English
Related papers

Related papers: Label Unbalance in High-frequency Trading

200 papers

This research presents a comprehensive framework for analyzing liquidity in financial markets, particularly in the context of high-frequency trading. By leveraging advanced machine learning classification techniques, including Logistic…

Trading and Market Microstructure · Quantitative Finance 2024-08-20 Sid Bhatia , Sidharth Peri , Sam Friedman , Michelle Malen

Noisy labels can impair the performance of deep neural networks. To tackle this problem, in this paper, we propose a new method for filtering label noise. Unlike most existing methods relying on the posterior probability of a noisy…

Computer Vision and Pattern Recognition · Computer Science 2022-01-31 Pengxiang Wu , Songzhu Zheng , Mayank Goswami , Dimitris Metaxas , Chao Chen

Knowledge base provides a potential way to improve the intelligence of information retrieval (IR) systems, for that knowledge base has numerous relations between entities which can help the IR systems to conduct inference from one entity to…

Computation and Language · Computer Science 2019-07-29 Hai Ye , Zhunchen Luo

In this paper a high speed neural network classifier based on extreme learning machines for multi-label classification problem is proposed and dis-cussed. Multi-label classification is a superset of traditional binary and multi-class…

Machine Learning · Computer Science 2016-09-06 Meng Joo Er , Rajasekar Venkatesan , Ning Wang

Automating the monitoring of industrial processes has the potential to enhance efficiency and optimize quality by promptly detecting abnormal events and thus facilitating timely interventions. Deep learning, with its capacity to discern…

Deep learning enables impressive performance in image recognition using large-scale artificially-balanced datasets. However, real-world datasets exhibit highly class-imbalanced distributions, yielding two main challenges: relative imbalance…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Saurabh Sharma , Ning Yu , Mario Fritz , Bernt Schiele

Self-supervised learning (SSL) is a scalable way to learn general visual representations since it learns without labels. However, large-scale unlabeled datasets in the wild often have long-tailed label distributions, where we know little…

Machine Learning · Computer Science 2022-05-24 Hong Liu , Jeff Z. HaoChen , Adrien Gaidon , Tengyu Ma

Deep neural networks (DNNs) are powerful tools in computer vision tasks. However, in many realistic scenarios label noise is prevalent in the training images, and overfitting to these noisy labels can significantly harm the generalization…

Computer Vision and Pattern Recognition · Computer Science 2019-07-01 Jan M. Köhler , Maximilian Autenrieth , William H. Beluch

Class imbalance is a common problem in the case of real-world object detection and classification tasks. Data of some classes is abundant making them an over-represented majority, and data of other classes is scarce, making them an…

Computer Vision and Pattern Recognition · Computer Science 2017-03-24 Salman H. Khan , Munawar Hayat , Mohammed Bennamoun , Ferdous Sohel , Roberto Togneri

With the proliferation of its applications in various industries, sentiment analysis by using publicly available web data has become an active research area in text classification during these years. It is argued by researchers that…

Computation and Language · Computer Science 2013-08-06 Jimmy SJ. Ren , Wei Wang , Jiawei Wang , Stephen Shaoyi Liao

Labelling of data for supervised learning can be costly and time-consuming and the risk of incorporating label noise in large data sets is imminent. When training a flexible discriminative model using a strictly proper loss, such noise will…

Machine Learning · Statistics 2022-05-13 Amanda Olmin , Fredrik Lindsten

We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series. Being able to learn complex patterns from a data rich environment, our approach is useful for a decision making that depends on…

General Economics · Economics 2022-04-15 Jozef Barunik , Lubos Hanus

Data imbalance, in which a plurality of the data samples come from a small proportion of labels, poses a challenge in training deep neural networks. Unlike classification, in regression the labels are continuous, potentially boundless, and…

Machine Learning · Computer Science 2022-06-27 Yu Gong , Greg Mori , Frederick Tung

Deep learning applies hierarchical layers of hidden variables to construct nonlinear high dimensional predictors. Our goal is to develop and train deep learning architectures for spatio-temporal modeling. Training a deep architecture is…

Machine Learning · Statistics 2018-05-08 Matthew F. Dixon , Nicholas G. Polson , Vadim O. Sokolov

In ML-aided decision-making tasks, such as fraud detection or medical diagnosis, the human-in-the-loop, usually a domain-expert without technical ML knowledge, prefers high-level concept-based explanations instead of low-level explanations…

Machine Learning · Computer Science 2021-04-27 Catarina Belém , Vladimir Balayan , Pedro Saleiro , Pedro Bizarro

Long-tailed learning has garnered increasing attention due to its practical significance. Among the various approaches, the fine-tuning paradigm has gained considerable interest with the advent of foundation models. However, most existing…

Machine Learning · Computer Science 2025-08-11 Jiahao Chen , Bin Qin , Jiangmeng Li , Hao Chen , Bing Su

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

Data-driven methods have achieved notable performance on intent detection, which is a task to comprehend user queries. Nonetheless, they are controversial for over-confident predictions. In some scenarios, users do not only care about the…

Computation and Language · Computer Science 2022-03-18 Yantao Gong , Cao Liu , Fan Yang , Xunliang Cai , Guanglu Wan , Jiansong Chen , Weipeng Zhang , Houfeng Wang

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao

Label distribution learning can characterize the polysemy of an instance through label distributions. However, some noise and uncertainty may be introduced into the label space when processing label distribution data due to artificial or…

Machine Learning · Computer Science 2022-10-18 Qimeng Guo , Zhuoran Zheng , Xiuyi Jia , Liancheng Xu