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Quantitative investment is a fundamental financial task that highly relies on accurate stock prediction and profitable investment decision making. Despite recent advances in deep learning (DL) have shown stellar performance on capturing…

Trading and Market Microstructure · Quantitative Finance 2022-07-18 Shuo Sun , Rundong Wang , Bo An

Long-context ability, has become one of the most important iteration direction of next-generation Large Language Models, particularly in semantic understanding/reasoning, code agentic intelligence and recommendation system. However, the…

Recurrent neural networks (RNNs) are types of artificial neural networks (ANNs) that are well suited to forecasting and sequence classification. They have been applied extensively to forecasting univariate financial time series, however…

Trading and Market Microstructure · Quantitative Finance 2017-07-19 Matthew F Dixon

Currently, lightweight hybrid backbone networks have partially alleviated the issue of computational saturation, but the imbalance in computational efficiencys between convolutional neural networks (CNNs) and attention mechanisms is…

Computer Vision and Pattern Recognition · Computer Science 2025-08-05 Fengyun Li , Chao Zheng , Yangyang Fang , Jialiang Lan , Jianhua Liang , Luhao Zhang , Fa Si

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Modeling long sequences is crucial for various large-scale models; however, extending existing architectures to handle longer sequences presents significant technical and resource challenges. In this paper, we propose an efficient and…

Computation and Language · Computer Science 2024-10-08 Ning Wang , Zekun Li , Tongxin Bai , Guoqi Li

A new, open source, parallel, stand-alone software package (Fortnet) has been developed, which implements Behler-Parrinello neural networks. It covers the entire workflow from feature generation to the evaluation of generated potentials,…

This paper introduces StockGPT, an autoregressive ``number'' model trained and tested on 70 million daily U.S.\ stock returns over nearly 100 years. Treating each return series as a sequence of tokens, StockGPT automatically learns the…

Computational Finance · Quantitative Finance 2024-10-24 Dat Mai

In this paper, we propose an end to end solution for image matting i.e high-precision extraction of foreground objects from natural images. Image matting and background detection can be achieved easily through chroma keying in a studio…

Computer Vision and Pattern Recognition · Computer Science 2020-03-26 Rishab Sharma , Rahul Deora , Anirudha Vishvakarma

The increase of available large clinical and experimental datasets has contributed to a substantial amount of important contributions in the area of biomedical image analysis. Image segmentation, which is crucial for any quantitative…

Computer Vision and Pattern Recognition · Computer Science 2022-03-29 Nikhil Kumar Tomar , Debesh Jha , Michael A. Riegler , Håvard D. Johansen , Dag Johansen , Jens Rittscher , Pål Halvorsen , Sharib Ali

Alpha factor mining aims to discover investment signals from the historical financial market data, which can be used to predict asset returns and gain excess profits. Powerful deep learning methods for alpha factor mining lack…

Computational Finance · Quantitative Finance 2025-06-18 Junjie Zhao , Chengxi Zhang , Min Qin , Peng Yang

Recently convolutional neural networks (CNNs) achieve great accuracy in visual recognition tasks. DenseNet becomes one of the most popular CNN models due to its effectiveness in feature-reuse. However, like other CNN models, DenseNets also…

Computer Vision and Pattern Recognition · Computer Science 2018-10-02 Kun Wan , Boyuan Feng , Lingwei Xie , Yufei Ding

Convolutional neural network (CNN) slides a kernel over the whole image to produce an output map. This kernel scheme reduces the number of parameters with respect to a fully connected neural network (NN). While CNN has proven to be an…

Computer Vision and Pattern Recognition · Computer Science 2025-04-29 Ihsan Ullah , Alfredo Petrosino

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Machine Learning · Computer Science 2025-09-12 Han Yu , Peikun Guo , Akane Sano

The task of financial analysis primarily encompasses two key areas: stock trend prediction and the corresponding financial question answering. Currently, machine learning and deep learning algorithms (ML&DL) have been widely applied for…

Computation and Language · Computer Science 2024-03-20 Xiang Li , Zhenyu Li , Chen Shi , Yong Xu , Qing Du , Mingkui Tan , Jun Huang , Wei Lin

Recurrent neural networks are effective models to process sequences. However, they are unable to learn long-term dependencies because of their inherent sequential nature. As a solution, Vaswani et al. introduced the Transformer, a model…

Machine Learning · Computer Science 2023-03-28 Quentin Fournier , Gaétan Marceau Caron , Daniel Aloise

Futures are contracts obligating the exchange of an asset at a predetermined date and price, notable for their high leverage and liquidity and, therefore, thrive in the Crypto market. RL has been widely applied in various quantitative…

Machine Learning · Computer Science 2026-01-01 Molei Qin , Xinyu Cai , Yewen Li , Haochong Xia , Chuqiao Zong , Shuo Sun , Xinrun Wang , Bo An

When quantizing neural networks, assigning each floating-point weight to its nearest fixed-point value is the predominant approach. We find that, perhaps surprisingly, this is not the best we can do. In this paper, we propose AdaRound, a…

Machine Learning · Computer Science 2020-07-01 Markus Nagel , Rana Ali Amjad , Mart van Baalen , Christos Louizos , Tijmen Blankevoort

Deep complex-valued neural networks (CVNNs) provide a powerful way to leverage complex number operations and representations and have succeeded in several phase-based applications. However, previous networks have not fully explored the…

Image and Video Processing · Electrical Eng. & Systems 2025-03-06 Yanting Yang , Yiren Zhang , Zongyu Li , Jeffery Siyuan Tian , Matthieu Dagommer , Jia Guo

This paper introduces a new architectural framework, known as input fast-forwarding, that can enhance the performance of deep networks. The main idea is to incorporate a parallel path that sends representations of input values forward to…

Computer Vision and Pattern Recognition · Computer Science 2017-05-25 Ahmed Ibrahim , A. Lynn Abbott , Mohamed E. Hussein