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Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

Applying deep learning and computational intelligence to finance has been a popular area of applied research, both within academia and industry, and continues to attract active attention. The inherently high volatility and non-stationary of…

Machine Learning · Computer Science 2025-03-17 Michael Charles Albada , Mojolaoluwa Joshua Sonola

Forecasting the trend of stock prices is an enduring topic at the intersection of finance and computer science. Periodical updates to forecasters have proven effective in handling concept drifts arising from non-stationary markets. However,…

Computational Engineering, Finance, and Science · Computer Science 2024-01-18 Shiluo Huang , Zheng Liu , Ye Deng , Qing Li

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

Stock market prediction presents considerable challenges for investors, financial institutions, and policymakers operating in complex market environments characterized by noise, non-stationarity, and behavioral dynamics. Traditional…

Machine Learning · Computer Science 2026-05-18 Mohammad Al Ridhawi , Mahtab Haj Ali , Hussein Al Osman

It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…

Statistical Finance · Quantitative Finance 2020-10-30 Xianchao Wu

Transformer-based autoregressive models offer an efficient alternative to diffusion- and flow-matching-based approaches for generating 3D molecules. One challenge remains: standard transformer architectures require a sequential ordering of…

Machine Learning · Computer Science 2026-05-07 Daniel Rose , Roxane Axel Jacob , Johannes Kirchmair , Thierry Langer

With the improvement of computer performance and the development of GPU-accelerated technology, trading with machine learning algorithms has attracted the attention of many researchers and practitioners. In this research, we propose a novel…

Portfolio Management · Quantitative Finance 2021-03-23 Huanming Zhang , Zhengyong Jiang , Jionglong Su

Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an ensemble strategy that employs deep reinforcement…

Trading and Market Microstructure · Quantitative Finance 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Shan Zhong , Anwar Walid

Neural architecture search (NAS) has become a key component of AutoML and a standard tool to automate the design of deep neural networks. Recently, training-free NAS as an emerging paradigm has successfully reduced the search costs of…

Machine Learning · Computer Science 2024-03-13 Zhenfeng He , Yao Shu , Zhongxiang Dai , Bryan Kian Hsiang Low

Graph neural networks have shown remarkable performance in forecasting stock movements, which arises from learning complex inter-dependencies between stocks and intra-dynamics of stocks. Existing approaches based on graph neural networks…

Computational Engineering, Finance, and Science · Computer Science 2026-03-04 Zhuodong Jiang , Pengju Zhang , Peter Martin

Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly…

Machine Learning · Computer Science 2022-07-26 Mostafa Shabani , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis

Making consistently profitable financial decisions in a continuously evolving and volatile stock market has always been a difficult task. Professionals from different disciplines have developed foundational theories to anticipate price…

Machine Learning · Computer Science 2025-11-11 Ruoyu Guo , Haochen Qiu , Xuelun Hou

Our work focuses on deep learning (DL) portfolio optimization, tackling challenges in long-only, multi-asset strategies across market cycles. We propose training models with limited regime data using pre-training techniques and leveraging…

Portfolio Management · Quantitative Finance 2026-01-14 Brandon Luo , Jim Skufca

We propose and experimentally demonstrate an innovative stock index prediction method using a weighted optical reservoir computing system. We construct fundamental market data combined with macroeconomic data and technical indicators to…

Machine Learning · Computer Science 2024-08-02 Fang Wang , Ting Bu , Yuping Huang

Neuroevolution methods evolve the weights of a neural network, and in some cases the topology, but little work has been done to analyze the effect of evolving the activation functions of individual nodes on network size, which is important…

Neural and Evolutionary Computing · Computer Science 2017-03-22 Alexander Hagg , Maximilian Mensing , Alexander Asteroth

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

Many researchers both in academia and industry have long been interested in the stock market. Numerous approaches were developed to accurately predict future trends in stock prices. Recently, there has been a growing interest in utilizing…

Statistical Finance · Quantitative Finance 2019-11-13 Raehyun Kim , Chan Ho So , Minbyul Jeong , Sanghoon Lee , Jinkyu Kim , Jaewoo Kang

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Computational Finance · Quantitative Finance 2022-11-30 Zheng Cao , Raymond Guo , Wenyu Du , Jiayi Gao , Kirill V. Golubnichiy