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Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…
This study first reconstructs three deep learning powered stock trading models and their associated strategies that are representative of distinct approaches to the problem and established upon different aspects of the many theories evolved…
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…
Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…
Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…
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…
The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made…
This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…
Events such as the Financial Crisis of 2007-2008 or the COVID-19 pandemic caused significant losses to banks and insurance entities. They also demonstrated the importance of using accurate equity risk models and having a risk management…
Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE.…
Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…
Complex systems often show macroscopic coherent behavior due to the interactions of microscopic agents like molecules, cells, or individuals in a population with their environment. However, simulating such systems poses several…
Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…
Accurate electricity consumption forecasting is essential for demand management and smart grid operations. This paper introduces a unified deep learning framework that integrates cyclical temporal encoding with hybrid LSTM-CNN architectures…
Time series forecasting is crucial for applications like resource scheduling and risk management, where multi-step predictions provide a comprehensive view of future trends. Uncertainty Quantification (UQ) is a mainstream approach for…
Time series forecasting occurs in a range of financial applications providing essential decision-making support to investors, regulatory institutions, and analysts. Unlike multivariate time series from other domains, stock time series…
Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…
Deep neural networks (DNNs) form the cornerstone of modern AI services, supporting a wide range of applications, including autonomous driving, chatbots, and recommendation systems. As models increase in size and complexity, DNN workloads…
The elaborate pavement performance prediction is an important premise of implementing preventive maintenance. Our survey reveals that in practice, the pavement performance is usually measured at segment-level, where an unique performance…
Despite the efficient market hypothesis, many studies suggest the existence of inefficiencies in the stock market leading to the development of techniques to gain above-market returns. Systematic trading has undergone significant advances…