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Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…

Statistical Finance · Quantitative Finance 2024-10-29 Yuxin Liu , Jimin Lin , Achintya Gopal

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Machine Learning · Computer Science 2022-05-25 Bohdan M. Pavlyshenko

The stock market has been established since the 13th century, but in the current epoch of time, it is substantially more practicable to anticipate the stock market than it was at any other point in time due to the tools and data that are…

Statistical Finance · Quantitative Finance 2023-10-27 Ryan Chipwanya

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…

Computational Finance · Quantitative Finance 2021-02-03 Pratyush Muthukumar , Jie Zhong

This paper provides an empirical study explores the application of deep learning algorithms-Multilayer Perceptron (MLP), Convolutional Neural Networks (CNN), Long Short-Term Memory (LSTM), and Transformer-in constructing long-short stock…

Statistical Finance · Quantitative Finance 2024-11-26 Junjie Guo

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Machine Learning · Computer Science 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià

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…

Machine Learning · Computer Science 2024-12-11 Jianhua Yao , Yuxin Dong , Jiajing Wang , Bingxing Wang , Hongye Zheng , Honglin Qin

We present a study of deep learning applied to the domain of network traffic data forecasting. This is a very important ingredient for network traffic engineering, e.g., intelligent routing, which can optimize network performance,…

Machine Learning · Computer Science 2019-09-13 Benedikt Pfülb , Christoph Hardegen , Alexander Gepperth , Sebastian Rieger

This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…

Statistical Finance · Quantitative Finance 2023-06-23 David Noel

Current pharmaceutical formulation development still strongly relies on the traditional trial-and-error approach by individual experiences of pharmaceutical scientists, which is laborious, time-consuming and costly. Recently, deep learning…

Machine Learning · Computer Science 2018-12-05 Yilong Yang , Zhuyifan Ye , Yan Su , Qianqian Zhao , Xiaoshan Li , Defang Ouyang

Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…

Computational Engineering, Finance, and Science · Computer Science 2019-06-11 Dat Thanh Tran , Alexandros Iosifidis , Juho Kanniainen , Moncef Gabbouj

The advent of financial technology has witnessed a surge in the utilization of deep learning models to anticipate consumer conduct, a trend that has demonstrated considerable potential in enhancing lending strategies and bolstering market…

Machine Learning · Computer Science 2025-11-25 Shenghan Zhao , Yuzhen Lin , Ximeng Yang , Qiaochu Lu , Haozhong Xue , Gaozhe Jiang

It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…

Computation and Language · Computer Science 2019-02-14 Linyi Yang , Zheng Zhang , Su Xiong , Lirui Wei , James Ng , Lina Xu , Ruihai Dong

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

Computational Finance · Quantitative Finance 2019-12-17 Souradeep Chakraborty

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY…

Statistical Finance · Quantitative Finance 2021-10-12 Sidra Mehtab , Jaydip Sen

This work proposes a supervised multi-channel time-series learning framework for financial stock trading. Although many deep learning models have recently been proposed in this domain, most of them treat the stock trading time-series data…

Computational Finance · Quantitative Finance 2020-11-10 Pooja Gupta , Angshul Majumdar , Emilie Chouzenoux , Giovanni Chierchia

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder