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Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

Multivariate time series forecasting (MTSF) endeavors to predict future observations given historical data, playing a crucial role in time series data management systems. With advancements in large language models (LLMs), recent studies…

Machine Learning · Computer Science 2025-05-07 Chenxi Liu , Hao Miao , Qianxiong Xu , Shaowen Zhou , Cheng Long , Yan Zhao , Ziyue Li , Rui Zhao

Time-series forecasting has seen significant advancements with the introduction of token prediction mechanisms such as multi-head attention. However, these methods often struggle to achieve the same performance as in language modeling,…

Machine Learning · Computer Science 2024-12-03 Panayiotis Christou , Shichu Chen , Xupeng Chen , Parijat Dube

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

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

Machine Learning · Computer Science 2025-02-14 Luca Butera , Giovanni De Felice , Andrea Cini , Cesare Alippi

Multimodal Large Language Models (MLLMs) have shown immense promise in universal multimodal retrieval, which aims to find relevant items of various modalities for a given query. But their practical application is often hindered by the…

Computer Vision and Pattern Recognition · Computer Science 2026-02-06 Qi Li , Yanzhe Zhao , Yongxin Zhou , Yameng Wang , Yandong Yang , Yuanjia Zhou , Jue Wang , Zuojian Wang , Jinxiang Liu

Recently, deep learning has driven significant advancements in multivariate time series forecasting (MTSF) tasks. However, much of the current research in MTSF tends to evaluate models from a holistic perspective, which obscures the…

Machine Learning · Computer Science 2025-09-23 Shuang Liang , Chaochuan Hou , Xu Yao , Shiping Wang , Minqi Jiang , Songqiao Han , Hailiang Huang

Prediction models are crucial in the stock market as they aid in forecasting future prices and trends, enabling investors to make informed decisions and manage risks more effectively. In the Indian stock market, where volatility is often…

Computational Engineering, Finance, and Science · Computer Science 2025-03-24 Omkar Oak , Rukmini Nazre , Rujuta Budke , Yogita Mahatekar

Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…

Machine Learning · Computer Science 2024-09-05 Hafizh Raihan Kurnia Putra , Novanto Yudistira , Tirana Noor Fatyanosa

Multivariate Time Series Forecasting (MTSF) involves predicting future values of multiple interrelated time series. Recently, deep learning-based MTSF models have gained significant attention for their promising ability to mine semantics…

Machine Learning · Computer Science 2025-06-17 Chengqing Yu , Fei Wang , Chuanguang Yang , Zezhi Shao , Tao Sun , Tangwen Qian , Wei Wei , Zhulin An , Yongjun Xu

Discriminating small moving objects within complex visual environments is a significant challenge for autonomous micro robots that are generally limited in computational power. By exploiting their highly evolved visual systems, flying…

Computer Vision and Pattern Recognition · Computer Science 2021-06-29 Hongxin Wang , Huatian Wang , Jiannan Zhao , Cheng Hu , Jigen Peng , Shigang Yue

Fault diagnosis in multimode processes plays a critical role in ensuring the safe operation of industrial systems across multiple modes. It faces a great challenge yet to be addressed - that is, the significant distributional differences…

Machine Learning · Computer Science 2025-07-24 Guangqiang Li , M. Amine Atoui , Xiangshun Li

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

Merger and Acquisition (M&A) activities play a vital role in market consolidation and restructuring. For acquiring companies, M&A serves as a key investment strategy, with one primary goal being to attain complementarities that enhance…

Statistical Finance · Quantitative Finance 2024-10-21 Dayu Yang

Time series forecasting is an important challenge with significant applications in areas such as weather prediction, stock market analysis, scientific simulations and industrial process analysis. In this work, we introduce LMS-AutoTSF, a…

Machine Learning · Computer Science 2025-01-08 Ibrahim Delibasoglu , Sanjay Chakraborty , Fredrik Heintz

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range…

Machine Learning · Computer Science 2025-08-07 Abdul Monaf Chowdhury , Rabeya Akter , Safaeid Hossain Arib

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

Detecting anomalies has become an increasingly critical function in the financial service industry. Anomaly detection is frequently used in key compliance and risk functions such as financial crime detection fraud and cybersecurity. The…

Machine Learning · Computer Science 2023-12-29 Hongda Shen , Eren Kurshan

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

Computational Finance · Quantitative Finance 2019-12-17 Souradeep Chakraborty

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
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