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This study emphasizes how crucial it is to visualize machine learning models, especially for the banking industry, in order to improve interpretability and support predictions in high stakes financial settings. Visual tools enable…
Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…
The application of deep learning to time series forecasting is one of the major challenges in present machine learning. We propose a novel methodology that combines machine learning and image processing methods to define and predict market…
Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal patterns crucial. Decomposition techniques make such structure…
Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short…
This work addresses the problem of analyzing multi-channel time series data %. In this paper, we by proposing an unsupervised fusion framework based on %the recently proposed convolutional transform learning. Each channel is processed by a…
The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…
In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…
Accurate volatility forecasting is essential in banking, investment, and risk management, because expectations about future market movements directly influence current decisions. This study proposes a hybrid modelling framework that…
In this paper we focus our attention on the exploitation of the information contained in financial news to enhance the performance of a classifier of bank distress. Such information should be analyzed and inserted into the predictive model…
We present a neural network based calibration method that performs the calibration task within a few milliseconds for the full implied volatility surface. The framework is consistently applicable throughout a range of volatility models…
Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…
Accurate financial volatility forecasting is crucial but challenged by the non-linear, highly correlated nature of market data. Recently, quantum computing has emerged as a promising paradigm for solving complex high-dimensional sampling…
This paper shows a novel machine learning model for realized volatility (RV) prediction using a normalizing flow, an invertible neural network. Since RV is known to be skewed and have a fat tail, previous methods transform RV into values…
Data generated from real world events are usually temporal and contain multimodal information such as audio, visual, depth, sensor etc. which are required to be intelligently combined for classification tasks. In this paper, we propose a…
Deep neural networks show great potential for automating various visual quality inspection tasks in manufacturing. However, their applicability is limited in more volatile scenarios, such as remanufacturing, where the inspected products and…
Accurately predicting stock market movements remains a formidable challenge due to the inherent volatility and complex interdependencies among stocks. Although multi-scale Graph Neural Networks (GNNs) hold potential for modeling these…
Spatiotemporal prediction plays a critical role in numerous real-world applications such as urban planning, transportation optimization, disaster response, and pandemic control. In recent years, researchers have made significant progress by…
The increasing popularity of social media promotes the proliferation of fake news. With the development of multimedia technology, fake news attempts to utilize multimedia contents with images or videos to attract and mislead readers for…
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…