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Sub-new stock price prediction, forecasting the price trends of stocks listed less than one year, is crucial for effective quantitative trading. While deep learning methods have demonstrated effectiveness in predicting old stock prices,…

Computational Engineering, Finance, and Science · Computer Science 2023-08-23 Linghao Wang , Zhen Liu , Peitian Ma , Qianli Ma

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

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

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Machine Learning · Computer Science 2019-01-23 Tao Ma

Stock trend forecasting is a fundamental task of quantitative investment where precise predictions of price trends are indispensable. As an online service, stock data continuously arrive over time. It is practical and efficient to…

Statistical Finance · Quantitative Finance 2024-04-09 Lifan Zhao , Shuming Kong , Yanyan Shen

Meta learning has attracted much attention recently in machine learning community. Contrary to conventional machine learning aiming to learn inherent prediction rules to predict labels for new query data, meta learning aims to learn the…

Machine Learning · Computer Science 2023-07-04 Jun Shu , Deyu Meng , Zongben Xu

This study focuses on forecasting intraday trading volumes, a crucial component for portfolio implementation, especially in high-frequency (HF) trading environments. Given the current scarcity of flexible methods in this area, we employ a…

Computational Finance · Quantitative Finance 2025-05-14 Mihai Cucuringu , Kang Li , Chao Zhang

Multimodal stock trading volume movement prediction with stock-related news is one of the fundamental problems in the financial area. Existing multimodal works that train models from scratch face the problem of lacking universal knowledge…

Computation and Language · Computer Science 2023-09-12 Ruibo Chen , Zhiyuan Zhang , Yi Liu , Ruihan Bao , Keiko Harimoto , Xu Sun

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang

Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…

General Finance · Quantitative Finance 2023-02-10 Jinan Zou , Qingying Zhao , Yang Jiao , Haiyao Cao , Yanxi Liu , Qingsen Yan , Ehsan Abbasnejad , Lingqiao Liu , Javen Qinfeng Shi

Meta learning is a promising technique for solving few-shot fault prediction problems, which have attracted the attention of many researchers in recent years. Existing meta-learning methods for time series prediction, which predominantly…

Machine Learning · Computer Science 2023-11-07 Hai Su , Jiajun Hu , Songsen Yu

As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

Statistical Finance · Quantitative Finance 2014-06-04 Sercan Arik , Sukru Burc Eryilmaz , Adam Goldberg

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In…

Statistical Finance · Quantitative Finance 2019-06-11 Adamantios Ntakaris , Giorgio Mirone , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Meta-learning, or "learning to learn," is a subfield of machine learning where the goal is to develop models and algorithms that can learn from various tasks and improve their learning process over time. Unlike traditional machine learning…

Machine Learning · Computer Science 2024-07-23 Mouad El Bouchattaoui

The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…

Machine Learning · Computer Science 2020-07-22 Abbas Raza Ali , Marcin Budka , Bogdan Gabrys

Stock selection, which aims to predict stock prices and identify the most profitable ones, is a crucial task in finance. While existing methods primarily focus on developing model structures and building graphs for improved selection,…

Computational Engineering, Finance, and Science · Computer Science 2025-06-23 Mengyu Wang , Tiejun Ma , Shay B. Cohen

Trajectory prediction has garnered widespread attention in different fields, such as autonomous driving and robotic navigation. However, due to the significant variations in trajectory patterns across different scenarios, models trained in…

Robotics · Computer Science 2024-02-14 Xiaohe Li , Feilong Huang , Zide Fan , Fangli Mou , Yingyan Hou , Chen Qian , Lijie Wen

We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among…

Statistical Finance · Quantitative Finance 2020-10-06 Xing Wang , Yijun Wang , Bin Weng , Aleksandr Vinel
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