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Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

In networks of independent entities that face similar predictive tasks, transfer machine learning enables to re-use and improve neural nets using distributed data sets without the exposure of raw data. As the number of data sets in business…

Machine Learning · Computer Science 2020-03-31 Robin Hirt , Akash Srivastava , Carlos Berg , Niklas Kühl

This study aims to examine the challenges and applications of machine learning for financial research. Machine learning algorithms have been developed for certain data environments which substantially differ from the one we encounter in…

Statistical Finance · Quantitative Finance 2021-03-29 Kristof Lommers , Ouns El Harzli , Jack Kim

Financial market analysis, especially the prediction of movements of stock prices, is a challenging problem. The nature of financial time-series data, being non-stationary and nonlinear, is the main cause of these challenges. Deep learning…

Machine Learning · Computer Science 2021-07-16 Mostafa Shabani , Alexandros Iosifidis

Deep neural networks have shown promising results for various clinical prediction tasks. However, training deep networks such as those based on Recurrent Neural Networks (RNNs) requires large labeled data, significant hyper-parameter tuning…

Machine Learning · Computer Science 2021-03-05 Priyanka Gupta , Pankaj Malhotra , Jyoti Narwariya , Lovekesh Vig , Gautam Shroff

Decision analytics commonly focuses on the text mining of financial news sources in order to provide managerial decision support and to predict stock market movements. Existing predictive frameworks almost exclusively apply traditional…

Machine Learning · Statistics 2018-07-05 Stefan Feuerriegel , Ralph Fehrer

Predicting student performance under varying data distributions is a challenging task. This study proposes a method to improve prediction accuracy by employing transfer learning techniques on the dataset with varying distributions. Using…

Computers and Society · Computer Science 2024-07-19 Yan Zhao

Transfer learning is a popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. It has enjoyed numerous empirical successes and inspired a growing number of theoretical studies.…

Machine Learning · Computer Science 2023-05-23 Haoyang Cao , Haotian Gu , Xin Guo

Financial forecasting is a difficult task due to the intrinsic complexity of the financial system. In the present paper we relate our experience using neural nets as financial time series forecast method. In particular we show that a neural…

Disordered Systems and Neural Networks · Physics 2007-05-23 Filippo Castiglione

Forecasting the volatility of financial assets is essential for various financial applications. This paper addresses the challenging task of forecasting the volatility of financial assets with limited historical data, such as new issues or…

Machine Learning · Computer Science 2025-03-18 Andreas Teller , Uta Pigorsch , Christian Pigorsch

The forecasting of the credit default risk has been an important research field for several decades. Traditionally, logistic regression has been widely recognized as a solution due to its accuracy and interpretability. As a recent trend,…

Computational Finance · Quantitative Finance 2022-09-22 Dangxing Chen , Weicheng Ye , Jiahui Ye

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

Transformer-based models for transfer learning have the potential to achieve high prediction accuracies on text-based supervised learning tasks with relatively few training data instances. These models are thus likely to benefit social…

Computation and Language · Computer Science 2022-09-01 Sandra Wankmüller

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…

Computational Finance · Quantitative Finance 2021-02-03 Pratyush Muthukumar , Jie Zhong

Neural machine translation is known to require large numbers of parallel training sentences, which generally prevent it from excelling on low-resource language pairs. This thesis explores the use of cross-lingual transfer learning on neural…

Computation and Language · Computer Science 2020-01-07 Tom Kocmi

This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents outcomes in the context of popular technical…

Computational Finance · Quantitative Finance 2014-06-05 Christopher S Kirk

Transfer learning has become an essential technique to exploit information from the source domain to boost performance of the target task. Despite the prevalence in high-dimensional data, heterogeneity and heavy tails are insufficiently…

Machine Learning · Statistics 2023-11-07 Jiayu Huang , Mingqiu Wang , Yuanshan Wu

Transfer learning is a vital technique that generalizes models trained for one setting or task to other settings or tasks. For example in speech recognition, an acoustic model trained for one language can be used to recognize speech in…

Computation and Language · Computer Science 2015-11-20 Dong Wang , Thomas Fang Zheng

Sentiment analysis is known as one of the most crucial tasks in the field of natural language processing and Convolutional Neural Network (CNN) is one of those prominent models that is commonly used for this aim. Although convolutional…

Computation and Language · Computer Science 2021-02-24 Hossein Sadr , Mozhdeh Nazari Solimandarabi , Mir Mohsen Pedram , Mohammad Teshnehlab

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang
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