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Nowadays, machine learning methods have been widely used in stock prediction. Traditional approaches assume an identical data distribution, under which a learned model on the training data is fixed and applied directly in the test data.…

Statistical Finance · Quantitative Finance 2020-02-18 Chi Chen , Li Zhao , Wei Cao , Jiang Bian , Chunxiao Xing

Data augmentation methods in combination with deep neural networks have been used extensively in computer vision on classification tasks, achieving great success; however, their use in time series classification is still at an early stage.…

Statistical Finance · Quantitative Finance 2020-10-29 Elizabeth Fons , Paula Dawson , Xiao-jun Zeng , John Keane , Alexandros Iosifidis

The prediction of stock prices is an important task in economics, investment and making financial decisions. This has, for decades, spurred the interest of many researchers to make focused contributions to the design of accurate stock price…

Statistical Finance · Quantitative Finance 2020-06-08 Bradley J. Pillay , Absalom E. Ezugwu

As the Chinese stock market continues to evolve and its market structure grows increasingly complex, traditional quantitative trading methods are facing escalating challenges. Particularly, due to policy uncertainty and the frequent market…

Trading and Market Microstructure · Quantitative Finance 2024-06-18 Bohan Ma , Yushan Xue , Yuan Lu , Jing Chen

Recent years have seen the successful application of large pre-trained models to code representation learning, resulting in substantial improvements on many code-related downstream tasks. But there are issues surrounding their application…

Software Engineering · Computer Science 2022-05-26 Changan Niu , Chuanyi Li , Vincent Ng , Jidong Ge , Liguo Huang , Bin Luo

We propose three different data-driven approaches for pricing European-style call options using supervised machine-learning algorithms. These approaches yield models that give a range of fair prices instead of a single price point. The…

Statistical Finance · Quantitative Finance 2020-12-08 Anindya Goswami , Sharan Rajani , Atharva Tanksale

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correctly designed and refined, they can painstakingly and…

Statistical Finance · Quantitative Finance 2021-12-24 Ananda Chatterjee , Hrisav Bhowmick , Jaydip Sen

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

Handling anomalies is a critical preprocessing step in multivariate time series prediction. However, existing approaches that separate anomaly preprocessing from model training for multivariate time series prediction encounter significant…

Machine Learning · Computer Science 2025-01-15 Yuanyuan Liang , Tianhao Zhang , Tingyu Xie

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…

Computational Finance · Quantitative Finance 2021-02-03 Pratyush Muthukumar , Jie Zhong

Stock trend prediction has attracted considerable attention for its potential to generate tangible investment returns. With the advent of deep learning in quantitative finance, researchers have increasingly recognized the importance of…

Computational Engineering, Finance, and Science · Computer Science 2026-03-26 Yao Lu , Kaiyi Hu , Luyan Zhang

The paper focuses on predicting the Nifty 50 Index by using 8 Supervised Machine Learning Models. The techniques used for empirical study are Adaptive Boost (AdaBoost), k-Nearest Neighbors (kNN), Linear Regression (LR), Artificial Neural…

Statistical Finance · Quantitative Finance 2022-02-21 Gurjeet Singh

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Optimization and Control · Mathematics 2023-12-19 Negin Bagherpour

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

Overcoming the challenge of limited data availability within materials science is crucial for the broad-based applicability of machine learning within materials science. One pathway to overcome this limited data availability is to use the…

Materials Science · Physics 2024-12-24 Reshma Devi , Keith T. Butler , Gopalakrishnan Sai Gautam

With the dynamic political and economic environments, the ever-changing stock markets generate large amounts of data daily. Acquiring up-to-date data is crucial to enhancing predictive precision in stock price behavior studies. However,…

Computational Engineering, Finance, and Science · Computer Science 2023-08-28 Arunima Mandal , Yuanhang Shao , Xiuwen Liu

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

Stock price prediction is of significant importance in quantitative investment. Existing approaches encounter two primary issues: First, they often overlook the crucial role of capturing short-term stock fluctuations for predicting…

Computational Engineering, Finance, and Science · Computer Science 2024-11-12 Chengqi Dong , Zhiyuan Cao , S Kevin Zhou , Jia Liu

Stock prices forecasting has always been a challenging task. Although many research projects try to address the problem, few of them pay attention to the varying degrees of dependencies between stock prices. In this paper, we introduce a…

Machine Learning · Computer Science 2025-04-02 Yuanzhe Jia , Ali Anaissi , Basem Suleiman
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