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Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

Forecasting stock prices remains challenging due to the volatile and non-linear nature of financial markets. Despite the promise of deep learning, issues such as mode collapse, unstable training, and difficulty in capturing temporal and…

Machine Learning · Computer Science 2025-10-14 Bahadur Yadav , Sanjay Kumar Mohanty

There has been much interest in accurate cryptocurrency price forecast models by investors and researchers. Deep Learning models are prominent machine learning techniques that have transformed various fields and have shown potential for…

Machine Learning · Computer Science 2024-06-04 Jingyang Wu , Xinyi Zhang , Fangyixuan Huang , Haochen Zhou , Rohtiash Chandra

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

Emerging applications such as Deep Learning are often data-driven, thus traditional approaches based on auto-tuners are not performance effective across the wide range of inputs used in practice. In the present paper, we start an…

Machine Learning · Computer Science 2022-12-12 Damiano Perri , Paolo Sylos Labini , Osvaldo Gervasi , Sergio Tasso , Flavio Vella

Machine learning algorithms based on deep neural networks have achieved remarkable results and are being extensively used in different domains. However, the machine learning algorithms requires access to raw data which is often privacy…

Cryptography and Security · Computer Science 2017-11-15 Ehsan Hesamifard , Hassan Takabi , Mehdi Ghasemi

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

Though machine learning has been applied to the foreign exchange market for algorithmic trading for quiet some time now, and neural networks(NN) have been shown to yield positive results, in most modern approaches the NN systems are…

Neural and Evolutionary Computing · Computer Science 2012-01-31 Gene I. Sher

Hyperspectral images (HSIs) are susceptible to various noise factors leading to the loss of information, and the noise restricts the subsequent HSIs object detection and classification tasks. In recent years, learning-based methods have…

Neural and Evolutionary Computing · Computer Science 2020-08-18 Yuqiao Liu , Yanan Sun , Bing Xue , Mengjie Zhang

Over the decades, the Markowitz framework has been used extensively in portfolio analysis though it puts too much emphasis on the analysis of the market uncertainty rather than on the trend prediction. While generative adversarial network…

Portfolio Management · Quantitative Finance 2022-08-08 Jun Lu , Shao Yi

In this paper we apply a specific type ANNs - convolutional neural networks (CNNs) - to the problem of finding start and endpoints of trends, which are the optimal points for entering and leaving the market. We aim to explore long-term…

Statistical Finance · Quantitative Finance 2021-04-30 Ekaterina Zolotareva

For an autonomous corridor following task where the environment is continuously changing, several forms of environmental noise prevent an automated feature extraction procedure from performing reliably. Moreover, in cases where pre-defined…

Robotics · Computer Science 2019-11-20 Vishnu Sashank Dorbala , A. H. Abdul Hafez , C. V. Jawahar

Convolutional neural networks (CNNs) are widely used for image recognition and text analysis, and have been suggested for application on one-dimensional data as a way to reduce the need for pre-processing steps. Pre-processing is an…

Machine Learning · Computer Science 2020-05-18 Ine L. Jernelv , Dag Roar Hjelme , Yuji Matsuura , Astrid Aksnes

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

The introduction of electronic trading platforms effectively changed the organisation of traditional systemic trading from quote-driven markets into order-driven markets. Its convenience led to an exponentially increasing amount of…

Machine Learning · Computer Science 2021-12-21 Yanqing Ma , Carmine Ventre , Maria Polukarov

Lane-changing is an important driving behavior and unreasonable lane changes can result in potentially dangerous traffic collisions. Advanced Driver Assistance System (ADAS) can assist drivers to change lanes safely and efficiently. To…

Machine Learning · Computer Science 2021-08-03 Yue Zhang , Yajie Zou , Jinjun Tang , Jian Liang

In today's complex and volatile financial market environment, risk management of multi-asset portfolios faces significant challenges. Traditional risk assessment methods, due to their limited ability to capture complex correlations between…

Risk Management · Quantitative Finance 2025-02-14 Fu Lei , Ge Shi

Autoencoders are neural network formulations where the input and output of the network are identical and the goal is to identify the hidden representation in the provided datasets. Generally, autoencoders project the data nonlinearly onto a…

Signal Processing · Electrical Eng. & Systems 2019-07-10 Debjani Bhowick , Deepak K. Gupta , Saumen Maiti , Uma Shankar

This paper is about predicting the movement of stock consist of S&P 500 index. Historically there are many approaches have been tried using various methods to predict the stock movement and being used in the market currently for algorithm…

Computer Vision and Pattern Recognition · Computer Science 2026-05-01 Rahul Gupta

The interest in deep learning methods for solving traditional signal processing tasks has been steadily growing in the last years. Time delay estimation (TDE) in adverse scenarios is a challenging problem, where classical approaches based…

Audio and Speech Processing · Electrical Eng. & Systems 2020-02-04 Luca Comanducci , Maximo Cobos , Fabio Antonacci , Augusto Sarti