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Related papers: Machine learning in weekly movement prediction

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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…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

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.…

Pricing of Securities · Quantitative Finance 2025-08-26 Matej Steinbacher

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…

Quantitative Methods · Quantitative Biology 2021-09-16 Sébastien B. Hausmann , Alessandro Marin Vargas , Alexander Mathis , Mackenzie W. Mathis

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…

Statistical Finance · Quantitative Finance 2021-09-15 Rian Dolphin , Barry Smyth , Yang Xu , Ruihai Dong

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…

Machine Learning · Computer Science 2021-11-15 Donglin Wang , Qiuheng Zhou , Sanket Partani , Anjie Qiu , Hans D. Schotten

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…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

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…

Machine Learning · Computer Science 2024-01-08 G. Tsialiamanis , N. Dervilis , D. J. Wagg , K. Worden

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 · Computer Science 2024-10-22 Balaji Shesharao Ingole , Vishnu Ramineni , Nikhil Bangad , Koushik Kumar Ganeeb , Priyankkumar Patel

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…

Machine Learning · Computer Science 2022-02-01 Alexander Jung

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…

Machine Learning · Computer Science 2022-12-27 Yingyan Zeng , Jiachen T. Wang , Si Chen , Hoang Anh Just , Ran Jin , Ruoxi Jia

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…

Computer Vision and Pattern Recognition · Computer Science 2023-10-13 Marlin Berger , Frederik Cloppenburg , Jens Eufinger , Thomas Gries

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…

Computational Engineering, Finance, and Science · Computer Science 2025-05-23 Yi Hu , Hanchi Ren , Jingjing Deng , Xianghua Xie

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…

Machine Learning · Computer Science 2019-01-23 Tao Ma

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…

General Finance · Quantitative Finance 2022-11-03 Reza Bradrania , Davood Pirayesh Neghab

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…

Artificial Intelligence · Computer Science 2023-02-20 S I Harini , Gautam Shroff , Ashwin Srinivasan , Prayushi Faldu , Lovekesh Vig

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…

Econometrics · Economics 2025-04-24 Yu Jeffrey Hu , Jeroen Rombouts , Ines Wilms

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,…

Computational Engineering, Finance, and Science · Computer Science 2024-01-18 Shiluo Huang , Zheng Liu , Ye Deng , Qing Li

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 · Computer Science 2024-10-30 René Manassé Galekwa , Jean Marie Tshimula , Etienne Gael Tajeuna , Kyamakya Kyandoghere

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…

Machine Learning · Computer Science 2021-01-27 Marc-André Zöller , Marco F. Huber

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…

Statistical Finance · Quantitative Finance 2025-06-10 Austin Pollok