English
Related papers

Related papers: Uncertainty Aware Trader-Company Method: Interpret…

200 papers

Motion prediction of surrounding vehicles is one of the most important tasks handled by a self-driving vehicle, and represents a critical step in the autonomous system necessary to ensure safety for all the involved traffic actors. Recently…

Robotics · Computer Science 2020-06-16 Sai Yalamanchi , Tzu-Kuo Huang , Galen Clark Haynes , Nemanja Djuric

The potential of machine learning to automate and control nonlinear, complex systems is well established. These same techniques have always presented potential for use in the investment arena, specifically for the managing of equity…

Portfolio Management · Quantitative Finance 2011-10-18 Evan Hurwitz , Tshilidzi Marwala

Detecting opportunities and threats from massive text data is a challenging task for most. Traditionally, companies would rely mainly on structured data to detect and predict risks, losing a huge amount of information that could be…

Computation and Language · Computer Science 2022-11-24 Hasna Najmi , Mounia Mikram , Maryem Rhanoui , Siham Yousfi

This paper introduces a novel methodology for index return forecasting, blending highly correlated stock prices, advanced deep learning techniques, and intricate factor integration. Departing from conventional cap-weighted approaches, our…

General Finance · Quantitative Finance 2024-05-06 Tian Tian , Ricky Cooper , Jiahao Deng , Qingquan Zhang

Predicting the turnover of a company in the ever fluctuating Stock market has always proved to be a precarious situation and most certainly a difficult task in hand. Data mining is a well-known sphere of Computer Science that aims on…

Machine Learning · Computer Science 2015-08-04 D. S. Shashaank , V. Sruthi , M. L. S Vijayalakshimi , Jacob Shomona Garcia

Clustering uncertain data has emerged as a challenging task in uncertain data management and mining. Thanks to a computational complexity advantage over other clustering paradigms, partitional clustering has been particularly studied and a…

Databases · Computer Science 2012-03-30 Francesco Gullo , Andrea Tagarelli

This study seeks to advance the understanding and prediction of stock market return uncertainty through the application of advanced deep learning techniques. We introduce a novel deep learning model that utilizes a Gaussian mixture…

Risk Management · Quantitative Finance 2025-03-11 Yanlong Wang , Jian Xu , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Forecasting the trend of stock prices is an enduring topic at the intersection of finance and computer science. Periodical updates to forecasters have proven effective in handling concept drifts arising from non-stationary markets. However,…

Computational Engineering, Finance, and Science · Computer Science 2024-01-18 Shiluo Huang , Zheng Liu , Ye Deng , Qing Li

Uncertainty quantification (UQ) is important to machine learning (ML) force fields to assess the level of confidence during prediction, as ML models are not inherently physical and can therefore yield catastrophically incorrect predictions.…

Chemical Physics · Physics 2022-11-22 Yuge Hu , Joseph Musielewicz , Zachary Ulissi , Andrew J. Medford

Accurate forecasting of Bitcoin (BTC) has always been a challenge because decentralized markets are non-linear, highly volatile, and have temporal irregularities. Existing deep learning models often struggle with interpretability and…

Machine Learning · Computer Science 2026-02-16 Raiz Ud Din , Saddam Hussain Khan

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Stock price prediction is a critical area of financial forecasting, traditionally approached by training models using the historical price data of individual stocks. While these models effectively capture single-stock patterns, they fail to…

Computational Engineering, Finance, and Science · Computer Science 2025-05-23 Yi Hu , Hanchi Ren , Jingjing Deng , Xianghua Xie

Tsetlin Machines (TMs) have emerged as a compelling alternative to conventional deep learning methods, offering notable advantages such as smaller memory footprint, faster inference, fault-tolerant properties, and interpretability. Although…

Machine Learning · Computer Science 2024-11-14 K. Darshana Abeyrathna , Sara El Mekkaoui , Andreas Hafver , Christian Agrell

Large Language Models (LLMs) have shown remarkable performance across a wide range of downstream tasks. However, it is challenging for users to discern whether the responses of LLM are generated with certainty or are fabricated to meet user…

Artificial Intelligence · Computer Science 2025-01-14 Hsiu-Yuan Huang , Zichen Wu , Yutong Yang , Junzhao Zhang , Yunfang Wu

The importance of uncertainty quantification is increasingly recognized in the diverse field of machine learning. Accurately assessing model prediction uncertainty can help provide deeper understanding and confidence for researchers and…

Machine Learning · Computer Science 2024-12-03 Tianyi Chen , Yingzhou Lu , Nan Hao , Yuanyuan Zhang , Capucine Van Rechem , Jintai Chen , Tianfan Fu

Uncertainty pervades through the modern robotic autonomy stack, with nearly every component (e.g., sensors, detection, classification, tracking, behavior prediction) producing continuous or discrete probabilistic distributions. Trajectory…

Robotics · Computer Science 2022-07-13 Boris Ivanovic , Yifeng Lin , Shubham Shrivastava , Punarjay Chakravarty , Marco Pavone

We propose a simple yet effective solution to tackle the often-competing goals of fairness and utility in classification tasks. While fairness ensures that the model's predictions are unbiased and do not discriminate against any particular…

Machine Learning · Computer Science 2023-08-16 Anique Tahir , Lu Cheng , Huan Liu

Transformer-based trackers have achieved promising success and become the dominant tracking paradigm due to their accuracy and efficiency. Despite the substantial progress, most of the existing approaches tackle object tracking as a…

Computer Vision and Pattern Recognition · Computer Science 2025-04-18 Siyuan Yao , Yang Guo , Yanyang Yan , Wenqi Ren , Xiaochun Cao

Stock market forecasting has been a challenging part for many analysts and researchers. Trend analysis, statistical techniques, and movement indicators have traditionally been used to predict stock price movements, but text extraction has…

Statistical Finance · Quantitative Finance 2023-04-12 Faraz Sasani , Ramin Mousa , Ali Karkehabadi , Samin Dehbashi , Ali Mohammadi

This paper explores the application of Machine Learning techniques for pricing high-dimensional options within the framework of the Uncertain Volatility Model (UVM). The UVM is a robust framework that accounts for the inherent…

Computational Finance · Quantitative Finance 2025-06-06 Ludovic Goudenege , Andrea Molent , Antonino Zanette