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Related papers: MambaStock: Selective state space model for stock …

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As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

Statistical Finance · Quantitative Finance 2014-06-04 Sercan Arik , Sukru Burc Eryilmaz , Adam Goldberg

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

Sequential recommendation systems have become a cornerstone of personalized services, adept at modeling the temporal evolution of user preferences by capturing dynamic interaction sequences. Existing approaches predominantly rely on…

Information Retrieval · Computer Science 2025-05-15 Qianru Zhang , Honggang Wen , Wei Yuan , Crystal Chen , Menglin Yang , Siu-Ming Yiu , Hongzhi Yin

For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correctly designed and refined, they can painstakingly and…

Statistical Finance · Quantitative Finance 2021-12-24 Ananda Chatterjee , Hrisav Bhowmick , Jaydip Sen

The Mamba layer offers an efficient selective state space model (SSM) that is highly effective in modeling multiple domains, including NLP, long-range sequence processing, and computer vision. Selective SSMs are viewed as dual models, in…

Machine Learning · Computer Science 2024-04-02 Ameen Ali , Itamar Zimerman , Lior Wolf

The Flexible Job Shop Problem (FJSP) is a well-studied combinatorial optimization problem with extensive applications for manufacturing and production scheduling. It involves assigning jobs to various machines to optimize criteria, such as…

Machine Learning · Computer Science 2026-02-26 Zhi Cao , Cong Zhang , Yaoxin Wu , Yaqing Hou , Hongwei Ge

Selective state space models (SSMs), such as Mamba, highly excel at capturing long-range dependencies in 1D sequential data, while their applications to 2D vision tasks still face challenges. Current visual SSMs often convert images into 1D…

Computer Vision and Pattern Recognition · Computer Science 2025-02-27 Chaodong Xiao , Minghan Li , Zhengqiang Zhang , Deyu Meng , Lei Zhang

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

Irregular and asynchronous event sequences are prevalent in many domains, such as social media, finance, and healthcare. Traditional temporal point processes (TPPs), like Hawkes processes, often struggle to model mutual inhibition and…

Machine Learning · Computer Science 2024-07-09 Anningzhe Gao , Shan Dai , Yan Hu

Long-term forecasting of chaotic systems remains a fundamental challenge due to the intrinsic sensitivity to initial conditions and the complex geometry of strange attractors. Conventional approaches, such as reservoir computing, typically…

Machine Learning · Computer Science 2025-09-29 Chang Liu , Bohao Zhao , Jingtao Ding , Huandong Wang , Yong Li

Multi-step stock index forecasting is vital in finance for informed decision-making. Current forecasting methods on this task frequently produce unsatisfactory results due to the inherent data randomness and instability, thereby…

Machine Learning · Computer Science 2024-02-19 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Probabilistic State Space Models (SSMs) are essential for Reinforcement Learning (RL) from high-dimensional, partial information as they provide concise representations for control. Yet, they lack the computational efficiency of their…

Machine Learning · Computer Science 2024-06-24 Philipp Becker , Niklas Freymuth , Gerhard Neumann

The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and makes the price prediction more accurate than before.…

Computational Finance · Quantitative Finance 2018-05-16 Huiwen Wang , Shan Lu , Jichang Zhao

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

Statistical Finance · Quantitative Finance 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

In recent years, Transformers have become the de-facto architecture for sequence modeling on text and a variety of multi-dimensional data, such as images and video. However, the use of self-attention layers in a Transformer incurs…

Computer Vision and Pattern Recognition · Computer Science 2024-07-16 Shufan Li , Harkanwar Singh , Aditya Grover

A new model for stocks markets using integer values for each stock price is presented. In contrast with previously reported models, the variables used in the model are not of binary type, but of more general integer type. It is shown how…

Condensed Matter · Physics 2007-05-23 Juan R. Sanchez

Mamba, an architecture with RNN-like token mixer of state space model (SSM), was recently introduced to address the quadratic complexity of the attention mechanism and subsequently applied to vision tasks. Nevertheless, the performance of…

Computer Vision and Pattern Recognition · Computer Science 2024-05-21 Weihao Yu , Xinchao Wang

Recently, a novel visual state space (VSS) model, referred to as Mamba, has demonstrated significant progress in modeling long sequences with linear complexity, comparable to Transformer models, thereby enhancing its adaptability for…

Computer Vision and Pattern Recognition · Computer Science 2025-07-23 Tao Wang , Tiecheng Bai , Chao Xu , Bin Liu , Erlei Zhang , Jiyun Huang , Hongming Zhang

The vision-language tracking task aims to perform object tracking based on various modality references. Existing Transformer-based vision-language tracking methods have made remarkable progress by leveraging the global modeling ability of…

Computer Vision and Pattern Recognition · Computer Science 2024-11-26 Xinqi Liu , Li Zhou , Zikun Zhou , Jianqiu Chen , Zhenyu He

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…

General Finance · Quantitative Finance 2023-02-10 Jinan Zou , Qingying Zhao , Yang Jiao , Haiyao Cao , Yanxi Liu , Qingsen Yan , Ehsan Abbasnejad , Lingqiao Liu , Javen Qinfeng Shi
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