Related papers: Explainable-AI powered stock price prediction usin…
In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…
In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…
Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…
In high-stakes domains, such as healthcare and industry, the explainability of AI-based decision-making has become crucial. Without insight into model reasoning, the reliability of these models cannot be ensured. Applications often rely on…
Artificial Intelligence (AI) has become essential for analyzing complex data and solving highly-challenging tasks. It is being applied across numerous disciplines beyond computer science, including Food Engineering, where there is a growing…
Every step we take in the digital world leaves behind a record of our behavior; a digital footprint. Research has suggested that algorithms can translate these digital footprints into accurate estimates of psychological characteristics,…
Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…
This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…
This paper describes methods for comparative evaluation of the interpretability of models of high dimensional time series data inferred by unsupervised machine learning algorithms. The time series data used in this investigation were logs…
This review paper provides an integrated perspective of Explainable Artificial Intelligence techniques applied to Brain-Computer Interfaces. BCIs use predictive models to interpret brain signals for various high-stake applications. However,…
The financial industry faces a significant challenge modeling and risk portfolios: balancing the predictability of advanced machine learning models, neural network models, and explainability required by regulatory entities (such as Office…
We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…
Strategies based on Explainable Artificial Intelligence (XAI) have promoted better human interpretability of the results of black box models. This opens up the possibility of questioning whether explanations created by XAI methods meet…
Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…
Although much work has been done on explainability in the computer vision and natural language processing (NLP) fields, there is still much work to be done to explain methods applied to time series as time series by nature can not be…
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…
Given the complexity and lack of transparency in deep neural networks (DNNs), extensive efforts have been made to make these systems more interpretable or explain their behaviors in accessible terms. Unlike most reviews, which focus on…
Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…
This paper studies interpretable and fair artificial intelligence architectures for understanding English reading. Introduced transformer-based models, integrating advanced attention mechanisms and gradient-based feature attribution. The…
Wind turbine power curve models translate ambient conditions into turbine power output. They are essential for energy yield prediction and turbine performance monitoring. In recent years, increasingly complex machine learning methods have…