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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…