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This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…

Statistical Finance · Quantitative Finance 2024-10-08 John Phan , Hung-Fu Chang

This paper introduces Graph Convolutional Recurrent Network (GCRN), a deep learning model able to predict structured sequences of data. Precisely, GCRN is a generalization of classical recurrent neural networks (RNN) to data structured by…

Machine Learning · Statistics 2016-12-23 Youngjoo Seo , Michaël Defferrard , Pierre Vandergheynst , Xavier Bresson

Deep learning-based models have recently outperformed state-of-the-art seasonal forecasting models, such as for predicting El Ni\~no-Southern Oscillation (ENSO). However, current deep learning models are based on convolutional neural…

Traffic classification associates packet streams with known application labels, which is vital for network security and network management. With the rise of NAT, port dynamics, and encrypted traffic, it is increasingly challenging to obtain…

Machine Learning · Computer Science 2021-10-20 Bo Pang , Yongquan Fu , Siyuan Ren , Ye Wang , Qing Liao , Yan Jia

We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among…

Statistical Finance · Quantitative Finance 2020-10-06 Xing Wang , Yijun Wang , Bin Weng , Aleksandr Vinel

Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could…

Statistical Finance · Quantitative Finance 2022-02-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…

Statistical Finance · Quantitative Finance 2023-06-23 David Noel

Convolutional neural networks (CNNs) have achieved superior accuracy in many visual related tasks. However, the inference process through intermediate layers is opaque, making it difficult to interpret such networks or develop trust in…

Computer Vision and Pattern Recognition · Computer Science 2021-10-22 Yael Konforti , Alon Shpigler , Boaz Lernerand Aharon Bar-Hillel

Graph Convolutional Neural Networks (GCNNs) are generalizations of CNNs to graph-structured data, in which convolution is guided by the graph topology. In many cases where graphs are unavailable, existing methods manually construct graphs…

Machine Learning · Computer Science 2019-09-17 Xiang Gao , Wei Hu , Zongming Guo

In recent years, deep neural networks (DNNs) have known an important rise in popularity. However, although they are state-of-the-art in many machine learning challenges, they still suffer from several limitations. For example, DNNs require…

Machine Learning · Computer Science 2021-10-11 Carlos Lassance , Myriam Bontonou , Mounia Hamidouche , Bastien Pasdeloup , Lucas Drumetz , Vincent Gripon

Graph Neural Networks (GNN) have gained significant traction in the forecasting domain, especially for their capacity to simultaneously account for intra-series temporal correlations and inter-series relationships. This paper introduces a…

Machine Learning · Computer Science 2024-05-30 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

We propose a supervised learning approach for predicting an underlying graph from a set of graph signals. Our approach is based on linear regression. In the linear regression model, we predict edge-weights of a graph as the output, given a…

Information Theory · Computer Science 2018-11-06 Arun Venkitaraman , Hermina Petric Maretic , Saikat Chatterjee , Pascal Frossard

Graph Neural Networks (GNNs) are widely used deep learning models that learn meaningful representations from graph-structured data. Due to the finite nature of the underlying recurrent structure, current GNN methods may struggle to capture…

Machine Learning · Computer Science 2021-06-02 Fangda Gu , Heng Chang , Wenwu Zhu , Somayeh Sojoudi , Laurent El Ghaoui

The stock market is characterized by a complex relationship between companies and the market. This study combines a sequential graph structure with attention mechanisms to learn global and local information within temporal time.…

Statistical Finance · Quantitative Finance 2023-01-25 Tzu-Ya Lai , Wen Jung Cheng , Jun-En Ding

Many applications of machine learning require a model to make accurate pre-dictions on test examples that are distributionally different from training ones, while task-specific labels are scarce during training. An effective approach to…

Machine Learning · Computer Science 2020-02-20 Weihua Hu , Bowen Liu , Joseph Gomes , Marinka Zitnik , Percy Liang , Vijay Pande , Jure Leskovec

In the current context of accelerated globalization and digitalization, the complexity and uncertainty of financial markets are increasing, and the identification and prevention of economic risks have become a key link in maintaining the…

Statistical Finance · Quantitative Finance 2024-11-20 Xin Zhang , Zhen Xu , Yue Liu , Mengfang Sun , Tong Zhou , Wenying Sun

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…

This study evaluates the performances of CNN and LSTM for recognizing common charts patterns in a stock historical data. It presents two common patterns, the method used to build the training set, the neural networks architectures and the…

Machine Learning · Computer Science 2018-08-02 Marc Velay , Fabrice Daniel

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis

For the last few years it has been observed that the Deep Neural Networks (DNNs) has achieved an excellent success in image classification, speech recognition. But DNNs are suffer great deal of challenges for time series forecasting because…

Machine Learning · Computer Science 2019-01-09 Samit Bhanja , Abhishek Das
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