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Multi-instance learning (MIL) deals with tasks where data is represented by a set of bags and each bag is described by a set of instances. Unlike standard supervised learning, only the bag labels are observed whereas the label for each…

Machine Learning · Computer Science 2021-04-27 Weijia Zhang , Jiuyong Li , Lin Liu

Stock market volatility forecasting is a task relevant to assessing market risk. We investigate the interaction between news and prices for the one-day-ahead volatility prediction using state-of-the-art deep learning approaches. The…

Statistical Finance · Quantitative Finance 2018-12-31 Marcelo Sardelich , Suresh Manandhar

Multiple instance learning (MIL) is concerned with learning from sets (bags) of objects (instances), where the individual instance labels are ambiguous. In this setting, supervised learning cannot be applied directly. Often, specialized MIL…

Machine Learning · Statistics 2014-12-04 Veronika Cheplygina , David M. J. Tax , Marco Loog

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Computational Finance · Quantitative Finance 2018-11-16 Huicheng Liu

The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information;…

Trading and Market Microstructure · Quantitative Finance 2018-07-19 Stefan Feuerriegel , Helmut Prendinger

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

When applying multi-instance learning (MIL) to make predictions for bags of instances, the prediction accuracy of an instance often depends on not only the instance itself but also its context in the corresponding bag. From the viewpoint of…

Computer Vision and Pattern Recognition · Computer Science 2022-04-25 Tiancheng Lin , Hongteng Xu , Canqian Yang , Yi Xu

Multi-instance learning attempts to learn from a training set consisting of labeled bags each containing many unlabeled instances. Previous studies typically treat the instances in the bags as independently and identically distributed.…

Machine Learning · Computer Science 2009-05-13 Zhi-Hua Zhou , Yu-Yin Sun , Yu-Feng Li

In modern financial markets, news plays a critical role in shaping investor sentiment and influencing stock price movements. However, most existing studies aggregate daily news sentiment into a single score, potentially overlooking…

Computational Engineering, Finance, and Science · Computer Science 2025-10-09 Qizhao Chen

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

Multiple instance learning (MIL) is a form of weakly supervised learning where training instances are arranged in sets, called bags, and a label is provided for the entire bag. This formulation is gaining interest because it naturally fits…

Computer Vision and Pattern Recognition · Computer Science 2022-05-10 Marc-André Carbonneau , Veronika Cheplygina , Eric Granger , Ghyslain Gagnon

Multiple Instance Learning (MIL) involves predicting a single label for a bag of instances, given positive or negative labels at bag-level, without accessing to label for each instance in the training phase. Since a positive bag contains…

Machine Learning · Computer Science 2020-09-09 Beomjo Shin , Junsu Cho , Hwanjo Yu , Seungjin Choi

In Multiple Instance Learning (MIL), models are trained using bags of instances, where only a single label is provided for each bag. A bag label is often only determined by a handful of key instances within a bag, making it difficult to…

Machine Learning · Computer Science 2022-03-16 Joseph Early , Christine Evers , Sarvapali Ramchurn

Time series models, typically trained on numerical data, are designed to forecast future values. These models often rely on weighted averaging techniques over time intervals. However, real-world time series data is seldom isolated and is…

Computation and Language · Computer Science 2024-07-08 Litton Jose Kurisinkel , Pruthwik Mishra , Yue Zhang

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Statistical Finance · Quantitative Finance 2023-09-14 Luke Sanborn , Matthew Sahagun

Standard methods and theories in finance can be ill-equipped to capture highly non-linear interactions in financial prediction problems based on large-scale datasets, with deep learning offering a way to gain insights into correlations in…

Computational Finance · Quantitative Finance 2020-04-22 Ben Moews , Gbenga Ibikunle

Multiple Instance Learning (MIL) is a weak supervision learning paradigm that allows modeling of machine learning problems in which labels are available only for groups of examples called bags. A positive bag may contain one or more…

Machine Learning · Computer Science 2019-10-29 Amina Asif , Fayyaz ul Amir Afsar Minhas

To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…

Computational Finance · Quantitative Finance 2024-07-16 Han Gui

The diffusion of financial news into market prices is a complex process, making it challenging to evaluate the connections between news events and market movements. This paper introduces FININ (Financial Interconnected News Influence…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Mengyu Wang , Shay B. Cohen , Tiejun Ma

Multiple Instance Learning (MIL) is a weakly supervised learning problem where the aim is to assign labels to sets or bags of instances, as opposed to traditional supervised learning where each instance is assumed to be independent and…

Machine Learning · Computer Science 2022-02-24 Soumyasundar Pal , Antonios Valkanas , Florence Regol , Mark Coates
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