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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…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

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…

Machine Learning · Computer Science 2024-12-17 Soroush Omranpour , Guillaume Rabusseau , Reihaneh Rabbany

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…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

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 · Computer Science 2026-04-24 Annemarie Jutte , Faizan Ahmed , Jeroen Linssen , Maurice van Keulen

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,…

Artificial Intelligence · Computer Science 2021-12-17 Yanou Ramon , Sandra C. Matz , R. A. Farrokhnia , David Martens

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…

Statistical Finance · Quantitative Finance 2026-04-14 Xiang Ao , Jingxuan Zhang , Xinyu Zhao

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…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

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…

Artificial Intelligence · Computer Science 2020-05-05 Nicholas Hoernle , Kobi Gal , Barbara Grosz , Leilah Lyons , Ada Ren , Andee Rubin

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,…

Human-Computer Interaction · Computer Science 2023-12-21 Param Rajpura , Hubert Cecotti , Yogesh Kumar Meena

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…

Machine Learning · Computer Science 2025-11-10 Rongbin Ye , Jiaqi Chen

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,…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

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…

Machine Learning · Computer Science 2024-07-08 José Ribeiro , Níkolas Carneiro , Ronnie Alves

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…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

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…

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

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…

Artificial Intelligence · Computer Science 2024-01-17 Haoyi Xiong , Xuhong Li , Xiaofei Zhang , Jiamin Chen , Xinhao Sun , Yuchen Li , Zeyi Sun , Mengnan Du

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…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

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…

Computation and Language · Computer Science 2026-04-28 Ping Li

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…

Machine Learning · Computer Science 2025-04-08 Simon Letzgus , Klaus-Robert Müller