayan Firdaus Mahmudy

Deep learning is an effective approach to solving image recognition problems. People draw intuitive conclusions from trading charts; this study uses the characteristics of deep learning to train computers in imitating this kind of intuition…

Computational Engineering, Finance, and Science · Computer Science 2018-01-10 Yun-Cheng Tsai , Jun-Hao Chen , Jun-Jie Wang

The rapid spread of the novel coronavirus (COVID-19) has severely impacted almost all countries around the world. It not only has caused a tremendous burden on health-care providers to bear, but it has also brought severe impacts on the…

Computers and Society · Computer Science 2020-08-18 Shayan Fazeli , Babak Moatamed , Majid Sarrafzadeh

COVID-19 has been one of the most severe diseases, causing a harsh pandemic all over the world, since December 2019. The aim of this study is to evaluate the value of Long Short-Term Memory (LSTM) Networks in forecasting the total number of…

Machine Learning · Computer Science 2020-09-17 Selahattin Serdar Helli , Çağkan Demirci , Onur Çoban , Andaç Hamamci

The foreign exchange market has taken an important role in the global financial market. While foreign exchange trading brings high-yield opportunities to investors, it also brings certain risks. Since the establishment of the foreign…

Statistical Finance · Quantitative Finance 2021-08-09 Mimansa Rana , Nanxiang Mao , Ming Ao , Xiaohui Wu , Poning Liang , Matloob Khushi

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

Momentum strategies are an important part of alternative investments and are at the heart of commodity trading advisors (CTAs). These strategies have, however, been found to have difficulties adjusting to rapid changes in market conditions,…

Machine Learning · Statistics 2021-12-21 Kieran Wood , Stephen Roberts , Stefan Zohren

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Faezeh Sarlakifar , Mohammadreza Mohammadzadeh Asl , Sajjad Rezvani Khaledi , Armin Salimi-Badr

In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

Trading and Market Microstructure · Quantitative Finance 2021-12-17 Koya Ishikawa , Kazuhide Nakata

Between the years 2020 to 2022, the world was hit by the pandemic of COVID-19 giving rise to an extremely grave situation. The global economy was badly hurt due to the consequences of various intervention strategies (like social distancing,…

Physics and Society · Physics 2023-07-28 Sourav Chowdhury , Suparna Roychowdhury , Indranath Chaudhuri

This study provides a comprehensive time series analysis of daily industry-specific, country-wise CO$_2$ emissions from January 2019 to February 2023. The research focuses on the Power, Industry, Ground Transport, Domestic Aviation, and…

Machine Learning · Computer Science 2023-07-28 Suchetana Sadhukhan , Vivek Kumar Yadav

Mutating variants of COVID-19 have been reported across many US states since 2021. In the fight against COVID-19, it has become imperative to study the heterogeneity in the time-varying transmission rates for each variant in the presence of…

Populations and Evolution · Quantitative Biology 2022-05-17 K. D. Olumoyin , A. Q. M. Khaliq , K. M. Furati

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which…

Computational Finance · Quantitative Finance 2019-11-25 Zihao Zhang , Stefan Zohren , Stephen Roberts

The COVID 19 pandemic and ongoing political and regional conflicts have a highly detrimental impact on the global supply chain, causing significant delays in logistics operations and international shipments. One of the most pressing…

Machine Learning · Computer Science 2023-05-01 Mustafa Can Camur , Sandipp Krishnan Ravi , Shadi Saleh

The COVID-19 pandemic dramatically catalyzed the proliferation of e-shopping. The dramatic growth of e-shopping will undoubtedly cause significant impacts on travel demand. As a result, transportation modeller's ability to model e-shopping…

Econometrics · Economics 2022-09-23 Yicong Liu , Kaili Wang , Patrick Loa , Khandker Nurul Habib
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