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相关论文: Stock Chart Pattern recognition with Deep Learning

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We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

综合金融 · 定量金融 2026-02-16 Mykola Babiak , Jozef Barunik

Recent literature implements machine learning techniques to assess corporate credit rating based on financial statement reports. In this work, we analyze the performance of four neural network architectures (MLP, CNN, CNN2D, LSTM) in…

风险管理 · 定量金融 2020-03-06 Parisa Golbayani , Dan Wang , Ionut Florescu

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

综合金融 · 定量金融 2020-09-08 Qiao Zhou , Ningning Liu

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

统计金融 · 定量金融 2020-01-13 Zineb Lanbouri , Saaid Achchab

Deep convolutional neural networks (CNNs) have brought breakthroughs in processing clinical electrocardiograms (ECGs), speaker-independent speech and complex images. However, typical CNNs require a fixed input size while it is common to…

机器学习 · 计算机科学 2022-10-07 Linpeng Jin

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…

统计金融 · 定量金融 2018-06-14 Masaya Abe , Hideki Nakayama

Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a system for constructing an optimum portfolio of stocks based on…

统计金融 · 定量金融 2021-08-31 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

信号处理 · 电气工程与系统科学 2017-11-15 Ariel Navon , Yosi Keller

The present work addresses theoretical and practical questions in the domain of Deep Learning for High Frequency Trading. State-of-the-art models such as Random models, Logistic Regressions, LSTMs, LSTMs equipped with an Attention mask,…

交易与市场微观结构 · 定量金融 2020-10-20 Antonio Briola , Jeremy Turiel , Tomaso Aste

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

统计金融 · 定量金融 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

统计金融 · 定量金融 2020-07-15 Jungsik Hwang

Early diagnosis of interstitial lung diseases is crucial for their treatment, but even experienced physicians find it difficult, as their clinical manifestations are similar. In order to assist with the diagnosis, computer-aided diagnosis…

计算机视觉与模式识别 · 计算机科学 2016-12-13 Stergios Christodoulidis , Marios Anthimopoulos , Lukas Ebner , Andreas Christe , Stavroula Mougiakakou

Multi-step stock index forecasting is vital in finance for informed decision-making. Current forecasting methods on this task frequently produce unsatisfactory results due to the inherent data randomness and instability, thereby…

机器学习 · 计算机科学 2024-02-19 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

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…

统计金融 · 定量金融 2021-04-30 Ekaterina Zolotareva

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

统计金融 · 定量金融 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima

Deep learning, particularly convolutional neural networks (CNNs), have yielded rapid, significant improvements in computer vision and related domains. But conventional deep learning architectures perform poorly when data have an underlying…

信号处理 · 电气工程与系统科学 2020-12-02 Mark Cheung , John Shi , Oren Wright , Lavender Y. Jiang , Xujin Liu , José M. F. Moura

This study explores the application potential of a deep learning model based on the CNN-LSTM framework in forecasting the sales volume of cancer drugs, with a focus on modeling complex time series data. As advancements in medical technology…

计算工程、金融与科学 · 计算机科学 2025-06-30 Yinghan Li , Yilin Yao , Junghua Lin , Nanxi Wang

The success of deep learning techniques in the computer vision domain has triggered a range of initial investigations into their utility for visual place recognition, all using generic features from networks that were trained for other…

计算机视觉与模式识别 · 计算机科学 2017-01-20 Zetao Chen , Adam Jacobson , Niko Sunderhauf , Ben Upcroft , Lingqiao Liu , Chunhua Shen , Ian Reid , Michael Milford

Spacecraft operations are highly critical, demanding impeccable reliability and safety. Ensuring the optimal performance of a spacecraft requires the early detection and mitigation of anomalies, which could otherwise result in unit or…

机器学习 · 计算机科学 2024-05-20 Daniel Lakey , Tim Schlippe

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

统计金融 · 定量金融 2020-10-16 Qi Zhao