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Graph Neural Networks (GNNs) have recently emerged as a robust framework for graph-structured data. They have been applied to many problems such as knowledge graph analysis, social networks recommendation, and even Covid19 detection and…

Software Engineering · Computer Science 2022-01-04 Thanh-Dat Nguyen , Thanh Le-Cong , ThanhVu H. Nguyen , Xuan-Bach D. Le , Quyet-Thang Huynh

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

While convolutional neural networks (CNNs) have recently made great strides in supervised classification of data structured on a grid (e.g. images composed of pixel grids), in several interesting datasets, the relations between features can…

Machine Learning · Computer Science 2018-11-02 Shrey Gadiya , Deepak Anand , Amit Sethi

Unsupervised graph representation learning aims to learn low-dimensional node embeddings without supervision while preserving graph topological structures and node attributive features. Previous graph neural networks (GNN) require a large…

Machine Learning · Computer Science 2020-09-04 Yanqiao Zhu , Yichen Xu , Feng Yu , Shu Wu , Liang Wang

In general, traders test their trading strategies by applying them on the historical market data (backtesting), and then apply to the future trades the strategy that achieved the maximum profit on such past data. In this paper, we propose a…

Trading and Market Microstructure · Quantitative Finance 2022-10-24 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub

Emerging applications such as Deep Learning are often data-driven, thus traditional approaches based on auto-tuners are not performance effective across the wide range of inputs used in practice. In the present paper, we start an…

Machine Learning · Computer Science 2022-12-12 Damiano Perri , Paolo Sylos Labini , Osvaldo Gervasi , Sergio Tasso , Flavio Vella

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

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

Deep convolutional neural networks (DCNN) have enjoyed great successes in many signal processing applications because they can learn complex, non-linear causal relationships from input to output. In this light, DCNNs are well suited for the…

Image and Video Processing · Electrical Eng. & Systems 2018-10-31 Xi Zhang , Xiaolin Wu

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…

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

Automated equipment health monitoring from streaming multisensor time-series data can be used to enable condition-based maintenance, avoid sudden catastrophic failures, and ensure high operational availability. We note that most complex…

Machine Learning · Computer Science 2020-07-01 Jyoti Narwariya , Pankaj Malhotra , Vishnu TV , Lovekesh Vig , Gautam Shroff

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

Link prediction is a fundamental problem in graph data analysis. While most of the literature focuses on transductive link prediction that requires all the graph nodes and majority of links in training, inductive link prediction, which only…

Machine Learning · Computer Science 2021-10-01 Huidong Liang , Junbin Gao

Graph Neural Networks (GNNs) have emerged as transformative tools for modeling complex relational data, offering unprecedented capabilities in tasks like forecasting and optimization. This study investigates the application of GNNs to…

Machine Learning · Computer Science 2025-01-14 Chi-Sheng Chen , Ying-Jung Chen

With the increased penetration of wind energy into the power grid, it has become increasingly important to be able to predict the expected power production for larger wind farms. Deep learning (DL) models can learn complex patterns in the…

Machine Learning · Computer Science 2022-06-07 Lars Ødegaard Bentsen , Narada Dilp Warakagoda , Roy Stenbro , Paal Engelstad

ChatGPT has demonstrated remarkable capabilities across various natural language processing (NLP) tasks. However, its potential for inferring dynamic network structures from temporal textual data, specifically financial news, remains an…

Statistical Finance · Quantitative Finance 2023-09-20 Zihan Chen , Lei Nico Zheng , Cheng Lu , Jialu Yuan , Di Zhu

Leveraging network information for predictive modeling has become widespread in many domains. Within the realm of referral and targeted marketing, influencer detection stands out as an area that could greatly benefit from the incorporation…

Social and Information Networks · Computer Science 2024-09-11 Elena Tiukhova , Emiliano Penaloza , María Óskarsdóttir , Bart Baesens , Monique Snoeck , Cristián Bravo

Traffic forecasting is important for the success of intelligent transportation systems. Deep learning models, including convolution neural networks and recurrent neural networks, have been extensively applied in traffic forecasting problems…

Machine Learning · Computer Science 2022-07-08 Weiwei Jiang , Jiayun Luo

This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to…

Portfolio Management · Quantitative Finance 2018-08-09 XingYu Fu , JinHong Du , YiFeng Guo , MingWen Liu , Tao Dong , XiuWen Duan