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Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

Machine Learning · Computer Science 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

In many sequential tasks, a model needs to remember relevant events from the distant past to make correct predictions. Unfortunately, a straightforward application of gradient based training requires intermediate computations to be stored…

Machine Learning · Computer Science 2023-08-14 Artyom Sorokin , Nazar Buzun , Leonid Pugachev , Mikhail Burtsev

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 the realm of cryptocurrency, the prediction of Bitcoin prices has garnered substantial attention due to its potential impact on financial markets and investment strategies. This paper propose a comparative study on hybrid machine…

Machine Learning · Computer Science 2024-01-02 Shun Liu , Kexin Wu , Chufeng Jiang , Bin Huang , Danqing Ma

Accurate forecasts of electricity prices are crucial for the management of electric power systems and the development of smart applications. European electricity prices have risen substantially and became highly volatile after the Russian…

This study evaluates the performances of CNN and LSTM for recognizing common charts patterns in a stock historical data. It presents two common patterns, the method used to build the training set, the neural networks architectures and the…

Machine Learning · Computer Science 2018-08-02 Marc Velay , Fabrice Daniel

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Traffic prediction plays an important role in evaluating the performance of telecommunication networks and attracts intense research interests. A significant number of algorithms and models have been put forward to analyse traffic data and…

Networking and Internet Architecture · Computer Science 2018-04-04 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

The prediction of stock price movement direction is significant in financial circles and academic. Stock price contains complex, incomplete, and fuzzy information which makes it an extremely difficult task to predict its development trend.…

Statistical Finance · Quantitative Finance 2021-12-09 Ashish Kumar , Abeer Alsadoon , P. W. C. Prasad , Salma Abdullah , Tarik A. Rashid , Duong Thu Hang Pham , Tran Quoc Vinh Nguyen

Electricity consumption has increased exponentially during the past few decades. This increase is heavily burdening the electricity distributors. Therefore, predicting the future demand for electricity consumption will provide an upper hand…

Machine Learning · Computer Science 2019-09-19 Anupiya Nugaliyadde , Upeka Somaratne , Kok Wai Wong

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

Investment Analysis is a cornerstone of the Financial Services industry. The rapid integration of advanced machine learning techniques, particularly Large Language Models (LLMs), offers opportunities to enhance the equity rating process.…

Machine Learning · Computer Science 2024-11-05 Kassiani Papasotiriou , Srijan Sood , Shayleen Reynolds , Tucker Balch

Many studies have been undertaken by using machine learning techniques, including neural networks, to predict stock returns. Recently, a method known as deep learning, which achieves high performance mainly in image recognition and speech…

Statistical Finance · Quantitative Finance 2018-06-14 Masaya Abe , Hideki Nakayama

Bidirectional Long Short-Term Memory (LSTM) is a special kind of Recurrent Neural Network (RNN) architecture which is designed to model sequences and their long-range dependencies more precisely than RNNs. This paper proposes to use deep…

Machine Learning · Computer Science 2020-04-07 Neda Tavakoli

This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…

Machine Learning · Computer Science 2025-02-12 Yu Cheng , Zhen Xu , Yuan Chen , Yuhan Wang , Zhenghao Lin , Jinsong Liu

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

Machine Learning · Computer Science 2025-02-28 Bogdan Oancea

Predicting the completion time of business process instances would be a very helpful aid when managing processes under service level agreement constraints. The ability to know in advance the trend of running process instances would allow…

Machine Learning · Computer Science 2017-11-13 Nicolò Navarin , Beatrice Vincenzi , Mirko Polato , Alessandro Sperduti

Precise and timely traffic flow prediction plays a critical role in developing intelligent transportation systems and has attracted considerable attention in recent decades. Despite the significant progress in this area brought by deep…

Machine Learning · Computer Science 2022-05-03 Wenzheng Zhao

The early outcome prediction of ongoing or completed processes confers competitive advantage to organizations. The performance of classic machine learning and, more recently, deep learning techniques such as Long Short-Term Memory (LSTM) on…

Machine Learning · Computer Science 2021-04-15 Hans Weytjens , Jochen De Weerdt

In the modern transportation industry, accurate prediction of travelers' next destinations brings multiple benefits to companies, such as customer satisfaction and targeted marketing. This study focuses on developing a precise model that…

Machine Learning · Computer Science 2024-09-17 Salih Salihoglu , Gulser Koksal , Orhan Abar
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