Related papers: Machine learning in weekly movement prediction
Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…
The paper studies intraday price movement of stocks that is considered as an image classification problem. Using a CNN-based model we make a compelling case for the high-level relationship between the first hour of trading and the close.…
The utility of machine learning in understanding the motor system is promising a revolution in how to collect, measure, and analyze data. The field of movement science already elegantly incorporates theory and engineering principles to…
Forecasting stock returns is a challenging problem due to the highly stochastic nature of the market and the vast array of factors and events that can influence trading volume and prices. Nevertheless it has proven to be an attractive…
Nowadays mobile communication is growing fast in the 5G communication industry. With the increasing capacity requirements and requirements for quality of experience, mobility prediction has been widely applied to mobile communication and…
Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…
Machine learning has affected the way in which many phenomena for various domains are modelled, one of these domains being that of structural dynamics. However, because machine-learning algorithms are problem-specific, they often fail to…
The primary aim of this paper is to comprehend, assess, and analyze the role, relevance, and efficiency of machine learning models in predicting heart disease risks using clinical data. While the importance of heart disease risk prediction…
Machine learning (ML) has become a commodity in our every-day lives. We routinely ask ML empowered smartphones to suggest lovely food places or to guide us through a strange place. ML methods have also become standard tools in many fields…
In this work, we propose ModelPred, a framework that helps to understand the impact of changes in training data on a trained model. This is critical for building trust in various stages of a machine learning pipeline: from cleaning…
In manufacturing sectors such as textiles and electronics, manual processes are a fundamental part of production. The analysis and monitoring of the processes is necessary for efficient production design. Traditional methods for analyzing…
Stock price prediction is a critical area of financial forecasting, traditionally approached by training models using the historical price data of individual stocks. While these models effectively capture single-stock patterns, they fail to…
Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…
Changes in market conditions present challenges for investors as they cause performance to deviate from the ranges predicted by long-term averages of means and covariances. The aim of conditional asset allocation strategies is to overcome…
We model short-duration (e.g. day) trading in financial markets as a sequential decision-making problem under uncertainty, with the added complication of continual concept-drift. We, therefore, employ meta reinforcement learning via the RL2…
Machine learning models are widely recognized for their strong performance in forecasting. To keep that performance in streaming data settings, they have to be monitored and frequently re-trained. This can be done with machine learning…
Forecasting the trend of stock prices is an enduring topic at the intersection of finance and computer science. Periodical updates to forecasters have proven effective in handling concept drifts arising from non-stationary markets. However,…
The sports betting industry has experienced rapid growth, driven largely by technological advancements and the proliferation of online platforms. Machine learning (ML) has played a pivotal role in the transformation of this sector by…
Machine learning (ML) has become a vital part in many aspects of our daily life. However, building well performing machine learning applications requires highly specialized data scientists and domain experts. Automated machine learning…
The discrepancy between realized volatility and the market's view of volatility has been known to predict individual equity options at the monthly horizon. It is not clear how this predictability depends on a forecast's ability to predict…