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Price movement forecasting, aimed at predicting financial asset trends based on current market information, has achieved promising advancements through machine learning (ML) methods. Most existing ML methods, however, struggle with the…

Machine Learning · Computer Science 2024-07-11 Liang Zeng , Lei Wang , Hui Niu , Ruchen Zhang , Ling Wang , Jian Li

Optical flow estimation is a fundamental and long-standing visual task. In this work, we present a novel method, dubbed HMAFlow, to improve optical flow estimation in challenging scenes, particularly those involving small objects. The…

Computer Vision and Pattern Recognition · Computer Science 2024-11-18 Dianbo Ma , Kousuke Imamura , Ziyan Gao , Xiangjie Wang , Satoshi Yamane

Using a large-scale Deep Learning approach applied to a high-frequency database containing billions of electronic market quotes and transactions for US equities, we uncover nonparametric evidence for the existence of a universal and…

Statistical Finance · Quantitative Finance 2018-03-20 Justin Sirignano , Rama Cont

Internet of Things (IoT) devices and applications are being deployed in our homes and workplaces. These devices often rely on continuous data collection to feed machine learning models. However, this approach introduces several privacy and…

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum

The stock market has been established since the 13th century, but in the current epoch of time, it is substantially more practicable to anticipate the stock market than it was at any other point in time due to the tools and data that are…

Statistical Finance · Quantitative Finance 2023-10-27 Ryan Chipwanya

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…

Machine Learning · Computer Science 2024-12-03 Yuxin Fan , Zhuohuan Hu , Lei Fu , Yu Cheng , Liyang Wang , Yuxiang Wang

As foundation models grow in size, fine-tuning them becomes increasingly expensive. While GPU spot instances offer a low-cost alternative to on-demand resources, their volatile prices and availability make deadline-aware scheduling…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-25 Linggao Kong , Yuedong Xu , Lei Jiao , Chuan Xu

There is an opportunity in modern power systems to explore the demand flexibility by incentivizing consumers with dynamic prices. In this paper, we quantify demand flexibility using an efficient tool called time-varying elasticity, whose…

Machine Learning · Computer Science 2022-02-03 Guangchun Ruan , Daniel S. Kirschen , Haiwang Zhong , Qing Xia , Chongqing Kang

High-frequency trading (HFT) is an investing strategy that continuously monitors market states and places bid and ask orders at millisecond speeds. Traditional HFT approaches fit models with historical data and assume that future market…

Trading and Market Microstructure · Quantitative Finance 2025-05-23 Yang Li , Zhi Chen , Steve Yang

Large Language Models (LLMs) are evolving into autonomous trading agents, yet existing benchmarks often overlook the interplay between architectural reasoning and strategy consistency. We propose Strat-LLM, a framework grounded in…

Artificial Intelligence · Computer Science 2026-05-08 Wenliang Huang , Zengyi Yu

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

Statistical Finance · Quantitative Finance 2025-03-10 Furkan Karadaş , Bahaeddin Eravcı , Ahmet Murat Özbayoğlu

The advent of financial technology has witnessed a surge in the utilization of deep learning models to anticipate consumer conduct, a trend that has demonstrated considerable potential in enhancing lending strategies and bolstering market…

Machine Learning · Computer Science 2025-11-25 Shenghan Zhao , Yuzhen Lin , Ximeng Yang , Qiaochu Lu , Haozhong Xue , Gaozhe Jiang

Predictive Process Monitoring (PPM) enables forecasting future events or outcomes of ongoing business process instances based on event logs. However, deep learning PPM approaches are often limited by the low variability and small size of…

Machine Learning · Computer Science 2026-02-20 Sjoerd van Straten , Alessandro Padella , Marwan Hassani

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Statistical Finance · Quantitative Finance 2022-09-27 Chen Zhang

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

Statistical Finance · Quantitative Finance 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

Stock market forecasting is a classic problem that has been thoroughly investigated using machine learning and artificial neural network based tools and techniques. Interesting aspects of this problem include its time reliance as well as…

Statistical Finance · Quantitative Finance 2023-02-20 Raihan Tanvir , Md Tanvir Rouf Shawon , Md. Golam Rabiul Alam

Stock price prediction has always been a difficult task for forecasters. Using cutting-edge deep learning techniques, stock price prediction based on investor sentiment extracted from online forums has become feasible. We propose a novel…

Machine Learning · Computer Science 2026-01-21 Huiyu Li , Junhua Hu

Logs are semi-structured text files that represent software's execution paths and states during its run-time. Therefore, detecting anomalies in software logs reflect anomalies in the software's execution path or state. So, it has become a…

Software Engineering · Computer Science 2024-08-06 Shayan Hashemi , Mika Mäntylä