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Stock market prediction has been an active area of research for a considerable period. Arrival of computing, followed by Machine Learning has upgraded the speed of research as well as opened new avenues. As part of this research study, we…

Application of fuzzy support vector machine in stock price forecast. Support vector machine is a new type of machine learning method proposed in 1990s. It can deal with classification and regression problems very successfully. Due to the…

Machine Learning · Statistics 2018-01-03 Shuheng Wang , Guohao Li , Yifan Bao

We tackle the challenge of feature embedding for the purposes of improving the click-through rate prediction process. We select three models: logistic regression, factorization machines and deep factorization machines, as our baselines and…

Machine Learning · Computer Science 2022-09-21 Samo Pahor , Davorin Kopič , Jure Demšar

Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its benefits may be lessened in sparse settings due to weak predictors, and a pre-estimation dimension reduction (targeting)…

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

Statistical Finance · Quantitative Finance 2023-03-17 Shima Nabiee , Nader Bagherzadeh

In this work, we build a series of machine learning models to predict the price of a product given its image, and visualize the features that result in higher or lower price predictions. We collect two novel datasets of product images and…

Computer Vision and Pattern Recognition · Computer Science 2018-10-19 Richard R. Yang , Steven Chen , Edward Chou

This paper studies macroeconomic forecasting and variable selection using a folded-concave penalized regression with a very large number of predictors. The penalized regression approach leads to sparse estimates of the regression…

Applications · Statistics 2017-03-07 Yoshimasa Uematsu , Shinya Tanaka

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

In recent fast-paced financial markets, investors constantly seek ways to gain an edge and make informed decisions. Although achieving perfect accuracy in stock price predictions remains elusive, artificial intelligence (AI) advancements…

Statistical Finance · Quantitative Finance 2024-11-12 Jue Xiao , Tingting Deng , Shuochen Bi

Effective stock price forecasting (estimating future prices) and prediction (estimating future price changes) are pivotal for investors, regulatory agencies, and policymakers. These tasks enable informed decision-making, risk management,…

Computational Engineering, Finance, and Science · Computer Science 2025-04-25 Zhuohang Zhu , Haodong Chen , Qiang Qu , Xiaoming Chen , Vera Chung

This work is concerned with autoregressive prediction of turning points in financial price sequences. Such turning points are critical local extrema points along a series, which mark the start of new swings. Predicting the future time of…

Machine Learning · Computer Science 2012-09-25 Ran El-Yaniv , Alexandra Faynburd

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

Machine Learning · Computer Science 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren

Accurately predicting short-term stock price movement remains a challenging task due to the market's inherent volatility and sensitivity to investor sentiment. This paper discusses a deep learning framework that integrates emotion features…

Machine Learning · Computer Science 2025-10-07 An Vuong , Susan Gauch

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Machine Learning · Computer Science 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár

Predictive models are often used for real-time decision making. However, typical machine learning techniques ignore feature evaluation cost, and focus solely on the accuracy of the machine learning models obtained utilizing all the features…

Machine Learning · Computer Science 2014-08-19 Leilani Battle , Edward Benson , Aditya Parameswaran , Eugene Wu

Data augmentation methods in combination with deep neural networks have been used extensively in computer vision on classification tasks, achieving great success; however, their use in time series classification is still at an early stage.…

Statistical Finance · Quantitative Finance 2020-10-29 Elizabeth Fons , Paula Dawson , Xiao-jun Zeng , John Keane , Alexandros Iosifidis

In the current stock market, computer science and technology are more and more widely used to analyse stocks. Not same as most related machine learning stock price prediction work, this work study the predicting the tendency of the stock…

Statistical Finance · Quantitative Finance 2022-07-25 Fengyu Han , Yue Wang

Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time…

Statistical Finance · Quantitative Finance 2023-02-23 Zhuangwei Shi , Yang Hu , Guangliang Mo , Jian Wu

Credit ratings are one of the primary keys that reflect the level of riskiness and reliability of corporations to meet their financial obligations. Rating agencies tend to take extended periods of time to provide new ratings and update…

Risk Management · Quantitative Finance 2020-07-15 Parisa Golbayani , Ionuţ Florescu , Rupak Chatterjee