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In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…

Statistical Finance · Quantitative Finance 2020-05-29 Xinyue Cui , Zhaoyu Xu , Yue Zhou

Crowd predictions have demonstrated powerful performance in predicting future events. We aim to understand crowd prediction efficacy in ascertaining the veracity of human emotional expressions. We discover that collective discernment can…

Human-Computer Interaction · Computer Science 2018-08-17 Zhenyue Qin , Tom Gedeon , Sabrina Caldwell

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

One key requirement for effective supply chain management is the quality of its inventory management. Various inventory management methods are typically employed for different types of products based on their demand patterns, product…

Machine Learning · Computer Science 2020-11-17 Elham Taghizadeh

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

Machine Learning · Computer Science 2020-06-02 Mhlasakululeka Mvubu , Emmanuel Kabuga , Christian Plitz , Bubacarr Bah , Ronnie Becker , Hans Georg Zimmermann

Financial market risk forecasting involves applying mathematical models, historical data analysis and statistical methods to estimate the impact of future market movements on investments. This process is crucial for investors to develop…

Statistical Finance · Quantitative Finance 2024-05-24 Jinxin Xu , Kaixian Xu , Yue Wang , Qinyan Shen , Ruisi Li

Predicting the economy's short-term dynamics -- a vital input to economic agents' decision-making process -- often uses lagged indicators in linear models. This is typically sufficient during normal times but could prove inadequate during…

General Economics · Economics 2024-05-21 James T. E. Chapman , Ajit Desai

To pricing health insurance plan, statisticians use mathematical models to predict customers' future health condition. General Addictive Model (GAM) is a wide accepted method for this problem. However, it have several limitations. To solve…

Applications · Statistics 2013-07-25 Guanxi Zhuang

We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk…

Machine Learning · Computer Science 2018-01-16 J. B. Heaton , N. G. Polson , J. H. Witte

Forecasting demand for assets and services can be addressed in various markets, providing a competitive advantage when the predictive models used demonstrate high accuracy. However, the training of machine learning models incurs high…

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

Machine Learning · Computer Science 2022-05-11 Kelum Gajamannage , Yonggi Park

Machine learning is increasingly prevalent in stock market trading. Though neural networks have seen success in computer vision and natural language processing, they have not been as useful in stock market trading. To demonstrate the…

Neural and Evolutionary Computing · Computer Science 2017-04-04 Abhinav Madahar , Yuze Ma , Kunal Patel

Time series forecasting uses historical data to predict future trends, leveraging the relationships between past observations and available features. In this paper, we propose RAFT, a retrieval-augmented time series forecasting method to…

Machine Learning · Computer Science 2025-05-08 Sungwon Han , Seungeon Lee , Meeyoung Cha , Sercan O Arik , Jinsung Yoon

We discuss the theoretical machinery involved in predicting financial market movements using an artificial market model which has been trained on real financial data. This approach to market prediction - in particular, forecasting financial…

Physics and Society · Physics 2007-05-23 Nachi Gupta , Raphael Hauser , Neil F. Johnson

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

Statistical Finance · Quantitative Finance 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

Banks are interested in evaluating the risk of the financial distress before giving out a loan. Many researchers proposed the use of models based on the Neural Networks in order to help the banker better make a decision. The objective of…

Risk Management · Quantitative Finance 2013-11-19 Younes Boujelbène , Sihem Khemakhem

Power demand forecasting is a critical task for achieving efficiency and reliability in power grid operation. Accurate forecasting allows grid operators to better maintain the balance of supply and demand as well as to optimize operational…

Other Computer Science · Computer Science 2019-04-30 Yao Cheng , Chang Xu , Daisuke Mashima , Vrizlynn L. L. Thing , Yongdong Wu

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song