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The validity of the Efficient Market Hypothesis has been under severe scrutiny since several decades. However, the evidence against it is not conclusive. Artificial Neural Networks provide a model-free means to analize the prediction power…

Computational Finance · Quantitative Finance 2018-01-25 Martin Iglesias Caride , Aurelio F. Bariviera , Laura Lanzarini

This paper gives an overview on how to develop a dense and deep neural network for making a time series prediction. First, the history and cornerstones in Artificial Intelligence and Machine Learning will be presented. After a short…

Machine Learning · Computer Science 2025-03-11 Bojan Lukić

Computer input is more complex than a sequence of single mouse clicks and keyboard presses. We introduce a novel method to identify and represent the user interactions and build a system which predicts - in real-time - the action a user is…

Human-Computer Interaction · Computer Science 2023-09-22 Fabio Matti , Pierre Dillenbourg , Ludovico Novelli

This paper proposes a novel trading system which plays the role of an artificial counselor for stock investment. In this paper, the stock future prices (technical features) are predicted using Support Vector Regression. Thereafter, the…

General Finance · Quantitative Finance 2019-08-09 Hadi NekoeiQachkanloo , Benyamin Ghojogh , Ali Saheb Pasand , Mark Crowley

Financing high-tech projects always entails a great deal of risk. The lack of a systematic method to pinpoint the risk of such projects has been recognized as one of the most salient barriers for evaluating them. So, in order to develop a…

Neural and Evolutionary Computing · Computer Science 2018-09-17 Hossein Sabzian , Ehsan Kamrani , Seyyed Mostafa Seyyed Hashemi

The paradigm of machine learning and artificial intelligence has pervaded our everyday life in such a way that it is no longer an area for esoteric academics and scientists putting their effort to solve a challenging research problem. The…

Statistical Finance · Quantitative Finance 2021-10-26 Jaydip Sen , Rajdeep Sen , Abhishek Dutta

Though recent advanced convolutional neural networks (CNNs) have been improving the image recognition accuracy, the models are getting more complex and time-consuming. For real-world applications in industrial and commercial scenarios,…

Computer Vision and Pattern Recognition · Computer Science 2014-12-05 Kaiming He , Jian Sun

Retail sales and price projections are typically based on time series forecasting. For some product categories, the accuracy of demand forecasts achieved is low, negatively impacting inventory, transport, and replenishment planning. This…

Machine Learning · Computer Science 2023-06-14 Shaun D'Souza , Dheeraj Shah , Amareshwar Allati , Parikshit Soni

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…

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

Statistical Finance · Quantitative Finance 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

Predicting flood for any location at times of extreme storms is a longstanding problem that has utmost importance in emergency management. Conventional methods that aim to predict water levels in streams use advanced hydrological models…

Machine Learning · Computer Science 2019-06-25 Muhammed Sit , Ibrahim Demir

Consistent alpha generation, i.e., maintaining an edge over the market, underpins the ability of asset traders to reliably generate profits. Technical indicators and trading strategies are commonly used tools to determine when to…

Artificial Intelligence · Computer Science 2021-06-15 Yapeng Jasper Hu , Ralph van Gurp , Ashay Somai , Hugo Kooijman , Jan S. Rellermeyer

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

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that contains a so-called probability layer. The network's…

Statistical Finance · Quantitative Finance 2023-09-29 Grzegorz Marcjasz , Michał Narajewski , Rafał Weron , Florian Ziel

This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…

Machine Learning · Computer Science 2021-01-27 Tomokaze Shiratori , Ken Kobayashi , Yuichi Takano

We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input, for making global stock market predictions. Our model not only yields profit in the stock market of the country…

General Finance · Quantitative Finance 2019-11-27 Jinho Lee , Raehyun Kim , Yookyung Koh , Jaewoo Kang

This paper will illustrate the usage of Machine Learning algorithms on US College Scorecard datasets. For this paper, we will use our knowledge, research, and development of a predictive model to compare the results of all the models and…

Computers and Society · Computer Science 2024-06-13 Zalak Patel , Ayushi Porwal , Kajal Bhandare , Jongwook Woo

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY…

Statistical Finance · Quantitative Finance 2021-10-12 Sidra Mehtab , Jaydip Sen

In today's complex and volatile financial market environment, risk management of multi-asset portfolios faces significant challenges. Traditional risk assessment methods, due to their limited ability to capture complex correlations between…

Risk Management · Quantitative Finance 2025-02-14 Fu Lei , Ge Shi
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