Related papers: Critical comparisons on deep learning approaches f…
Several approaches have been proposed to forecast day-ahead locational marginal price (daLMP) in deregulated energy markets. The rise of deep learning has motivated its use in energy price forecasts but most deep learning approaches fail to…
In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…
Recommendation systems are an integral part of Artificial Intelligence (AI) and have become increasingly important in the growing age of commercialization in AI. Deep learning (DL) techniques for recommendation systems (RS) provide powerful…
Neural networks are powerful tools for classification and regression in static environments. This paper describes a technique for creating an ensemble of neural networks that adapts dynamically to changing conditions. The model separates…
Deep learning approaches require collection of data on many different input features or variables for accurate model training and prediction. Since data collection on input features could be costly, it is crucial to reduce the cost by…
For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may…
Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers. This study focuses on developing a predictive model leveraging Long Short-Term…
Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…
Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…
Forex trading is the largest market in terms of qutantitative trading. Traditionally, traders refer to technical analysis based on the historical data to make decisions and trade. With the development of artificial intelligent, deep…
Deep-learning techniques have been successfully used for time-series forecasting and have often shown superior performance on many standard benchmark datasets as compared to traditional techniques. Here we present a comprehensive and…
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…
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…
Researchers have proposed a variety of predictive business process monitoring (PBPM) techniques aiming to predict future process behaviour during the process execution. Especially, techniques for the next activity prediction anticipate…
This paper proposes a novel deep reinforcement learning (RL) architecture, called Value Prediction Network (VPN), which integrates model-free and model-based RL methods into a single neural network. In contrast to typical model-based RL…
In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin…
Options have provided a field of much study because of the complexity involved in pricing them. The Black-Scholes equations were developed to price options but they are only valid for European styled options. There is added complexity when…
Predictive process monitoring concerns itself with the prediction of ongoing cases in (business) processes. Prediction tasks typically focus on remaining time, outcome, next event or full case suffix prediction. Various methods using…
We explore various neural network architectures for modeling the dynamics of the cryptocurrency market. Traditional linear models often fall short in accurately capturing the unique and complex dynamics of this market. In contrast, Deep…
With the boom of e-commerce and web applications, recommender systems have become an important part of our daily lives, providing personalized recommendations based on the user's preferences. Although deep neural networks (DNNs) have made…