Related papers: Time Series Stock Price Forecasting Based on Genet…
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.…
The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…
Predictive business process monitoring methods exploit logs of completed cases of a process in order to make predictions about running cases thereof. Existing methods in this space are tailor-made for specific prediction tasks. Moreover,…
Our research aims to find the best model that uses companies projections and sector performances and how the given company fares accordingly to correctly predict equity share prices for both short and long term goals.
Predicting trends in stock market prices has been an area of interest for researchers for many years due to its complex and dynamic nature. Intrinsic volatility in stock market across the globe makes the task of prediction challenging.…
This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…
We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…
Large models have shown unprecedented capabilities in natural language processing, image generation, and most recently, time series forecasting. This leads us to ask the question: treating market prices as a time series, can large models be…
Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…
Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods…
The intention of this research is to study and design an automated agriculture commodity price prediction system with novel machine learning techniques. Due to the increasing large amounts historical data of agricultural commodity prices…
With neural networks having demonstrated their versatility and benefits, the need for their optimal performance is as prevalent as ever. A defining characteristic, hyperparameters, can greatly affect its performance. Thus engineers go…
This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices…
A population of committees of agents that learn by using neural networks is implemented to simulate the stock market. Each committee of agents, which is regarded as a player in a game, is optimised by continually adapting the architecture…
In order to solve the problems such as difficult to extract effective features and low accuracy of sales volume prediction caused by complex relationships such as market sales volume in time series prediction, we proposed a time series…
The beginning of 2021 saw a surge in volatility for certain stocks such as GameStop company stock (Ticker GME under NYSE). GameStop stock increased around 10 fold from its decade-long average to its peak at \$485. In this paper, we…
In this paper, a method of prediction on continuous time series variables from the production or flow -- an LSTM algorithm based on multivariate tuning -- is proposed. The algorithm improves the traditional LSTM algorithm and converts the…
The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…
This paper proposes a novel approach to hedging portfolios of risky assets when financial markets are affected by financial turmoils. We introduce a completely novel approach to diversification activity not on the level of single assets but…
Radiation therapy of thoracic and abdominal tumors requires incorporating the respiratory motion into treatments. To precisely account for the patient respiratory motions and predict the respiratory signals, a generalized model for…