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We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as…

Computational Finance · Quantitative Finance 2020-01-24 Zihao Zhang , Stefan Zohren , Stephen Roberts

Prediction of the stable crystal structure for multinary (ternary or higher) compounds with unexplored compositions demands fast and accurate evaluation of free energies in exploring the vast configurational space. The machine-learning…

Computational Physics · Physics 2021-01-04 Changho Hong , Jeong Min Choi , Wonseok Jeong , Sungwoo Kang , Suyeon Ju , Kyeongpung Lee , Jisu Jung , Yong Youn , Seungwu Han

Molecular Dynamics (MD) simulations are vital for exploring complex systems in computational physics and chemistry. While machine learning methods dramatically reduce computational costs relative to ab initio methods, their accuracy in…

Materials Science · Physics 2025-07-18 Ivan Žugec , Tin Hadži Veljković , Maite Alducin , J. Iñaki Juaristi

The majority of studies in the field of AI guided financial trading focus on purely applying machine learning algorithms to continuous historical price and technical analysis data. However, due to non-stationary and high volatile nature of…

Statistical Finance · Quantitative Finance 2021-02-03 Ling Qi , Matloob Khushi , Josiah Poon

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…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

Machine Learning · Computer Science 2025-08-05 Md Zahidul Islam , Md Shafiqur Rahman , Md Sumsuzoha , Babul Sarker , Md Rafiqul Islam , Mahfuz Alam , Sanjib Kumar Shil

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

Deep neural networks (DNNs) can be useful within the marine robotics field, but their utility value is restricted by their black-box nature. Explainable artificial intelligence methods attempt to understand how such black-boxes make their…

Robotics · Computer Science 2022-03-02 Vilde B. Gjærum , Inga Strümke , Ole Andreas Alsos , Anastasios M. Lekkas

Volatility is a natural risk measure in finance as it quantifies the variation of stock prices. A frequently considered problem in mathematical finance is to forecast different estimates of volatility. What makes it promising to use deep…

Statistical Finance · Quantitative Finance 2020-09-14 Bernadett Aradi , Gábor Petneházi , József Gáll

The non-fungible token (NFT) is an emergent type of cryptocurrency that has garnered extensive attention since its inception. The uniqueness, indivisibility and humanistic value of NFTs are the key characteristics that distinguish them from…

Computers and Society · Computer Science 2023-01-10 Yixiang Tan , Zhiying Wu , Jieli Liu , Jiajing Wu , Zibin Zheng , Ting Chen

Making consistently profitable financial decisions in a continuously evolving and volatile stock market has always been a difficult task. Professionals from different disciplines have developed foundational theories to anticipate price…

Machine Learning · Computer Science 2025-11-11 Ruoyu Guo , Haochen Qiu , Xuelun Hou

Deep learning models operating in the complex domain are used due to their rich representation capacity. However, most of these models are either restricted to the first quadrant of the complex plane or project the complex-valued data into…

Computer Vision and Pattern Recognition · Computer Science 2022-12-15 Aniruddh Sikdar , Sumanth Udupa , Suresh Sundaram

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

Deep Reinforcement Learning (Deep RL) has been explored for a number of applications in finance and stock trading. In this paper, we present a practical implementation of Deep RL for trading natural gas futures contracts. The Sharpe Ratio…

Trading and Market Microstructure · Quantitative Finance 2023-09-12 Yuanrong Wang , Yinsen Miao , Alexander CY Wong , Nikita P Granger , Christian Michler

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…

Machine Learning · Computer Science 2024-12-03 Yuxin Fan , Zhuohuan Hu , Lei Fu , Yu Cheng , Liyang Wang , Yuxiang Wang

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

General Finance · Quantitative Finance 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

Deep learning is revolutionizing weather forecasting, with new data-driven models achieving accuracy on par with operational physical models for medium-term predictions. However, these models often lack interpretability, making their…

Machine Learning · Computer Science 2024-09-11 David Millard , Arielle Carr , Stéphane Gaudreault

The application of deep learning to non-stationary temporal datasets can lead to overfitted models that underperform under regime changes. In this work, we propose a modular machine learning pipeline for ranking predictions on temporal…

Computational Finance · Quantitative Finance 2023-08-11 Thomas Wong , Mauricio Barahona

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

Computational Finance · Quantitative Finance 2025-03-31 Anindya Sarkar , G. Vadivu

This work is a rigorous development of a complete and general-purpose deep learning framework from the ground up. The fundamental components of deep learning - automatic differentiation and gradient methods of optimizing multivariable…

Mathematical Software · Computer Science 2020-11-18 Andrei Nicolae