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Regularization is crucial to the success of many practical deep learning models, in particular in a more often than not scenario where there are only a few to a moderate number of accessible training samples. In addition to weight decay,…

Machine Learning · Computer Science 2018-08-07 Che-Wei Huang , Shrikanth S. Narayanan

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer

This paper explores an empirical approach to learn more discriminantive sentence representations in an unsupervised fashion. Leveraging semantic graph smoothing, we enhance sentence embeddings obtained from pretrained models to improve…

Computation and Language · Computer Science 2024-02-21 Chakib Fettal , Lazhar Labiod , Mohamed Nadif

Many researchers have used machine learning models to control artificial hands, walking aids, assistance suits, etc., using the biological signal of electromyography (EMG). The use of such devices requires high classification accuracy of…

Signal Processing · Electrical Eng. & Systems 2022-08-30 Taichi Tanaka , Isao Nambu , Yoshiko Maruyama , Yasuhiro Wada

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

Statistical Finance · Quantitative Finance 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

Label smoothing is a widely used technique in various domains, such as text classification, image classification and speech recognition, known for effectively combating model overfitting. However, there is little fine-grained analysis on…

Computation and Language · Computer Science 2024-02-26 Yijie Gao , Shijing Si , Hua Luo , Haixia Sun , Yugui Zhang

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

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

To reject the Efficient Market Hypothesis a set of 5 technical indicators and 23 fundamental indicators was identified to establish the possibility of generating excess returns on the stock market. Leveraging these data points and various…

Statistical Finance · Quantitative Finance 2021-03-17 Jaideep Singh , Matloob Khushi

Accurate prediction of house price, a vital aspect of the residential real estate sector, is of substantial interest for a wide range of stakeholders. However, predicting house prices is a complex task due to the significant variability…

Machine Learning · Computer Science 2024-09-10 Md Hasebul Hasan , Md Abid Jahan , Mohammed Eunus Ali , Yuan-Fang Li , Timos Sellis

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

This paper presents a framework of imitating the principal investor's behavior for optimal pricing and hedging options. We construct a non-deterministic Markov decision process for modeling stock price change driven by the principal…

Pricing of Securities · Quantitative Finance 2022-01-14 Xin Jin

Understanding the duration of news events' impact on the stock market is crucial for effective time-series forecasting, yet this facet is largely overlooked in current research. This paper addresses this research gap by introducing a novel…

Computation and Language · Computer Science 2024-09-27 Chr-Jr Chiu , Chung-Chi Chen , Hen-Hsen Huang , Hsin-Hsi Chen

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

Social and Information Networks · Computer Science 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu

Decision analytics commonly focuses on the text mining of financial news sources in order to provide managerial decision support and to predict stock market movements. Existing predictive frameworks almost exclusively apply traditional…

Machine Learning · Statistics 2018-07-05 Stefan Feuerriegel , Ralph Fehrer

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

The work herein describes a system for automatic news category and keyphrase labeling, presented in the context of our motivation to improve the speed at which a user can find relevant and interesting content within an aggregation platform.…

Information Retrieval · Computer Science 2018-12-11 Pranav A , Nick Sukiennik , Pan Hui

Traffic prediction is pivotal for rational transportation supply scheduling and allocation. Existing researches into short-term traffic prediction, however, face challenges in adequately addressing exceptional circumstances and integrating…

Computation and Language · Computer Science 2024-05-14 Xiannan Huang

Embedding news articles is a crucial tool for multiple fields, such as media bias detection, identifying fake news, and making news recommendations. However, existing news embedding methods are not optimized to capture the latent context of…

Computation and Language · Computer Science 2026-04-22 Koren Ishlach , Itzhak Ben-David , Michael Fire , Lior Rokach

Quantification of economic uncertainty is a key concept for the prediction of macro economic variables such as gross domestic product (GDP), and it becomes particularly relevant on real-time or short-time predictions methodologies, such as…

Machine Learning · Computer Science 2022-09-13 Hairo U. Miranda Belmonte , Victor Muñiz-Sánchez , Francisco Corona