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Large language models (LLMs) are increasingly deployed in agentic frameworks, in which prompts trigger complex tool-based analysis in pursuit of a goal. While these frameworks have shown promise across multiple domains including in finance,…

Statistical Finance · Quantitative Finance 2025-07-14 Dimitrios Emmanoulopoulos , Ollie Olby , Justin Lyon , Namid R. Stillman

In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

Oil companies are among the largest companies in the world whose economic indicators in the global stock market have a great impact on the world economy\cite{ec00} and market due to their relation to gold\cite{ec01}, crude oil\cite{ec02},…

Statistical Finance · Quantitative Finance 2023-12-21 Javad T. Firouzjaee , Pouriya Khaliliyan

In this paper, a method of prediction on continuous time series variables from the production or flow -- an LSTM algorithm based on multivariate tuning -- is proposed. The algorithm improves the traditional LSTM algorithm and converts the…

Machine Learning · Computer Science 2024-03-19 Hongzhi Wang , Yang Song , Shihan Tang

We use supervised learning to identify factors that predict the cross-section of returns and maximum drawdown for stocks in the US equity market. Our data run from January 1970 to December 2019 and our analysis includes ordinary least…

Statistical Finance · Quantitative Finance 2023-12-05 Lisa R. Goldberg , Saad Mouti

Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as DL models within the renewable energy domain. Given the…

Machine Learning · Computer Science 2025-05-07 Lutfu Sua , Haibo Wang , Jun Huang

In order to support the advancement of machine learning methods for predicting time-series data, we present a comprehensive dataset designed explicitly for long-term time-series forecasting. We incorporate a collection of datasets obtained…

Machine Learning · Computer Science 2023-09-29 Jacek Cyranka , Szymon Haponiuk

Short Term Load Forecast (STLF) is necessary for effective scheduling, operation optimization trading, and decision-making for electricity consumers. Modern and efficient machine learning methods are recalled nowadays to manage complicated…

Applications · Statistics 2021-10-20 Junjie Hu , Brenda López Cabrera , Awdesch Melzer

This study constructs an integrated early warning system (EWS) that identifies and predicts stock market turbulence. Based on switching ARCH (SWARCH) filtering probabilities of the high volatility regime, the proposed EWS first classifies…

Econometrics · Economics 2019-12-02 Peiwan Wang , Lu Zong , Ye Ma

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

This paper presents MIS-LSTM, a hybrid framework that joins CNN encoders with an LSTM sequence model for sleep quality and stress prediction at the day level from multimodal lifelog data. Continuous sensor streams are first partitioned into…

Computer Vision and Pattern Recognition · Computer Science 2025-09-16 Seongwan Park , Jieun Woo , Siheon Yang

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…

Computational Engineering, Finance, and Science · Computer Science 2024-05-07 Xinye Sha

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

MAE, MSE and RMSE performance indicators are used to analyze the performance of different stocks predicted by LSTM and ARIMA models in this paper. 50 listed company stocks from finance.yahoo.com are selected as the research object in the…

Statistical Finance · Quantitative Finance 2022-09-07 Ruochen Xiao , Yingying Feng , Lei Yan , Yihan Ma

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

Making accurate motion prediction of surrounding agents such as pedestrians and vehicles is a critical task when robots are trying to perform autonomous navigation tasks. Recent research on multi-modal trajectory prediction, including…

Computer Vision and Pattern Recognition · Computer Science 2020-10-16 YingQiao Wang

Spatiotemporal predictive learning (ST-PL) is a hotspot with numerous applications, such as object movement and meteorological prediction. It aims at predicting the subsequent frames via observed sequences. However, inherent uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2022-04-13 Zenghao Chai , Zhengzhuo Xu , Yunpeng Bai , Zhihui Lin , Chun Yuan

Dynamic line rating (DLR) is a promising solution to increase the utilization of transmission lines by adjusting ratings based on real-time weather conditions. Accurate DLR forecast at the scheduling stage is thus necessary for system…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Minsoo Kim , Vladimir Dvorkin , Jip Kim

Large Language Models (LLMs) have recently gained popularity in stock trading for their ability to process multimodal financial data. However, most existing methods focus on single-stock trading and lack the capacity to reason over multiple…

Portfolio Management · Quantitative Finance 2025-10-21 Kefan Chen , Hussain Ahmad , Diksha Goel , Claudia Szabo

The underlying market trends that drive stock price fluctuations are often referred to in terms of bull and bear markets. Optimal stock portfolio selection methods need to take into account these market trends; however, the bull and bear…

Methodology · Statistics 2024-06-05 Reetam Majumder , Qing Ji , Nagaraj K. Neerchal