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Many machine learning methods have been proposed to achieve accurate transaction fraud detection, which is essential to the financial security of individuals and banks. However, most existing methods leverage original features only or…

Machine Learning · Computer Science 2023-07-13 Yue Tian , Guanjun Liu , Jiacun Wang , Mengchu Zhou

This document presents an in-depth examination of stock market sentiment through the integration of Convolutional Neural Networks (CNN) and Gated Recurrent Units (GRU), enabling precise risk alerts. The robust feature extraction capability…

Machine Learning · Computer Science 2024-12-16 You Wu , Mengfang Sun , Hongye Zheng , Jinxin Hu , Yingbin Liang , Zhenghao Lin

In financial engineering, portfolio optimization has been of consistent interest. Portfolio optimization is a process of modulating asset distributions to maximize expected returns and minimize risks. To obtain the expected returns, deep…

Portfolio Management · Quantitative Finance 2023-04-25 Jiwook Kim , Minhyeok Lee

As the AI community increasingly adopts large-scale models, it is crucial to develop general and flexible tools to integrate them. We introduce Gather-Attend-Scatter (GATS), a novel module that enables seamless combination of pretrained…

Feature selection has been an essential step in developing industry-scale deep Click-Through Rate (CTR) prediction systems. The goal of neural feature selection (NFS) is to choose a relatively small subset of features with the best…

Machine Learning · Computer Science 2021-12-08 Lin Guan , Xia Xiao , Ming Chen , Youlong Cheng

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…

Computational Engineering, Finance, and Science · Computer Science 2024-05-07 Xinye Sha

Sentiment analysis is a domain of study that focuses on identifying and classifying the ideas expressed in the form of text into positive, negative and neutral polarities. Feature selection is a crucial process in machine learning. In this…

Computation and Language · Computer Science 2020-02-04 Avinash Madasu , Sivasankar E

We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…

Trading and Market Microstructure · Quantitative Finance 2020-12-03 Nino Antulov-Fantulin , Tian Guo , Fabrizio Lillo

This paper presents a fully coupled blockchain-assisted federated learning architecture that effectively eliminates single points of failure by decentralizing both the training and aggregation tasks across all participants. Our proposed…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-21 Huong Nguyen , Tri Nguyen , Lauri Lovén , Susanna Pirttikangas

This paper proposes a novel meta-learning approach to optimize a robust portfolio ensemble. The method uses a deep generative model to generate diverse and high-quality sub-portfolios combined to form the ensemble portfolio. The generative…

Neural and Evolutionary Computing · Computer Science 2023-07-18 Kamer Ali Yuksel

Classifier ensembles are pattern recognition structures composed of a set of classification algorithms (members), organized in a parallel way, and a combination method with the aim of increasing the classification accuracy of a…

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of…

Machine Learning · Computer Science 2020-05-18 Jacob Montiel , Rory Mitchell , Eibe Frank , Bernhard Pfahringer , Talel Abdessalem , Albert Bifet

We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading decisions. We used five, two, and one year samples of hourly…

Methodology · Statistics 2025-03-27 Gabriel R. Palma , Mariusz Skoczeń , Phil Maguire

Cluster analysis of biological samples using gene expression measurements is a common task which aids the discovery of heterogeneous biological sub-populations having distinct mRNA profiles. Several model-based clustering algorithms have…

Methodology · Statistics 2012-01-30 Alberto Cozzini , Ajay Jasra , Giovanni Montana

Generative models have demonstrated impressive results on Aspect-based Sentiment Analysis (ABSA) tasks, particularly for the emerging task of extracting Aspect-Category-Opinion-Sentiment (ACOS) quadruples. However, these models struggle…

Computation and Language · Computer Science 2022-11-16 Joseph J. Peper , Lu Wang

Determining clustering tendency in datasets is a fundamental but challenging task, especially in noisy or high-dimensional settings where traditional methods, such as the Hopkins Statistic and Visual Assessment of Tendency (VAT), often…

Machine Learning · Computer Science 2025-01-31 Yiran Luo , Evangelos E. Papalexakis

Through genome-wide association studies (GWAS), disease susceptible genetic variables can be identified by comparing the genetic data of individuals with and without a specific disease. However, the discovery of these associations poses a…

Machine Learning · Computer Science 2023-08-15 Zhendong Sha , Yuanzhu Chen , Ting Hu

This paper presents the implementation of an advanced artificial intelligence-based algorithmic trading system specifically designed for the EUR-USD pair within the high-frequency environment of the Forex market. The methodological approach…

Artificial Intelligence · Computer Science 2025-11-21 Juan C. King , Jose M. Amigo

This study proposes a data condensation method for multivariate kernel density estimation by genetic algorithm. First, our proposed algorithm generates multiple subsamples of a given size with replacement from the original sample. The…

Methodology · Statistics 2022-03-04 Kiheiji Nishida

Sensory analysis is an important area that the food industry can use to innovate and improve its products. This study involves a sample of individuals who can be trained or not to assess a product using a hedonic scale or notes, where the…

Quantitative Methods · Quantitative Biology 2024-08-07 João César Reis Alves , Gabriel Rodrigues Palma , Idemauro Antonio Rodrigues de Lara