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Meta-learning, or learning-to-learn, seeks to design algorithms that can utilize previous experience to rapidly learn new skills or adapt to new environments. Representation learning -- a key tool for performing meta-learning -- learns a…

Machine Learning · Computer Science 2022-01-04 Nilesh Tripuraneni , Chi Jin , Michael I. Jordan

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

Computational Engineering, Finance, and Science · Computer Science 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent

Neural network pretraining is gaining attention due to its outstanding performance in natural language processing applications. However, pretraining usually leverages predefined task sequences to learn general linguistic clues. The lack of…

Computation and Language · Computer Science 2021-06-08 Hongyin Luo , Shuyan Dong , Yung-Sung Chuang , Shang-Wen Li

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

This paper contributes a new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future. The key novelty is that we propose to employ adversarial…

Trading and Market Microstructure · Quantitative Finance 2019-06-04 Fuli Feng , Huimin Chen , Xiangnan He , Ji Ding , Maosong Sun , Tat-Seng Chua

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Optimization and Control · Mathematics 2023-12-19 Negin Bagherpour

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable market rules from large amounts of market data. However,…

Trading and Market Microstructure · Quantitative Finance 2020-12-21 Katsuya Ito , Kentaro Minami , Kentaro Imajo , Kei Nakagawa

Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly…

Machine Learning · Computer Science 2022-07-26 Mostafa Shabani , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang

This paper presents an innovative online portfolio selection model, situated within a meta-learning framework, that leverages a mixture policies strategy. The core idea is to simulate a fund that employs multiple fund managers, each skilled…

Optimization and Control · Mathematics 2025-05-13 Jiayu Shen , Jia Liu , Zhiping Chen

Transfer-learning and meta-learning are two effective methods to apply knowledge learned from large data sources to new tasks. In few-class, few-shot target task settings (i.e. when there are only a few classes and training examples…

Machine Learning · Computer Science 2019-02-11 Amir Erfan Eshratifar , Mohammad Saeed Abrishami , David Eigen , Massoud Pedram

This paper presents a meta-learning based, automatic distribution system load forecasting model selection framework. The framework includes the following processes: feature extraction, candidate model labeling, offline training, and online…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Yiyan Li , Si Zhang , Rongxing Hu , Ning Lu

Standard meta-learning for representation learning aims to find a common representation to be shared across multiple tasks. The effectiveness of these methods is often limited when the nuances of the tasks' distribution cannot be captured…

Machine Learning · Computer Science 2021-03-31 Giulia Denevi , Massimiliano Pontil , Carlo Ciliberto

Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different…

Statistical Finance · Quantitative Finance 2021-08-26 Liang Zhao , Wei Li , Ruihan Bao , Keiko Harimoto , YunfangWu , Xu Sun

Nowadays, machine learning methods have been widely used in stock prediction. Traditional approaches assume an identical data distribution, under which a learned model on the training data is fixed and applied directly in the test data.…

Statistical Finance · Quantitative Finance 2020-02-18 Chi Chen , Li Zhao , Wei Cao , Jiang Bian , Chunxiao Xing

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

Traditional knowledge distillation in classification problems transfers the knowledge via class correlations in the soft label produced by teacher models, which are not available in regression problems like stock trading volume prediction.…

Trading and Market Microstructure · Quantitative Finance 2022-08-16 Lei Li , Zhiyuan Zhang , Ruihan Bao , Keiko Harimoto , Xu Sun