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Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

统计金融 · 定量金融 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Trained with a sufficiently large training and testing dataset, Deep Neural Networks (DNNs) are expected to generalize. However, inputs may deviate from the training dataset distribution in real deployments. This is a fundamental issue with…

机器学习 · 计算机科学 2021-10-07 Yan Xiao , Yun Lin , Ivan Beschastnikh , Changsheng Sun , David S. Rosenblum , Jin Song Dong

Deep neural networks (DNNs) have set benchmarks on a wide array of supervised learning tasks. Trained DNNs, however, often lack robustness to minor adversarial perturbations to the input, which undermines their true practicality. Recent…

机器学习 · 计算机科学 2018-11-20 Farzan Farnia , Jesse M. Zhang , David Tse

In general, traders test their trading strategies by applying them on the historical market data (backtesting), and then apply to the future trades the strategy that achieved the maximum profit on such past data. In this paper, we propose a…

交易与市场微观结构 · 定量金融 2022-10-24 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub

Batch normalization is widely used in deep learning to normalize intermediate activations. Deep networks suffer from notoriously increased training complexity, mandating careful initialization of weights, requiring lower learning rates,…

机器学习 · 统计学 2022-10-19 Lakshmi Annamalai , Chetan Singh Thakur

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

计量经济学 · 经济学 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…

机器学习 · 计算机科学 2023-02-24 Gissel Velarde

This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…

统计金融 · 定量金融 2023-06-23 David Noel

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

机器学习 · 计算机科学 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Deep neural networks (DNNs) often require good regularizers to generalize well. Currently, state-of-the-art DNN regularization techniques consist in randomly dropping units and/or connections on each iteration of the training algorithm.…

机器学习 · 计算机科学 2018-03-06 Harris Partaourides , Sotirios P. Chatzis

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

统计金融 · 定量金融 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

Regularization is typically understood as improving generalization by altering the landscape of local extrema to which the model eventually converges. Deep neural networks (DNNs), however, challenge this view: We show that removing…

机器学习 · 计算机科学 2019-06-03 Aditya Golatkar , Alessandro Achille , Stefano Soatto

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

机器学习 · 统计学 2023-10-06 Mingxuan Zhang , Yan Sun , Faming Liang

Training neural networks is an optimization problem, and finding a decent set of parameters through gradient descent can be a difficult task. A host of techniques has been developed to aid this process before and during the training phase.…

机器学习 · 计算机科学 2020-08-19 Divya Gaur , Joachim Folz , Andreas Dengel

Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

机器学习 · 计算机科学 2021-10-22 Shereen Elsayed , Daniela Thyssens , Ahmed Rashed , Hadi Samer Jomaa , Lars Schmidt-Thieme

Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are…

机器学习 · 计算机科学 2023-12-27 Gianni Franchi , Olivier Laurent , Maxence Leguéry , Andrei Bursuc , Andrea Pilzer , Angela Yao

Deep neural networks (DNN) have shown unprecedented success in various computer vision applications such as image classification and object detection. However, it is still a common annoyance during the training phase, that one has to…

计算机视觉与模式识别 · 计算机科学 2016-11-09 Yanghao Li , Naiyan Wang , Jianping Shi , Jiaying Liu , Xiaodi Hou

Training state-of-the-art, deep neural networks is computationally expensive. One way to reduce the training time is to normalize the activities of the neurons. A recently introduced technique called batch normalization uses the…

机器学习 · 统计学 2016-07-22 Jimmy Lei Ba , Jamie Ryan Kiros , Geoffrey E. Hinton

Deep neural networks (DNNs) are widely used in pattern-recognition tasks for which a human comprehensible, quantitative description of the data-generating process, e.g., in the form of equations, cannot be achieved. While doing so, DNNs…

机器学习 · 计算机科学 2022-10-12 Antoine Garcon , Julian Vexler , Dmitry Budker , Stefan Kramer

A deep neural network model is a powerful framework for learning representations. Usually, it is used to learn the relation $x \to y$ by exploiting the regularities in the input $x$. In structured output prediction problems, $y$ is…

机器学习 · 计算机科学 2017-10-31 Soufiane Belharbi , Romain Hérault , Clément Chatelain , Sébastien Adam