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Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…

Statistical Finance · Quantitative Finance 2026-04-14 Xiang Ao , Jingxuan Zhang , Xinyu Zhao

Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually require both graph networks (e.g., GCN) and temporal…

Machine Learning · Computer Science 2023-11-13 Kun Yi , Qi Zhang , Wei Fan , Hui He , Liang Hu , Pengyang Wang , Ning An , Longbing Cao , Zhendong Niu

This paper presents an advanced Federated Learning (FL) framework for forecasting complex spatiotemporal data, improving upon recent state-of-the-art models. In the proposed approach, the original Gated Recurrent Unit (GRU) module within…

Machine Learning · Computer Science 2025-10-02 Thien Pham , Angelo Furno , Faïcel Chamroukhi , Latifa Oukhellou

Financial time series forecasting faces a fundamental challenge: predicting optimal asset allocations requires understanding regime-dependent correlation structures that transform during crisis periods. Existing graph-based spatio-temporal…

Machine Learning · Computer Science 2025-10-27 Zan Li , Rui Fan

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

Artificial Intelligence · Computer Science 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

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

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

Modeling the sequential information of image sequences has been a vital step of various vision tasks and convolutional long short-term memory (ConvLSTM) has demonstrated its superb performance in such spatiotemporal problems. Nevertheless,…

Computer Vision and Pattern Recognition · Computer Science 2019-02-27 Bin Kong , Xin Wang , Junjie Bai , Yi Lu , Feng Gao , Kunlin Cao , Qi Song , Shaoting Zhang , Siwei Lyu , Youbing Yin

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

Statistical Finance · Quantitative Finance 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima

With the volatile and complex nature of financial data influenced by external factors, forecasting the stock market is challenging. Traditional models such as ARIMA and GARCH perform well with linear data but struggle with non-linear…

Machine Learning · Computer Science 2025-01-30 Prashant Pilla , Raji Mekonen

Skeleton-based action recognition is an important task that requires the adequate understanding of movement characteristics of a human action from the given skeleton sequence. Recent studies have shown that exploring spatial and temporal…

Computer Vision and Pattern Recognition · Computer Science 2019-04-01 Chenyang Si , Wentao Chen , Wei Wang , Liang Wang , Tieniu Tan

The recent advancement of deep learning architectures, neural networks, and the combination of abundant financial data and powerful computers are transforming finance, leading us to develop an advanced method for predicting future stock…

Machine Learning · Computer Science 2024-06-06 Bivas Dinda

An essential task in predictive maintenance is the prediction of the Remaining Useful Life (RUL) through the analysis of multivariate time series. Using the sliding window method, Convolutional Neural Network (CNN) and conventional…

Machine Learning · Computer Science 2020-08-11 Yexu Zhou , Yuting Gao , Yiran Huang , Michael Hefenbrock , Till Riedel , Michael Beigl

Spatial-temporal network traffic forecasting is a challenging task due to the complex spatial relationships and dynamic temporal patterns present in each node. Traditional regression methods are not directly applicable to such graph data.…

Information Retrieval · Computer Science 2026-05-12 Jinming Xing , Guoheng Sun , Hui Sun , Linchao Pan , Shakir Mahmood , Xuanhao Luo , Muhammad Shahzad

Cross-series dependencies are crucial in obtaining accurate forecasts when forecasting a multivariate time series. Simultaneous Graphical Dynamic Linear Models (SGDLMs) are Bayesian models that elegantly capture cross-series dependencies.…

Statistical Finance · Quantitative Finance 2023-07-18 Nelson Kyakutwika , Bruce Bartlett

Supply chain network data is a valuable asset for businesses wishing to understand their ethical profile, security of supply, and efficiency. Possession of a dataset alone however is not a sufficient enabler of actionable decisions due to…

Machine Learning · Computer Science 2021-07-23 Ajmal Aziz , Edward Elson Kosasih , Ryan-Rhys Griffiths , Alexandra Brintrup

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

Trend-following strategies underpin many systematic trading approaches yet struggle under nonstationary and nonlinear market regimes. We propose an LSTM-based framework to forecast next-day trend differences ($\Delta_t$) for the top 30 S\&P…

Trading and Market Microstructure · Quantitative Finance 2026-03-17 Harris Buchanan , Eric Benhamou

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