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In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical…

Statistical Finance · Quantitative Finance 2021-12-06 Shujian Liao , Jian Chen , Hao Ni

Ordinal regression bridges regression and classification by assigning objects to ordered classes. While human experts rely on discriminative patch-level features for decisions, current approaches are limited by the availability of only…

Computer Vision and Pattern Recognition · Computer Science 2025-05-20 Chunlai Dong , Haochao Ying , Qibo Qiu , Jinhong Wang , Danny Chen , Jian Wu

Financial markets are nonlinear with complexity, where different types of assets are traded between buyers and sellers, each having a view to maximize their Return on Investment (ROI). Forecasting market trends is a challenging task since…

Trading and Market Microstructure · Quantitative Finance 2024-11-22 Sahand Hassanizorgabad

A deep convolutional fuzzy system (DCFS) on a high-dimensional input space is a multi-layer connection of many low-dimensional fuzzy systems, where the input variables to the low-dimensional fuzzy systems are selected through a moving…

Statistical Finance · Quantitative Finance 2019-08-13 Li-Xin Wang

This paper concentrates on the study of the decentralized fuzzy control method for a class of fractional-order interconnected systems with unknown control directions. To overcome the difficulties caused by the multiple unknown control…

Systems and Control · Electrical Eng. & Systems 2020-10-20 Bingyun Liang , Shiqi Zheng , Choon Ki Ahn

This article represents one of the contemporary trends in the application of the latest methods of classification in business, where intense competition and the desire to expand drive this science to far-reaching prospects using the…

Computers and Society · Computer Science 2018-02-13 Ismail Kayali

This study presents an autonomous experimental machine learning protocol for high-frequency trading (HFT) stock price forecasting that involves a dual competitive feature importance mechanism and clustering via shallow neural network…

Statistical Finance · Quantitative Finance 2024-12-30 Adamantios Ntakaris , Gbenga Ibikunle

Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns. However,…

Machine Learning · Computer Science 2021-02-02 Chuheng Zhang , Yuanqi Li , Xi Chen , Yifei Jin , Pingzhong Tang , Jian Li

Data privacy is a major concern in industries such as healthcare or finance. The requirement to safeguard privacy is essential to prevent data breaches and misuse, which can have severe consequences for individuals and organisations.…

Machine Learning · Computer Science 2024-12-18 Jose L Salmeron , Irina Arévalo

Nowadays, financial data analysis is becoming increasingly important in the business market. As companies collect more and more data from daily operations, they expect to extract useful knowledge from existing collected data to help make…

General Finance · Quantitative Finance 2016-09-28 Fan Cai , Nhien-An Le-Khac , Tahar Kechadi

Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

Portfolio Management · Quantitative Finance 2020-12-15 Kentaro Imajo , Kentaro Minami , Katsuya Ito , Kei Nakagawa

Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…

Statistical Finance · Quantitative Finance 2023-04-18 Foued Saâdaoui

High Frequency Trading (HFT) represents an ever growing proportion of all financial transactions as most markets have now switched to electronic order book systems. The main goal of the paper is to propose continuous time equations which…

Trading and Market Microstructure · Quantitative Finance 2013-12-10 Rene Carmona , Kevin Webster

To improve decision-making and planning efficiency in back-end centralized redundant supply chains, this paper proposes a decision model integrating deep learning with intelligent particle swarm optimization. A distributed node deployment…

Machine Learning · Computer Science 2025-11-04 Shiman Zhang , Jinghan Zhou , Zhoufan Yu , Ningai Leng

Forex trading is the largest market in terms of qutantitative trading. Traditionally, traders refer to technical analysis based on the historical data to make decisions and trade. With the development of artificial intelligent, deep…

Statistical Finance · Quantitative Finance 2021-07-30 Yunze Li , Yanan Xie , Chen Yu , Fangxing Yu , Bo Jiang , Matloob Khushi

In the complex landscape of multivariate time series forecasting, achieving both accuracy and interpretability remains a significant challenge. This paper introduces the Fuzzy Transformer (Fuzzformer), a novel recurrent neural network…

Artificial Intelligence · Computer Science 2025-10-02 Miha Ožbot , Igor Škrjanc , Vitomir Štruc

This study leverages the data representation capability of fuzzy based membership-mappings for practical secure distributed deep learning using fully homomorphic encryption. The impracticality issue of secure machine (deep) learning with…

Machine Learning · Computer Science 2022-04-13 Mohit Kumar , Weiping Zhang , Lukas Fischer , Bernhard Freudenthaler

The introduction of electronic trading platforms effectively changed the organisation of traditional systemic trading from quote-driven markets into order-driven markets. Its convenience led to an exponentially increasing amount of…

Machine Learning · Computer Science 2021-12-21 Yanqing Ma , Carmine Ventre , Maria Polukarov

This essay is about a neural implementation of the fuzzy cognitive map, the FHM, and corresponding evaluations. Firstly, a neural net has been designed to behave the same way that an FCM does; as inputs it accepts many fuzzy cognitive maps…

Neural and Evolutionary Computing · Computer Science 2026-03-09 Alexis Kafantaris

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan