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Recent advances in Explainable AI (XAI) increased the demand for deployment of safe and interpretable AI models in various industry sectors. Despite the latest success of deep neural networks in a variety of domains, understanding the…

Machine Learning · Computer Science 2022-10-04 Timur Sattarov , Dayananda Herurkar , Jörn Hees

In this paper we propose a deep recurrent architecture for the probabilistic modelling of high-frequency market prices, important for the risk management of automated trading systems. Our proposed architecture incorporates probabilistic…

Statistical Finance · Quantitative Finance 2020-04-06 Ye-Sheen Lim , Denise Gorse

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao

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

During crisis events, people often use social media platforms such as Twitter to disseminate information about the situation, warnings, advice, and support. Emergency relief organizations leverage such information to acquire timely crisis…

Computation and Language · Computer Science 2023-10-24 Henry Peng Zou , Yue Zhou , Weizhi Zhang , Cornelia Caragea

Twitter is currently a popular online social media platform which allows users to share their user-generated content. This publicly-generated user data is also crucial to healthcare technologies because the discovered patterns would hugely…

Machine Learning · Computer Science 2021-05-25 Hamad Zogan , Imran Razzak , Shoaib Jameel , Guandong Xu

A framework was developed to address limitations associated with existing techniques for analysing sequences. This work deals with the steps followed to select suitable datasets characterised by discrete irregular sequential patterns. To…

Machine Learning · Computer Science 2021-09-23 Kudakwashe Dandajena , Isabella M. Venter , Mehrdad Ghaziasgar , Reg Dodds

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Statistical Finance · Quantitative Finance 2022-09-27 Chen Zhang

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information…

Social and Information Networks · Computer Science 2019-02-21 Ziniu Hu , Weiqing Liu , Jiang Bian , Xuanzhe Liu , Tie-Yan Liu

The detection of anomalies in real time is paramount to maintain performance and efficiency across a wide range of applications including web services and smart manufacturing. This paper presents a novel algorithm to detect anomalies in…

Signal Processing · Electrical Eng. & Systems 2020-07-22 Caitríona M. Ryan , Andrew Parnell , Catherine Mahoney

We present a new machine learning and text information extraction approach to detection of cyber threat events in Twitter that are novel (previously non-extant) and developing (marked by significance with respect to similarity with a…

Information Retrieval · Computer Science 2019-07-19 Avishek Bose , Vahid Behzadan , Carlos Aguirre , William H. Hsu

Fake news travels at unprecedented speeds, reaches global audiences and puts users and communities at great risk via social media platforms. Deep learning based models show good performance when trained on large amounts of labeled data on…

Information Retrieval · Computer Science 2021-06-28 Yaqing Wang , Fenglong Ma , Haoyu Wang , Kishlay Jha , Jing Gao

The significance of social media has increased manifold in the past few decades as it helps people from even the most remote corners of the world to stay connected. With the advent of technology, digital media has become more relevant and…

Computation and Language · Computer Science 2021-12-14 Sourya Dipta Das , Ayan Basak , Saikat Dutta

In recent days, the amount of Cyber Security text data shared via social media resources mainly Twitter has increased. An accurate analysis of this data can help to develop cyber threat situational awareness framework for a cyber threat.…

Computation and Language · Computer Science 2020-04-02 Simran K , Prathiksha Balakrishna , Vinayakumar R , Soman KP

This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusing on high-frequency EUR/USD trading data. The method…

Machine Learning · Computer Science 2025-04-02 Qiuliuyang Bao , Jiawei Wang , Hao Gong , Yiwei Zhang , Xiaojun Guo , Hanrui Feng

Anomaly detection is a challenging task, particularly in systems with many variables. Anomalies are outliers that statistically differ from the analyzed data and can arise from rare events, malfunctions, or system misuse. This study…

Artificial Intelligence · Computer Science 2023-08-10 Kleyton da Costa

Designing faithful yet accurate AI models is challenging, particularly in the field of individual treatment effect estimation (ITE). ITE prediction models deployed in critical settings such as healthcare should ideally be (i) accurate, and…

Machine Learning · Computer Science 2024-06-04 Yinjun Wu , Mayank Keoliya , Kan Chen , Neelay Velingker , Ziyang Li , Emily J Getzen , Qi Long , Mayur Naik , Ravi B Parikh , Eric Wong

The proliferation of fake news, i.e., news intentionally spread for misinformation, poses a threat to individuals and society. Despite various fact-checking websites such as PolitiFact, robust detection techniques are required to deal with…

Computation and Language · Computer Science 2021-05-20 Bimal Bhattarai , Ole-Christoffer Granmo , Lei Jiao

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

P2P lending presents as an innovative and flexible alternative for conventional lending institutions like banks, where lenders and borrowers directly make transactions and benefit each other without complicated verifications. However, due…

Computers and Society · Computer Science 2017-05-11 Honglun Zhang , Haiyang Wang , Xiaming Chen , Yongkun Wang , Yaohui Jin