Related papers: The CTLNet for Shanghai Composite Index Prediction
This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…
In this paper we apply a specific type ANNs - convolutional neural networks (CNNs) - to the problem of finding start and endpoints of trends, which are the optimal points for entering and leaving the market. We aim to explore long-term…
Multitask learning (MTL) has become prominent for its ability to predict multiple tasks jointly, achieving better per-task performance with fewer parameters than single-task learning. Recently, decoder-focused architectures have…
This study evaluates deep neural networks for forecasting probability distributions of financial returns. 1D convolutional neural networks (CNN) and Long Short-Term Memory (LSTM) architectures are used to forecast parameters of three…
In this paper, we propose deep learning architectures (FNN, CNN and LSTM) to forecast a regression model for time dependent data. These algorithm's are designed to handle Floating Car Data (FCD) historic speeds to predict road traffic data.…
Through in-depth analysis of ultra high frequency (UHF) stock price change data, more reasonable discrete dynamic distribution models are constructed in this paper. Firstly, we classify the price changes into several categories. Then,…
Health prediction is crucial for ensuring reliability, minimizing downtime, and optimizing maintenance in industrial systems. Remaining Useful Life (RUL) prediction is a key component of this process; however, many existing models struggle…
Due to the advent of modern embedded systems and mobile devices with constrained resources, there is a great demand for incredibly efficient deep neural networks for machine learning purposes. There is also a growing concern of privacy and…
Recently, Liu and Zhang studied the rather challenging problem of time series forecasting from the perspective of compressed sensing. They proposed a no-learning method, named Convolution Nuclear Norm Minimization (CNNM), and proved that…
This work presents a Convolutional Neural Network (CNN) for the prediction of next-day stock fluctuations using company-specific news headlines. Experiments to evaluate model performance using various configurations of word-embeddings and…
Long-term time series forecasting is a vital task and has a wide range of real applications. Recent methods focus on capturing the underlying patterns from one single domain (e.g. the time domain or the frequency domain), and have not taken…
Relational learning deals with data that are characterized by relational structures. An important task is collective classification, which is to jointly classify networked objects. While it holds a great promise to produce a better accuracy…
In order to break through the development bottleneck of modern wireless communication networks, a critical issue is the out-of-date channel state information (CSI) in high mobility scenarios. In general, non-stationary CSI has statistical…
With the development of the financial industry, credit default prediction, as an important task in financial risk management, has received increasing attention. Traditional credit default prediction methods mostly rely on machine learning…
In video streaming services, predicting the continuous user's quality of experience (QoE) plays a crucial role in delivering high quality streaming contents to the user. However, the complexity caused by the temporal dependencies in QoE…
As global climate change intensifies, accurate weather forecasting is increasingly crucial for sectors such as agriculture, energy management, and environmental protection. Traditional methods, which rely on physical and statistical models,…
The problem of explaining the results produced by machine learning methods continues to attract attention. Neural network (NN) models, along with gradient boosting machines, are expected to be utilized even in tabular data with high…
We introduce compositional tensor trains (CTTs) for the approximation of multivariate functions, a class of models obtained by composing low-rank functions in the tensor-train format. This format can encode standard approximation tools,…
Recurrent Neural Networks (RNNs) represent the de facto standard machine learning tool for sequence modelling, owing to their expressive power and memory. However, when dealing with large dimensional data, the corresponding exponential…
Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…