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Sentiment analysis (SA) is a process of identifying the emotional tone or polarity within a given text and aims to uncover the user's complex emotions and inner feelings. While sentiment analysis has been extensively studied for languages…

Machine Learning · Computer Science 2025-04-24 Hemal Mahmud , Hasan Mahmud , Mohammad Rifat Ahmmad Rashid

In this paper, we analyze the time-series of minute price returns on the Bitcoin market through the statistical models of generalized autoregressive conditional heteroskedasticity (GARCH) family. Several mathematical models have been…

Statistical Finance · Quantitative Finance 2021-02-01 Irena Barjašić , Nino Antulov-Fantulin

In this paper we tackle the problem of point and probabilistic forecasting by describing a blending methodology of machine learning models that belong to gradient boosted trees and neural networks families. These principles were…

Machine Learning · Computer Science 2023-10-23 Ioannis Nasios , Konstantinos Vogklis

Machine learning, and representation learning in particular, has the potential to facilitate drug discovery by screening a large chemical space in silico. A successful approach for representing molecules is to treat them as a graph and…

Chemical Physics · Physics 2023-10-06 Ronen Taub , Yonatan Savir

In the realm of cryptocurrency, the prediction of Bitcoin prices has garnered substantial attention due to its potential impact on financial markets and investment strategies. This paper propose a comparative study on hybrid machine…

Machine Learning · Computer Science 2024-01-02 Shun Liu , Kexin Wu , Chufeng Jiang , Bin Huang , Danqing Ma

Gene expression-based heterogeneity analysis has been extensively conducted. In recent studies, it has been shown that network-based analysis, which takes a system perspective and accommodates the interconnections among genes, can be more…

Methodology · Statistics 2023-08-09 Rong Li , Qingzhao Zhang , Shuangge Ma

Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting…

Methodology · Statistics 2019-08-29 Panagiotis Papastamoulis

Physical symptoms caused by high stress commonly happen in our daily lives, leading to the importance of stress recognition systems. This study aims to improve stress classification by selecting appropriate features from Thermal-stress…

Neural and Evolutionary Computing · Computer Science 2021-09-09 Xuyang Shen , Jo Plested , Tom Gedeon

Feature selection, as a critical pre-processing step for machine learning, aims at determining representative predictors from a high-dimensional feature space dataset to improve the prediction accuracy. However, the increase in feature…

Machine Learning · Statistics 2020-11-16 Fatemeh Amini , Guiping Hu

This study analyzes the transmission of market uncertainty on key European financial markets and the cryptocurrency market over an extended period, encompassing the pre, during, and post-pandemic periods. Daily financial market indices and…

Statistical Finance · Quantitative Finance 2023-07-26 Apostolos Ampountolas

A vital problem in solving classification or regression problem is to apply feature engineering and variable selection on data before fed into models.One of a most popular feature engineering method is to discretisize continous variable…

Applications · Statistics 2020-09-23 Weijian Luo , Yongxian Long

Rather than directly predicting future prices or returns, we follow a more recent trend in asset management and classify the state of a market based on labels. We use numerous standard labels and even construct our own ones. The labels rely…

Trading and Market Microstructure · Quantitative Finance 2020-12-08 Michal Balcerak , Thomas Schmelzer

Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…

Machine Learning · Computer Science 2024-10-21 Jannatun Nayeem Pinky , Ramya Akula

This study investigates rare event detection on tabular data within binary classification. Standard techniques to handle class imbalance include SMOTE, which generates synthetic samples from the minority class. However, SMOTE is…

Machine Learning · Computer Science 2025-04-01 Abdoulaye Sakho , Emmanuel Malherbe , Carl-Erik Gauthier , Erwan Scornet

Risk for autism can be influenced by genetic mutations in hundreds of genes. Based on findings showing that genes with highly correlated gene expressions are functionally interrelated, "guilt by association" methods such as DAWN have been…

Methodology · Statistics 2020-03-10 Kevin Z. Lin , Han Liu , Kathryn Roeder

As AI-generated images become increasingly photorealistic, distinguishing them from natural images poses a growing challenge. This paper presents a robust detection framework that leverages multiple uncertainty measures to decide whether to…

Computer Vision and Pattern Recognition · Computer Science 2025-12-23 Rahul Yumlembam , Biju Issac , Nauman Aslam , Eaby Kollonoor Babu , Josh Collyer , Fraser Kennedy

The use of machine learning algorithms in finance, medicine, and criminal justice can deeply impact human lives. As a consequence, research into interpretable machine learning has rapidly grown in an attempt to better control and fix…

Machine Learning · Computer Science 2021-02-02 Thibaut Vidal , Toni Pacheco , Maximilian Schiffer

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the…

Computational Finance · Quantitative Finance 2016-02-17 Dieter Hendricks , Diane Wilcox , Tim Gebbie

In this paper a randomness evaluation of a block cipher for secure image communication is presented. The GFHT cipher is a genetic algorithm, that combines gene fusion (GF) and horizontal gene transfer (HGT) both inspired from antibiotic…

Cryptography and Security · Computer Science 2020-08-11 Zoubir Hamici

Precisely forecasting the excess returns of an asset (e.g., Tesla stock) is beneficial to all investors. However, the unpredictability of market dynamics, influenced by human behaviors, makes this a challenging task. In prior research,…

Pricing of Securities · Quantitative Finance 2023-05-19 Jingjing Guo
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