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Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

Computational Finance · Quantitative Finance 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

In this paper, we present a deep learning technique for data-driven predictions of wave propagation in a fluid medium. The technique relies on an attention-based convolutional recurrent autoencoder network (AB-CRAN). To construct a…

Fluid Dynamics · Physics 2022-06-15 Indu Kant Deo , Rajeev Jaiman

Recently cloud-based graph convolutional network (GCN) has demonstrated great success and potential in many privacy-sensitive applications such as personal healthcare and financial systems. Despite its high inference accuracy and…

Cryptography and Security · Computer Science 2022-10-27 Ran Ran , Nuo Xu , Wei Wang , Gang Quan , Jieming Yin , Wujie Wen

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

Trading and Market Microstructure · Quantitative Finance 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

Illicit financial activities such as money laundering often manifest through recurrent topological patterns in transaction networks. Detecting these patterns automatically remains challenging due to the scarcity of labeled real-world data…

Machine Learning · Computer Science 2026-01-30 Francesco Zola , Lucia Muñoz , Andrea Venturi , Amaia Gil

Machine Learning models are vulnerable to adversarial attacks that rely on perturbing the input data. This work proposes a novel strategy using Autoencoder Deep Neural Networks to defend a machine learning model against two gradient-based…

Machine Learning · Computer Science 2018-12-10 Rajeev Sahay , Rehana Mahfuz , Aly El Gamal

In recent decades, digital image processing has gained enormous popularity. Consequently, a number of data compression strategies have been put forth, with the goal of minimizing the amount of information required to represent images. Among…

Image and Video Processing · Electrical Eng. & Systems 2023-07-04 Suman Kunwar

Forecasting stock market direction is always an amazing but challenging problem in finance. Although many popular shallow computational methods (such as Backpropagation Network and Support Vector Machine) have extensively been proposed,…

Computational Finance · Quantitative Finance 2019-12-03 Shaogao Lv , Yongchao Hou , Hongwei Zhou

The finance industry is producing an increasing amount of datasets that investment professionals can consider to be influential on the price of financial assets. These datasets were initially mainly limited to exchange data, namely price,…

Computational Finance · Quantitative Finance 2024-05-16 Matteo Rizzato , Julien Wallart , Christophe Geissler , Nicolas Morizet , Noureddine Boumlaik

We show that deep convolutional neural networks (CNN) can massively outperform traditional densely-connected neural networks (both deep or shallow) in predicting eigenvalue problems in mechanics. In this sense, we strike out in a new…

Computational Physics · Physics 2018-07-19 David Finol , Yan Lu , Vijay Mahadevan , Ankit Srivastava

This study explores the development of a hybrid deep convolutional neural network (DCNN) model enhanced by autoencoders and data augmentation techniques to predict critical heat flux (CHF) with high accuracy. By augmenting the original…

Machine Learning · Computer Science 2024-08-28 Messaoud Djeddou , Aouatef Hellal , Ibrahim A. Hameed , Xingang Zhao , Djehad Al Dallal

An approximation model based on convolutional neural networks (CNNs) is proposed for flow field predictions. The CNN is used to predict the velocity and pressure field in unseen flow conditions and geometries given the pixelated shape of…

Fluid Dynamics · Physics 2019-06-14 Yaser Afshar , Saakaar Bhatnagar , Shaowu Pan , Karthik Duraisamy , Shailendra Kaushik

This work investigates three methods for calculating loss for autoencoder-based pretraining of image encoders: The commonly used reconstruction loss, the more recently introduced deep perceptual similarity loss, and a feature prediction…

Computer Vision and Pattern Recognition · Computer Science 2021-05-19 Gustav Grund Pihlgren , Fredrik Sandin , Marcus Liwicki

Gene expression profiles have been widely used to characterize patterns of cellular responses to diseases. As data becomes available, scalable learning toolkits become essential to processing large datasets using deep learning models to…

Machine Learning · Computer Science 2019-02-01 Ya Ju Fan , Jonathan E. Allen , Sam Ade Jacobs , Brian C. Van Essen

Cryptocurrencies have gained significant attention in recent years due to their decentralized nature and potential for financial innovation. Thus, the ability to accurately predict its price has become a subject of great interest for…

Machine Learning · Computer Science 2024-10-21 Arthur Emanuel de Oliveira Carosia

Financial time series simulation is a central topic since it extends the limited real data for training and evaluation of trading strategies. It is also challenging because of the complex statistical properties of the real financial data.…

Statistical Finance · Quantitative Finance 2022-07-04 Weilong Fu , Ali Hirsa , Jörg Osterrieder

In recent years, high-frequency trading has emerged as a crucial strategy in stock trading. This study aims to develop an advanced high-frequency trading algorithm and compare the performance of three different mathematical models: the…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Jiahao Chen , Xiaofei Li

Recent advances in deep learning have enabled us to address the curse of dimensionality (COD) by solving problems in higher dimensions. A subset of such approaches of addressing the COD has led us to solving high-dimensional PDEs. This has…

Recently, Graph Convolutional Networks (GCNs) have proven to be a powerful mean for Computer Aided Diagnosis (CADx). This approach requires building a population graph to aggregate structural information, where the graph adjacency matrix…

Artificial Intelligence · Computer Science 2021-06-17 Hao Chen , Fuzhen Zhuang , Li Xiao , Ling Ma , Haiyan Liu , Ruifang Zhang , Huiqin Jiang , Qing He

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho
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