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Given their flexibility and encouraging performance, deep-learning models are becoming standard for motion prediction in autonomous driving. However, with great flexibility comes a lack of interpretability and possible violations of…

Robotics · Computer Science 2023-04-25 Theodor Westny , Joel Oskarsson , Björn Olofsson , Erik Frisk

More and more stock trading strategies are constructed using deep reinforcement learning (DRL) algorithms, but DRL methods originally widely used in the gaming community are not directly adaptable to financial data with low signal-to-noise…

Computational Finance · Quantitative Finance 2023-07-27 Jie Zou , Jiashu Lou , Baohua Wang , Sixue Liu

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

Financial market forecasting is inherently uncertain, yet most deep learning approaches rely on point predictions that provide only single-value estimates without quantifying uncertainty. Such predictions are insufficient for risk-aware…

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao

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

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

Stock prices are influenced over time by underlying macroeconomic factors. Jumping out of the box of conventional assumptions about the unpredictability of the market noise, we modeled the changes of stock prices over time through the…

General Finance · Quantitative Finance 2020-03-26 Yang Chen , Emerson Li

Complex spatial dependencies in transportation networks make traffic prediction extremely challenging. Much existing work is devoted to learning dynamic graph structures among sensors, and the strategy of mining spatial dependencies from…

Machine Learning · Computer Science 2023-12-20 Yujie Li , Zezhi Shao , Yongjun Xu , Qiang Qiu , Zhaogang Cao , Fei Wang

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

The Deep Convolutional Neural Networks (CNNs) have obtained a great success for pattern recognition, such as recognizing the texts in images. But existing CNNs based frameworks still have several drawbacks: 1) the traditaional pooling…

Computer Vision and Pattern Recognition · Computer Science 2020-01-20 Zhao Zhang , Zemin Tang , Zheng Zhang , Yang Wang , Jie Qin , Meng Wang

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

Predicting the evolution of systems that exhibit spatio-temporal dynamics in response to external stimuli is a key enabling technology fostering scientific innovation. Traditional equations-based approaches leverage first principles to…

Machine Learning · Computer Science 2023-05-02 Francesco Regazzoni , Stefano Pagani , Matteo Salvador , Luca Dede' , Alfio Quarteroni

The prediction of stock prices is an important task in economics, investment and making financial decisions. This has, for decades, spurred the interest of many researchers to make focused contributions to the design of accurate stock price…

Statistical Finance · Quantitative Finance 2020-06-08 Bradley J. Pillay , Absalom E. Ezugwu

We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified…

Machine Learning · Computer Science 2014-07-03 Felix Ming Fai Wong , Zhenming Liu , Mung Chiang

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Financial markets are an intriguing place that offer investors the potential to gain large profits if timed correctly. Unfortunately, the dynamic, non-linear nature of financial markets makes it extremely hard to predict future price…

Machine Learning · Computer Science 2023-05-09 Daniel Boyle , Jugal Kalita

Ensuring reliable and predictable communications is one of the main goals in modern industrial systems that rely on Wi-Fi networks, especially in scenarios where continuity of operation and low latency are required. In these contexts, the…

Networking and Internet Architecture · Computer Science 2025-12-02 Gabriele Formis , Amanda Ericson , Stefan Forsstrom , Kyi Thar , Gianluca Cena , Stefano Scanzio

Subject motion in whole-body dynamic PET introduces inter-frame mismatch and seriously impacts parametric imaging. Traditional non-rigid registration methods are generally computationally intense and time-consuming. Deep learning approaches…

Image and Video Processing · Electrical Eng. & Systems 2022-06-29 Xueqi Guo , Bo Zhou , David Pigg , Bruce Spottiswoode , Michael E. Casey , Chi Liu , Nicha C. Dvornek
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