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Multiple Instance Learning (MIL) recently provides an appealing way to alleviate the drifting problem in visual tracking. Following the tracking-by-detection framework, an online MILBoost approach is developed that sequentially chooses weak…

Computer Vision and Pattern Recognition · Computer Science 2020-03-18 Jinwu Liu , Yao Lu , Tianfei Zhou

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…

Computation and Language · Computer Science 2020-08-19 Yue Zhou , Kerstin Voigt

Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such as financial news…

Computation and Language · Computer Science 2016-07-08 Joshi Kalyani , Prof. H. N. Bharathi , Prof. Rao Jyothi

Financial market predictions utilize historical data to anticipate future stock prices and market trends. Traditionally, these predictions have focused on the statistical analysis of quantitative factors, such as stock prices, trading…

Statistical Finance · Quantitative Finance 2024-02-13 Zihan Dong , Xinyu Fan , Zhiyuan Peng

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In…

Computational Engineering, Finance, and Science · Computer Science 2019-10-14 Deli Chen , Yanyan Zou , Keiko Harimoto , Ruihan Bao , Xuancheng Ren , Xu Sun

Accurately predicting stock returns is crucial for effective portfolio management. However, existing methods often overlook a fundamental issue in the market, namely, distribution shifts, making them less practical for predicting future…

Computational Engineering, Finance, and Science · Computer Science 2024-09-04 Haiyao Cao , Jinan Zou , Yuhang Liu , Zhen Zhang , Ehsan Abbasnejad , Anton van den Hengel , Javen Qinfeng Shi

Multiple Instance Learning (MIL) is widely used in medical imaging classification to reduce the labeling effort. While only bag labels are available for training, one typically seeks predictions at both bag and instance levels…

Computer Vision and Pattern Recognition · Computer Science 2024-11-19 Francisco M. Castro-Macías , Pablo Morales-Álvarez , Yunan Wu , Rafael Molina , Aggelos K. Katsaggelos

In the supervised learning setting termed Multiple-Instance Learning (MIL), the examples are bags of instances, and the bag label is a function of the labels of its instances. Typically, this function is the Boolean OR. The learner observes…

Machine Learning · Computer Science 2015-03-19 Sivan Sabato , Naftali Tishby

The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

Risk Management · Quantitative Finance 2019-11-19 Yaodong Yang , Alisa Kolesnikova , Stefan Lessmann , Tiejun Ma , Ming-Chien Sung , Johnnie E. V. Johnson

Financial market like the price of stock, share, gold, oil, mutual funds are affected by the news and posts on social media. In this work deep learning based models are proposed to predict the trend of financial market based on NLP analysis…

Computational Engineering, Finance, and Science · Computer Science 2024-03-20 Arijit Das , Tanmoy Nandi , Prasanta Saha , Suman Das , Saronyo Mukherjee , Sudip Kumar Naskar , Diganta Saha

Multiple-instance learning is a subset of weakly supervised learning where labels are applied to sets of instances rather than the instances themselves. Under the standard assumption, a set is positive only there is if at least one instance…

Machine Learning · Computer Science 2021-05-05 Daniel Grahn

While Multiple Instance (MI) data are point patterns -- sets or multi-sets of unordered points -- appropriate statistical point pattern models have not been used in MI learning. This article proposes a framework for model-based MI learning…

Machine Learning · Statistics 2017-08-15 Ba-Ngu Vo , Dinh Phung , Quang N. Tran , Ba-Tuong Vo

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

Multi-instance learning is a type of weakly supervised learning. It deals with tasks where the data is a set of bags and each bag is a set of instances. Only the bag labels are observed whereas the labels for the instances are unknown. An…

Machine Learning · Computer Science 2021-05-05 Weijia Zhang

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

Statistical Finance · Quantitative Finance 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh

We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series. Being able to learn complex patterns from a data rich environment, our approach is useful for a decision making that depends on…

General Economics · Economics 2022-04-15 Jozef Barunik , Lubos Hanus

Volatility is a natural risk measure in finance as it quantifies the variation of stock prices. A frequently considered problem in mathematical finance is to forecast different estimates of volatility. What makes it promising to use deep…

Statistical Finance · Quantitative Finance 2020-09-14 Bernadett Aradi , Gábor Petneházi , József Gáll

In the recent past, there were several works on the prediction of stock price using different methods. Sentiment analysis of news and tweets and relating them to the movement of stock prices have already been explored. But, when we talk…

Computation and Language · Computer Science 2024-12-11 Subhasis Dasgupta , Pratik Satpati , Ishika Choudhary , Jaydip Sen

News events can greatly influence equity markets. In this paper, we are interested in predicting the short-term movement of stock prices after financial news events using only the headlines of the news. To achieve this goal, we introduce a…

Statistical Finance · Quantitative Finance 2021-07-20 Qinkai Chen