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Stock price prediction is of significant importance in quantitative investment. Existing approaches encounter two primary issues: First, they often overlook the crucial role of capturing short-term stock fluctuations for predicting…

Computational Engineering, Finance, and Science · Computer Science 2024-11-12 Chengqi Dong , Zhiyuan Cao , S Kevin Zhou , Jia Liu

Financial fraud detection in transaction networks involves modeling sparse anomalies, dynamic patterns, and severe class imbalance in the presence of temporal drift in the data. In real-world transaction systems, a suspicious transaction is…

Machine Learning · Computer Science 2026-03-17 Yiming Lei , Qiannan Shen , Junhao Song

We exploit cutting-edge deep learning methodologies to explore the predictability of high-frequency Limit Order Book mid-price changes for a heterogeneous set of stocks traded on the NASDAQ exchange. In so doing, we release `LOBFrame', an…

Trading and Market Microstructure · Quantitative Finance 2024-06-05 Antonio Briola , Silvia Bartolucci , Tomaso Aste

Speculative Decoding (SD) enforces strict distributional equivalence to the target model when accepting candidate tokens. While it maintains the target model's generation quality, this strict equivalence limits the speedup achievable by SD…

Artificial Intelligence · Computer Science 2025-06-04 Maximilian Holsman , Yukun Huang , Bhuwan Dhingra

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Steering a complex system towards a desired outcome is a challenging task. The lack of clarity on the system's exact architecture and the often scarce scientific data upon which to base the operationalisation of the dynamic rules that…

Systems and Control · Computer Science 2016-08-03 Sotiris Moschoyiannis , Nicholas Elia , Alexandra S. Penn , David J. B. Lloyd , Chris Knight

There has been an increasing interest in semi-supervised learning in the recent years because of the great number of datasets with a large number of unlabeled data but only a few labeled samples. Semi-supervised learning algorithms can work…

Machine Learning · Computer Science 2020-03-26 Pedro H. M. Braga , Hansenclever F. Bassani

Data mining is a widely used technology for various real-life applications of data analytics and is important to discover valuable association rules in transaction databases. Interesting itemset mining plays an important role in many…

Databases · Computer Science 2021-03-12 Yanling Cui , Wensheng Gan , Hong Lin , Weimin Zheng

While machine learning models are typically trained to solve prediction problems, we might often want to use them for optimization problems. For example, given a dataset of proteins and their corresponding fluorescence levels, we might want…

Machine Learning · Computer Science 2024-10-18 Jakub Grudzien Kuba , Masatoshi Uehara , Pieter Abbeel , Sergey Levine

Medical image segmentation demands an efficient and robust segmentation algorithm against noise. The conventional fuzzy c-means algorithm is an efficient clustering algorithm that is used in medical image segmentation. But FCM is highly…

Computer Vision and Pattern Recognition · Computer Science 2010-04-13 S. Zulaikha Beevi , M. Mohammed Sathik , K. Senthamaraikannan

We propose a Fourier-based approach for optimization of several clustering algorithms. Mathematically, clusters data can be described by a density function represented by the Dirac mixture distribution. The density function can be smoothed…

Machine Learning · Computer Science 2019-09-24 Soheil Mehrabkhani

Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock returns or realized volatility). These networks are used for…

Statistical Finance · Quantitative Finance 2022-08-09 Kara Karpman , Sumanta Basu , David Easley

Adding to the literature on the data-driven detection of bid-rigging cartels, we propose a novel approach based on deep learning (a subfield of artificial intelligence) that flags cartel participants based on their pairwise bidding…

Machine Learning · Statistics 2021-04-23 Martin Huber , David Imhof

Fuzzy rough set (FRS) has a great effect on data mining processes and the fuzzy logical operators play a key role in the development of FRS theory. In order to further generalize the FRS theory to more complicated data environments, we…

General Mathematics · Mathematics 2022-05-23 Gongao Qi , Bin Yang , Wei Li

In this paper, we propose a new fuzzy clustering algorithm based on the mode-seeking framework. Given a dataset in $\mathbb{R}^d$, we define regions of high density that we call cluster cores. We then consider a random walk on a…

Machine Learning · Statistics 2016-06-23 Thomas Bonis , Steve Oudot

In tis paper we consider approaches for time series forecasting based on deep neural networks and neuro-fuzzy nets. Also, we make short review of researches in forecasting based on various models of ANFIS models. Deep Learning has proven to…

Neural and Evolutionary Computing · Computer Science 2020-11-12 Alexey Averkin , Sergey Yarushev

Clustering mixed data presents numerous challenges inherent to the very heterogeneous nature of the variables. A clustering algorithm should be able, despite of this heterogeneity, to extract discriminant pieces of information from the…

Machine Learning · Computer Science 2022-05-10 Robin Fuchs , Denys Pommeret , Cinzia Viroli

The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The paper describes further the implementation…

Machine Learning · Computer Science 2013-05-14 Uri Kartoun

Computer vision applications are omnipresent nowadays. The current paper explores the use of fuzzy logic in computer vision, stressing its role in handling uncertainty, noise, and imprecision in image data. Fuzzy logic is able to model…

Computer Vision and Pattern Recognition · Computer Science 2025-07-28 Adilet Yerkin , Ayan Igali , Elnara Kadyrgali , Maksat Shagyrov , Malika Ziyada , Muragul Muratbekova , Pakizar Shamoi

High-frequency trading is prevalent, where automated decisions must be made quickly to take advantage of price imbalances and patterns in price action that forecast near-future movements. While many algorithms have been explored and tested,…

Computational Finance · Quantitative Finance 2023-11-07 Koti S. Jaddu , Paul A. Bilokon